Coherent Forecasting of Realized Volatility
ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley +1 more source
A Weyl Matrix Perspective on Unbounded Non-Self-Adjoint Jacobi Matrices. [PDF]
Eichinger B, Lukić M, Young G.
europepmc +1 more source
Forecasting Count Data With Varying Dispersion: A Latent‐Variable Approach
ABSTRACT Count data, such as product sales and disease case counts, are common in business forecasting and many areas of science. Although the Poisson distribution is the best known model for such data, its use is severely limited by its assumption that the dispersion is a fixed function of the mean, which rarely holds in real‐world scenarios.
Easton Huch +3 more
wiley +1 more source
Identity Matching and Stimulus Equivalence Learning Paradigms for Memory Rehabilitation of Explicit Memory Deficits: A Scoping Review. [PDF]
Schedlowski J +5 more
europepmc +1 more source
The Information Dynamics of Generative Diffusion. [PDF]
Stančević D, Ambrogioni L.
europepmc +1 more source
Euclidean-Lorentzian Dichotomy and Algebraic Causality in Finite Ring Continuum. [PDF]
Akhtman Y.
europepmc +1 more source
Whole Body Motor Adaptation in Goldfish Using Fish Operated Vehicle. [PDF]
Liu Z, Givon S, Segev R, Donchin O.
europepmc +1 more source
Microbiological safety of ungulates meat intended to be frozen and defrosting of frozen ungulates meat. [PDF]
EFSA Panel on Biological Hazards (BIOHAZ) +22 more
europepmc +1 more source
On the equivalence of demagnetization tensors as discrete cell size approaches zero in three-dimensional space. [PDF]
Liang H, Yan X.
europepmc +1 more source
Quantum circuit simulation with a local time-dependent variational principle
Eisert J +8 more
europepmc +1 more source

