Results 181 to 190 of about 5,532 (307)

Asymptotic optimality of a universal variable-to-fixed length binary source coding algorithm

, 1990
Summary form only given. The asymptotic performance of the modified Lawrence algorithm, a universal binary variable-to-fixed-length source coding algorithm has been investigated.
Tjalkens, Tjalling J., Willems, Frans M.J.   +1 more
core  

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

Minimum-Entropy Optimal Control of Electromechanical Linkages for Energy Harvesting. [PDF]

Entropy (Basel)
Fathizadeh M, Richter H.
europepmc   +1 more source

"Empirical Likelihood-Based Inference in Conditional Moment Restriction Models" [PDF]

This paper proposes an asymptotically efficient method for estimating models with conditional moment restrictions. Our estimator generalizes the maximum empirical likelihood estimator (MELE) of Qin and Lawless (1994).
Hyungtaik Ahn, Yuichi Kitamura, Gautam Tripathi   +2 more
core  

Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models

Journal of Forecasting, EarlyView.
ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu, Mawuli Segnon, Oguzhan Cepni, Rangan Gupta   +3 more
wiley   +1 more source

On Shape Optimization with Large Magnetic Fields in Two Dimensions. [PDF]

J Geom Anal
Lotoreichik V, Morin L.
europepmc   +1 more source

Forecasting With Dynamic Factor Models Estimated by Partial Least Squares

Journal of Forecasting, EarlyView.
ABSTRACT Dynamic factor models (DFMs) have found great success in nowcasting and short‐term macroeconomic forecasting when incorporating large sets of predictive information. The factor loadings are typically estimated cross‐sectionally with principal component analysis (PCA) or maximum likelihood (ML), which ignore whether the factors have predictive ...
Samuel Rauhala
wiley   +1 more source

An Adaptive Detection Algorithm for Non-Uniform Sea Clutter Background Targets Based on Iterative Weighting and Sample Purification. [PDF]

Sensors (Basel)
Su H, Zhang L, Zhao C, Li K.
europepmc   +1 more source

Two‐Dimensional Layered Oxides and the Two‐Dimensionalization of Bulk Oxides for Post‐Moore Information Devices

Information &Functional Materials, EarlyView.
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, Yanchang Zhou, Yushan Zhu, Xiao Zhang, Ruiqing Cheng, Jun He   +5 more
wiley   +1 more source

On flexible covariate adjustment under covariate-constrained randomization. [PDF]

Clin Trials
Wang B, Li F.
europepmc   +1 more source