Results 191 to 200 of about 291,412 (338)

A Fuzzy Framework for Realized Volatility Prediction: Empirical Evidence From Equity Markets

Journal of Forecasting, EarlyView.
ABSTRACT This study introduces a realized volatility fuzzy time series (RV‐FTS) model that applies a fuzzy c‐means clustering algorithm to estimate time‐varying c$$ c $$ latent volatility states and their corresponding membership degrees. These memberships are used to construct a fuzzified volatility estimate as a weighted average of cluster centroids.
Shafqat Iqbal, Štefan Lyócsa
wiley   +1 more source

ARTreeFormer: A faster attention-based autoregressive model for phylogenetic inference. [PDF]

PLoS Comput Biol
Xie T, Mao Y, Zhang C.
europepmc   +1 more source

Spatial Autoregressive Model for Estimation of Visitors' Dynamic Agglomeration Patterns Near Event Location. [PDF]

Sensors (Basel), 2021
Ban T, Usui T, Yamamoto T.
europepmc   +1 more source

EEM 2017 Forecast Competition: Wind power generation prediction using autoregressive models

, 2017
Ilias Dimoulkas, Peyman Mazidi, Lars Herre   +2 more
openalex   +2 more sources

When the Tail Wags the Dog: A Time‐Varying FCVAR Analysis of Bitcoin Market

Journal of Futures Markets, EarlyView.
ABSTRACT This paper examines how the relationship between Bitcoin spot and futures markets has evolved using a time‐varying Fractionally Cointegrated Vector Autoregressive (FCVAR) model. We are the first to apply this methodology dynamically to cryptocurrency markets, allowing us to simultaneously analyze long‐run equilibrium, pricing patterns, market ...
Filippo di Pietro, Antonio A. Golpe, Jose Carlos Vides   +2 more
wiley   +1 more source

Kinase-substrate prediction using an autoregressive model. [PDF]

Comput Struct Biotechnol J
Esmaili F, Qin Y, Wang D, Xu D.
europepmc   +1 more source

Improved prediction of new COVID-19 cases using a simple vector autoregressive model: evidence from seven New York state counties. [PDF]

Biol Methods Protoc, 2023
Kitaoka T, Takahashi H.
europepmc   +1 more source

Forecasting Macro-Financial Variables in an International Data-Rich Environment Vector Autoregressive Model (iDREAM)

, 2018
Emanuele De Meo, Lorenzo Prosperi, Giacomo Tizzanini, Lea Zicchino   +3 more
openalex   +1 more source

The Impact of Democratization and Globalization on Environmental Sustainability in Brazil

Geological Journal, EarlyView.
Fossil fuel, economic globalisation, and economic growth drive environmental degradation while democratisation positively influences environmental quality. ABSTRACT Although Brazil still possesses significant ecological reserves, the surplus in its biocapacity has been rapidly declining in recent years.
Mustafa Naimoğlu, Mehmet Metin Dam, Serdar Ongan, Andrew Adewale Alola   +3 more
wiley   +1 more source

Estimation of parameters and hypothesis testing of multivariate spatial autoregressive model. [PDF]

MethodsX
Sutikno, Purhadi, Fachrunisah, Cahyoko FD.   +3 more
europepmc   +1 more source