Coherent Forecasting of Realized Volatility
ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley +1 more source
A Novel Method of Path Planning for an Intelligent Agent Based on an Improved RRT* Called KDB-RRT. [PDF]
Wei W, Wei K, Zhang J.
europepmc +1 more source
Asymptotic optimality of new adaptive test in regression model
T. Inglot, T. Ledwina
semanticscholar +1 more source
ABSTRACT The integration of energy transition, artificial intelligence, and the digital economy represents a significant shift in the global effort to combat energy poverty and offers innovative tools and approaches to increase energy access, efficiency, and affordability for underserved populations. This study examines the impact of energy transition,
Abdulmuttalip Pilatin +4 more
wiley +1 more source
KULLBACK-LEIBLER-BASED DISCRETE FAILURE TIME MODELS FOR INTEGRATION OF PUBLISHED PREDICTION MODELS WITH NEW TIME-TO-EVENT DATASET. [PDF]
Wang D +6 more
europepmc +1 more source
Experimental Factors and Techniques for Pool Boiling Heat Transfer Enhancement: A Critical Review
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
Stability analysis of Rift Valley fever transmission model with efficient and cost-effective interventions. [PDF]
Olaniyi S +4 more
europepmc +1 more source
Operating Capacity, Pricing and Supply Elasticity in Container Shipping Markets
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
Optimal control and economic evaluation of diphtheria disease model with booster immunization and hospitalization. [PDF]
Getachew FZ, Teklu SW, Alemneh HT.
europepmc +1 more source
Interplay Between Green Investment and Market Price Premia in Global Shipping
ABSTRACT Existing research emphasises that the driver of green investment is its future profitability. This paper shows that other investors' decisions also influence green investment. We take the example of scrubber installation in shipping, which is optional by regulation but has an established market for trading its underlying asset.
Yao Shi +4 more
wiley +1 more source

