Results 211 to 220 of about 4,073 (243)

Coherent Forecasting of Realized Volatility

open access: yesJournal of Forecasting, EarlyView.
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]

open access: yesComplex Anal Oper Theory
Eichinger B, Lukić M, Young G.
europepmc   +1 more source

Forecasting Count Data With Varying Dispersion: A Latent‐Variable Approach

open access: yesJournal of Forecasting, EarlyView.
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

Microbiological safety of ungulates meat intended to be frozen and defrosting of frozen ungulates meat. [PDF]

open access: yesEFSA J
EFSA Panel on Biological Hazards (BIOHAZ)   +22 more
europepmc   +1 more source

Quantum circuit simulation with a local time-dependent variational principle

open access: yes
Eisert J   +8 more
europepmc   +1 more source

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