Multi-Wavelength Calibration of a Low-Cost High-Range Turbidimeter: Analysis of the Dispersion Regime. [PDF]
Ventura LR +6 more
europepmc +1 more source
Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment
ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley +1 more source
Security of Quantum Key Distribution with One-Time-Pad-Protected Error Correction and Its Performance Benefits. [PDF]
Novak R.
europepmc +1 more source
ABSTRACT The effects of monetary policy shocks are regularly estimated using high‐frequency surprises in asset prices around central bank meetings as an instrument. These studies, insofar as they explicitly model the relationship between instrument and structural shock, assume a constant relationship between the instrument and the monetary policy shock.
Pooyan Amir‐Ahmadi +2 more
wiley +1 more source
Enumeration of rooted binary perfect phylogenies. [PDF]
Shiff CE, Rosenberg NA.
europepmc +1 more source
HARQ Performance Limits for Free-Space Optical Communication Systems. [PDF]
Taricco G.
europepmc +1 more source
Weak Identification Robust Tests for Subvectors Using Implied Probabilities. [PDF]
Carrasco M, Chaudhuri S.
europepmc +1 more source
Entropy of a Quasi-de Sitter Spacetime and the Role of Specific Heat. [PDF]
Luongo O, Azizinia M, Boshkayev K.
europepmc +1 more source
Novel approach to extract epidemiological information from waves in epidemic's profiles. [PDF]
Campos J, Leite MCA.
europepmc +1 more source
Quantum circuit simulation with a local time-dependent variational principle
Eisert J +8 more
europepmc +1 more source

