Kinase-substrate prediction using an autoregressive model. [PDF]
Comput Struct Biotechnol JEsmaili F, Qin Y, Wang D, Xu D.
europepmc +1 more source
A first-order binomial-mixed Poisson integer-valued autoregressive model with serially dependent innovations. [PDF]
J Appl Stat, 2023 Chen Z, Dassios A, Tzougas G.
europepmc +1 more source
A Learning Model with Memory in the Financial Markets
International Journal of Finance &Economics, EarlyView.ABSTRACT Learning is central to a financial agent's aspiration to gain persistent strategic advantage in asset value maximisation. The implicit mechanism that transforms this aspiration into an observed value gain is the speed of error corrections (demonstrating, an agent's speed of learning) whilst facing increased uncertainty.
Shikta Singh +6 more
wiley +1 more source
Estimation of parameters and hypothesis testing of multivariate spatial autoregressive model. [PDF]
MethodsXSutikno +3 more
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A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations [PDF]
, 2002 Yiu‐Kuen Tse, Albert K. Tsui
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Climate Change and Investors' Behaviour: Assessing a New Type of Systematic Risk
International Journal of Finance &Economics, EarlyView.ABSTRACT This study explores how temperature anomalies, a novel form of systematic risk, affect financial markets, expanding the traditional understanding of market‐wide risks. While climate change is becoming an important consideration, the extent to which temperature anomalies disrupt economic activities and influence stock returns is urgently needed
Natthinee Thampanya, Junjie Wu
wiley +1 more source
On the Bayesian generalized extreme value mixture autoregressive model with adjusted SNR in non-standard actuarial data. [PDF]
MethodsXLande CR, Iriawan N, Prastyo DD.
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Determinants of Dividend Payout Policy: More Evidence From Emerging Markets of G20 Bloc
International Journal of Finance &Economics, EarlyView.ABSTRACT The purpose of this article is to examine the key factors influencing dividend payout policy in emerging markets, using a quantitative approach with a sample of 938 firms and 19,698 firm‐year observations. The study considers dividends, and share repurchases as elements of payout, analysing the effect of earnings, taxes, debt, size and free ...
Wagner Dantas de Souza Junior +2 more
wiley +1 more source
MARS: a motif-based autoregressive model for retrosynthesis prediction. [PDF]
BioinformaticsLiu J +6 more
europepmc +1 more source
Cardiac arrhythmia classification using autoregressive modeling [PDF]
, 2002 Dingfei Ge +2 more
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