Results 201 to 210 of about 358,125 (307)

Asymptotic optimality of full cross-validation for selecting linear regression models

For the problem of model selection, full cross-validation has been proposed as an alternative criterion to the traditional cross-validation, particularly in cases where the latter is not well defined.
Droge, Bernd
core  

A New Implementation of Network GARCH Model for Stock Volatility and Co‐Volatility Forecasting

Journal of Forecasting, EarlyView.
ABSTRACT Volatility clustering and spillovers are key features of financial time series with many cross‐sectional assets. While network analysis links similar or correlated stocks and helps trace volatility spillovers, contemporary multivariate ARCH‐GARCH formulations struggle to represent structured network dependence and remain parsimonious.
Peiyi Zhou
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

Revisiting the Relationship Between Job Insecurity and Work Engagement: The Moderating Roles of Contract Type and Trait Negative Affectivity

Human Resource Development Quarterly, EarlyView.
ABSTRACT This study proposes and tests a curvilinear effect of job insecurity on work engagement, while also examining the moderating roles of employment contract type (permanent vs. temporary) and trait negative affectivity on this relationship. Utilizing two waves of time‐lagged data from a sample of 397 participants (273 permanent and 124 temporary ...
Hui‐Hsien Hsieh, Kuo‐Yang Kao
wiley   +1 more source

Extreme Event Aware (η-) Learning. [PDF]

Nat Commun
Chang K, Sapsis TP.
europepmc   +1 more source

Explicit Methods for Inverse Source Identification in Transient Diffusion via Truncated Eigenfunction Regularization of Temperature Measurements

Heat Transfer, EarlyView.
ABSTRACT This work presents and compares two explicit approaches for estimating space‐ and time‐dependent source terms in parabolic diffusion equations, derived from analytical solutions obtained through the Classical Integral Transform Technique (CITT).
André J. P. de Oliveira, Diego C. Knupp, Luiz A. S. Abreu, Mousa J. Huntul, David A. Pelta, Antônio J. da Silva Neto   +5 more
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

Exchange Rates and Sovereign Risk: A Nonlinear Approach Based on Local Gaussian Correlations

International Journal of Finance &Economics, EarlyView.
ABSTRACT We empirically assess the interlinkages between sovereign risk, measured in terms of CDS spreads, and exchange rates for a sample of emerging markets. Our period of analysis includes episodes of severe stress, such as the Global Financial Crisis, the COVID‐19 pandemic, and the Ukrainian War.
Reinhold Heinlein, Gabriella D. Legrenzi, Scott M. R. Mahadeo   +2 more
wiley   +1 more source

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

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

The Effects of Monetary Policy in the United Kingdom: New Evidence From SONIA Market Responses

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper constructs a new measure of the UK monetary policy instrument (MPI) using daily changes in the sterling overnight index average (SONIA) around Bank of England policy events from June 1997 to August 2025. The instrument explicitly accounts for pre‐event information and unconventional monetary policy (UMP) using lagged macro‐financial
Ayobami E. Ilori, Lucia M. Murgia
wiley   +1 more source