Results 91 to 100 of about 1,169 (252)
ABSTRACT Estimation of the time required for damaged building components to return to their pre‐earthquake conditions through repair is a critical element in assessing the seismic resilience of buildings, and it requires consideration of uncertainty.
Tomoaki Nishino +5 more
wiley +1 more source
The prevalence of Streptococcus equi subsp. equi carriers in the Netherlands
Abstract Background Streptococcus equi subspecies equi (S. equi) carriers are thought to be important drivers for strangles outbreaks. Limited data are available on the prevalence of carriers in European horse husbandry settings. Objectives To estimate the prevalence of S.
R. M. A. C. Houben +5 more
wiley +1 more source
Information Disclosure in Contests: A Bayesian Persuasion Approach
© 2015 Royal Economic Society We examine optimal information disclosure through Bayesian persuasion in a two-player contest. One contestant's valuation is commonly known and the other's is his private information. The contest organiser can precommit to a
Zhou, J, Zhang, J
core +1 more source
DSGE Model Forecasting: Rational Expectations Versus Adaptive Learning
ABSTRACT This paper compares within‐sample and out‐of‐sample fit of a DSGE model with rational expectations to a model with adaptive learning. The Galí, Smets, and Wouters model is the chosen laboratory using quarterly real‐time euro area data vintages, covering 2001Q1–2019Q4.
Anders Warne
wiley +1 more source
Information Design, Bayesian Persuasion, and Bayes Correlated Equilibrium
A set of players have preferences over a set of outcomes. We consider the problem of an "information designer" who can choose an information structure for the players to serve his ends, but has no ability to change the mechanism (or force the players to ...
Morris, Stephen, Bergemann, Dirk
core +1 more source
Point and Risk estImation Using an enSemble of Models for Nowcasting: PRISM‐Now
ABSTRACT We propose PRISM‐Now, a novel ensemble forecasting system for near‐term GDP projection. Recognizing that relevant economic information evolves over time, we treat forecasts from multiple base models as draws from a mixture distribution of “good” and “bad” estimates, whose composition changes continuously and cannot be identified ex ante.
Beomseok Seo, Hyungbae Cho, Dongjae Lee
wiley +1 more source
Predicting EU Emissions Allowance Prices Using Macroeconomic Indicators and Hybrid AI Models
ABSTRACT Predicting carbon allowance prices has grown more crucial in relation to carbon market regulation, financial strategy, and environmental policy development. This study examines a hybrid forecasting system that combines deep learning with ensemble machine learning models to forecast the price fluctuations of EU Emissions Allowance (EUAs) within
Saptarshi Ganguly +2 more
wiley +1 more source
Bayesian Persuasion By Stress Test Disclosure [PDF]
This paper argues that stress tests encompassing the entire banking sector (macro stress tests) can be designed to improve welfare. We develop a multi-receiver framework of Bayesian persuasion to show that a banking supervisor can create value when he ...
Pausch, Thilo, Gick, Wolfgang
core
Threshold Asymmetric Conditional Autoregressive Range (TACARR) Model
ABSTRACT This paper introduces a Threshold Asymmetric Conditional Autoregressive Range (TACARR) model for analyzing the daily price ranges of financial assets. The proposed formulation assumes that the conditional expected range switches between two regimes, representing upward and downward market states, with the disturbance distribution also allowed ...
Isuru Ratnayake, V. A. Samaranayake
wiley +1 more source
ABSTRACT This study aims to classify pivotal fintech innovations and explore the prospects and pitfalls associated with emerging fintech services extensively discussed in the literature. We conducted a multistage systematic review of research published on fintech over the past decade from a technological perspective. Using the Preferred Reporting Items
Muhammad Imran Qureshi, Nohman Khan
wiley +1 more source

