Machine Learning Approaches to Forecast the Realized Volatility of Crude Oil Prices
ABSTRACT This paper presents an evaluation of the accuracy of machine learning (ML) techniques in forecasting the realized volatility of West Texas Intermediate (WTI) crude oil prices. We compare several ML algorithms, including regularization, regression trees, random forests, and neural networks, to several heterogeneous autoregressive (HAR) models ...
Talha Omer +3 more
wiley +1 more source
Causal Inference With Survey Data: A Robust Framework for Propensity Score Weighting in Probability and Non-Probability Samples. [PDF]
Liang W, Wu C.
europepmc +1 more source
Enhancing Volatility Prediction: A Wavelet‐Based Hierarchical Forecast Reconciliation Approach
ABSTRACT Forecasting realized volatility (RV) has been widely studied, with numerous techniques developed to enhance predictive accuracy. Among these techniques, the use of RV decompositions based on intraday asset returns has been applied. However, the use of a frequency‐based decomposition, which provides unique insights into the dynamics of RV ...
Adam Clements, Ajith Perera
wiley +1 more source
Unveiling the Genomic Architecture of Phenotypic Plasticity Using Multiple GWAS Approaches Under Contrasting Conditions of Water Availability: A Model for Barley. [PDF]
Arenas S, Cortés AJ.
europepmc +1 more source
Sensory‐driven optimization of multi‐millet cookie formulation using RSM. ABSTRACT The effect of the composition of multi‐millet flour on the sensory acceptability of gluten‐free cookies containing xanthan gum as a binding agent was investigated and optimized.
Akash Kumar +4 more
wiley +1 more source
Discovery of critical thresholds in mixed exposures and estimation of policy intervention effects. [PDF]
McCoy DB +3 more
europepmc +1 more source
Multifactorial Screening for Fine‐Scale Selection of CCS Industrial Clusters and Hubs in Brazil
ABSTRACT As Brazil moves toward implementing its decarbonization commitments, carbon capture and storage (CCS) hubs are emerging as a key pathway for large‐scale CO2 abatement in hard‐to‐abate sectors. This paper presents a multifactorial, data‐driven framework to screen and prioritize potential CCS industrial clusters and hubs across Brazilian regions,
Gustavo P. Oliveira +5 more
wiley +1 more source
Shallow Learning Techniques for Early Detection and Classification of Cyberattacks over MQTT IoT Networks. [PDF]
Díaz-Longueira A +5 more
europepmc +1 more source
Talent Management in SMEs: Unraveling the Role of Contextual Factors
ABSTRACT Employing a multiple case study analysis, this paper explores the contextual factors—internal, external, and relational—that affect small and medium‐sized enterprises (SMEs) in designing their approaches to talent management (TM). Results underscore the significance of two prominent internal variables—namely, organizational size and ownership ...
Franca Cantoni +2 more
wiley +1 more source
Comparing causal inference methods for point exposures with missing confounders: a simulation study. [PDF]
Benz L, Levis AW, Haneuse S.
europepmc +1 more source

