Results 171 to 180 of about 10,447 (303)
Intraday Functional PCA Forecasting of Cryptocurrency Returns
ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley +1 more source
Upper Bounds on the Colloid Separation Efficiency of Diffusiophoresis. [PDF]
Temprano-Coleto F +3 more
europepmc +1 more source
Time‐Varying Skewness–Kurtosis Dynamics in Bitcoin Markets
ABSTRACT This paper examines the relationship between skewness and kurtosis in Bitcoin spot and futures markets using high‐frequency data. We document a strong convex skewness–kurtosis relationship consistent with theoretical moment restrictions. Trading activity is positively associated with realized kurtosis, particularly in futures markets, though ...
Ariston Karagiorgis, Antonis Ballis
wiley +1 more source
Systematic comparison of inverse Langevin function approximations in stochastic dumbbell dynamics. [PDF]
Cromer M, Vasquez PA.
europepmc +1 more source
Energy security risk has a positive impact on material footprint. Renewable energy consumption reduces material footprint. ABSTRACT Following a high economic growth path, the group of G7 economies is found to be utilising more and more material, causing a material footprint (MF), which in turn contributes to pollution.
Serhat Çamkaya +4 more
wiley +1 more source
On the Open TS/ST Correspondence. [PDF]
François M, Grassi A.
europepmc +1 more source
Effect of Austerity Measures on Infant Mortality: Evidence From Greece
ABSTRACT Governments frequently adopt austerity policies when facing economic crises, yet their long‐term consequences for population health remain incompletely understood. This paper examines the impact of large‐scale fiscal austerity on infant mortality by exploiting the Troika‐led economic adjustment program implemented in Greece beginning in 2010 ...
Robert J. Kolesar, Rok Spruk
wiley +1 more source
Quantum dynamics, master equation and equilibrium for a qubit coupled to a thermal boson field. [PDF]
Nakazato H, Pascazio S.
europepmc +1 more source
This review systematically summarizes two‐dimensional layered and nonlayered oxides, focusing on their synthesis, properties, and post‐Moore applications in transistors, gate dielectrics, optoelectronics, and ferroelectric/magnetic devices. It also discusses challenges including scalable growth and interface engineering, along with future industrial ...
Xinjie Hou +5 more
wiley +1 more source
Hybrid expansion methods for fractional non-linear mathematical systems with Erdelyi-Kober derivative operators in theory of tsunami wave modeling. [PDF]
Damag FH +5 more
europepmc +1 more source

