Results 211 to 220 of about 475,821 (284)

Nonparametric Causal Inference for Optogenetics: Sequential Excursion Effects for Dynamic Regimes. [PDF]

J Am Stat Assoc
Loewinger G, Levis AW, Pereira F.
europepmc   +1 more source

Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models

Journal of Forecasting, EarlyView.
ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu, Mawuli Segnon, Oguzhan Cepni, Rangan Gupta   +3 more
wiley   +1 more source

Fixed-time formation behavior control for unmanned ground vehicle-manipulators. [PDF]

Sci Rep
Xue W, Lu W, Zhang X, Wang H.
europepmc   +1 more source

Evaluating Forecasts at Multiple Horizons: An Extension of the Diebold–Mariano Approach

Journal of Forecasting, EarlyView.
ABSTRACT Forecast accuracy tests are fundamental tools for comparing competing predictive models. The widely used Diebold–Mariano (DM) test assesses whether differences in forecast errors are statistically significant. However, its standard form is limited to pairwise comparisons at a single forecast horizon.
Andrew Grant, Matus Mrazik, Steve Satchell   +2 more
wiley   +1 more source

Duration between rewards controls the rate of behavioral and dopaminergic learning. [PDF]

Nat Neurosci
Burke DA, Taylor A, Jeong H, Lee S, Zsembik L, Wu B, Floeder JR, Naik GA, Chen R, Namboodiri VMK.   +9 more
europepmc   +1 more source

Quadratic Hedging of American Options Under GARCH Models

Journal of Futures Markets, EarlyView.
ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley   +1 more source

On the oscillation criteria for neutral differential equations with several delays. [PDF]

Sci Rep
Alqhtani M, Masood F, Saad KM, Bazighifan O.   +3 more
europepmc   +1 more source

Forecasting Natural Gas Futures Price Volatility of the United States: National Versus State‐Level Climate Concern Indexes

Journal of Futures Markets, EarlyView.
ABSTRACT This paper uses GARCH‐MIDAS to predict US natural gas futures volatility using national and state‐level Climate Concern Indexes (CCIs). We find that both national and state‐level CCIs positively affect price volatility. Notably, models using state‐level data—specifically those utilizing least‐squares (LS) weighting combinations—surpass the ...
Afees A. Salisu, Ahamuefula E. Ogbonna, Rangan Gupta, Onur Polat   +3 more
wiley   +1 more source

Two-Temperature and Thermal Plasma Kinetic Theories. [PDF]

Entropy (Basel)
Giovangigli V.
europepmc   +1 more source

The Impact of Democratization and Globalization on Environmental Sustainability in Brazil

Geological Journal, EarlyView.
Fossil fuel, economic globalisation, and economic growth drive environmental degradation while democratisation positively influences environmental quality. ABSTRACT Although Brazil still possesses significant ecological reserves, the surplus in its biocapacity has been rapidly declining in recent years.
Mustafa Naimoğlu, Mehmet Metin Dam, Serdar Ongan, Andrew Adewale Alola   +3 more
wiley   +1 more source