A fractional SEIVRB model for aquatic diseases dynamics with stability analysis and numerical solution. [PDF]
Kosari S +3 more
europepmc +1 more source
The buried interface is a critical determinant of efficiency and stability in inverted flexible perovskite solar cells (IFPSCs). This Perspective summarizes advances in hole transporting materials for IFPSCs, including polymeric, small‐molecule, inorganic, and hybrid systems, and discusses the prospects and feasibility of emerging molecular design and ...
Xianglang Sun, Jiawei Leng, Zhong'an Li
wiley +1 more source
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
Integrating preliminary test and Stein-type techniques to improve estimation in the time-dependent Cox model. [PDF]
Ramezani R, Rabiei MR, Arashi M.
europepmc +1 more source
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 +3 more
wiley +1 more source
Stochastic Dynamics of Nonlinear Piezoelectric Vibration Energy Harvesting System with Inelastic Impact. [PDF]
Liu L, Tian L, Su M, Yue H.
europepmc +1 more source
Evaluating Forecasts at Multiple Horizons: An Extension of the Diebold–Mariano Approach
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
Numerical Analysis of BIMs for Stochastic SIR and SIS Models with Variable Contact Diffusion Rates. [PDF]
Schurz H, Tosun K.
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
A dynamically consistent discrete-time model for monkeypox transmission with implications for quarantine policies. [PDF]
Türk K, Gümüş M.
europepmc +1 more source

