Results 131 to 140 of about 1,047,164 (269)
ACDiT: Interpolating Autoregressive Conditional Modeling and Diffusion Transformer [PDF]
arXivWe present ACDiT, a novel Autoregressive blockwise Conditional Diffusion Transformer, that innovatively combines autoregressive and diffusion paradigms for modeling continuous visual information. By introducing a block-wise autoregressive unit, ACDiT offers a flexible interpolation between token-wise autoregression and full-sequence diffusion ...
arxiv
Stock Return Prediction Based on a Functional Capital Asset Pricing Model
Journal of Forecasting, EarlyView.ABSTRACT The capital asset pricing model (CAPM) is readily used to capture a linear relationship between the daily returns of an asset and a market index. We extend this model to an intraday high‐frequency setting by proposing a functional CAPM estimation approach.
Ufuk Beyaztas +3 more
wiley +1 more source
A spatio-temporal autoregressive model for monitoring and predicting COVID infection rates. [PDF]
J Geogr Syst, 2022 Congdon P.
europepmc +1 more source
Journal of Futures Markets, EarlyView.ABSTRACT In this paper, we investigate alternative one‐factor and two‐factor continuous‐time models with both affine and non‐affine variance dynamics for the Chinese options market. Through extensive empirical analysis of the option panel fit and diagnostics, we find that it is necessary to include both the non‐affine feature and the multi‐factor ...
Yifan Ye, Zheqi Fan, Xinfeng Ruan
wiley +1 more source
IEEE AccessGenerating dance movements from music has been considered a highly challenging task, as it requires the model to comprehend concepts from two different modalities: audio and video.
Seohyun Kim, Kyogu Lee
doaj +1 more source
An Integrated Spatial Autoregressive Model for Analyzing and Simulating Urban Spatial Growth in a Garden City, China. [PDF]
Int J Environ Res Public Health, 2022 Qiu B +7 more
europepmc +1 more source
Applied forecasting with an autoregressive integrated moving average (ARIMA) model
, 1977 Gail A. Jensen
openalex +2 more sources
Journal of Futures Markets, EarlyView.ABSTRACT This paper aims to study the dynamic risk connection between the Climate Policy Uncertainty Index (CPU) of the United States and the grain commodity market. Our findings denote that (a) quantile spillover is stronger at extreme than median levels, underscoring the value of systematic risk spillovers in extreme market conditions.
Hongjun Zeng +3 more
wiley +1 more source