Results 121 to 130 of about 8,530 (262)
Forecasting Count Data With Varying Dispersion: A Latent‐Variable Approach
Journal 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
Intraday Functional PCA Forecasting of Cryptocurrency Returns
Journal of Forecasting, EarlyView.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
Asymptotic Normality Through Factorial Cumulants and Partition Identities. [PDF]
Comb Probab Comput, 2013 Bobecka K +4 more
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 +2 more
wiley +1 more source
Fourier Spot Volatility Estimator: Asymptotic Normality and Efficiency with Liquid and Illiquid High-Frequency Data. [PDF]
PLoS One, 2015 Mancino ME, Recchioni MC.
europepmc +1 more source
The Role of Price‐Volatility Cojumps in Volatility Forecasting
Journal of Futures Markets, EarlyView.ABSTRACT This paper investigates whether simultaneous jumps in prices and volatility improve volatility forecasting. Using up‐to‐date high‐frequency S&P 500 and VIX data, we identify price‐volatility cojumps at the intraday granularity and construct upside, downside, and asymmetric measures.
Kefu Liao
wiley +1 more source
Asymptotic Normality of Robust Risk Minimizers
Statistica SinicaThis paper investigates asymptotic properties of algorithms that can be viewed as robust analogues of the classical empirical risk minimization. These strategies are based on replacing the usual empirical average by a robust proxy of the mean, such as the (version of) the median of means estimator.
openaire +2 more sources
Geological Journal, EarlyView.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
Experimental Factors and Techniques for Pool Boiling Heat Transfer Enhancement: A Critical Review
Heat Transfer, EarlyView.ABSTRACT This review presents a comprehensive assessment of active strategies for enhancing pool boiling heat transfer, with a focus on techniques that do not rely solely on the boiling surface modification. It examines a broad range of methodologies including fluid additives, external fields, mechanical interventions, and thermal‐geometric tuning that
José E. Pereira +2 more
wiley +1 more source
Operating Capacity, Pricing and Supply Elasticity in Container Shipping Markets
International Journal of Finance &Economics, EarlyView.ABSTRACT We investigate the channels through which changes in operating capacity influence freight rates in the container shipping market using a novel dataset to create an operating capacity index at the shipping‐route level. Our analysis reveals that when supply elasticity is low, an increase in operating capacity tends to drive freight rates upward,
Cong Sui +3 more
wiley +1 more source