Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment
ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley +1 more source
An AI approach to lunar phase detection: enhancing the identification of the new crescent with astronomical data integration. [PDF]
Al-Rajab M +3 more
europepmc +1 more source
College of Medicine and Dentistry of New Jersey and Housestaff Organization of the College of Medicine and Dentistry of New Jersey, Committee of Interns and Residents (1979) [PDF]
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ABSTRACT Cluster‐C personality disorders (PDs) are common in the general population but often overlooked in scientific research and clinical practice. An important step to increase awareness for timely diagnosis and treatment of cluster‐C PDs is to investigate the burden of disease in terms of quality of life (QoL), daily functioning and the associated
Iuno Z. Groot +5 more
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Long-Term Adherence and Drug Utilisation Patterns Among New Users of Anti-Hyperlipidemic Monotherapy: Development of a Risk Prediction Model. [PDF]
Li X +4 more
europepmc +1 more source
Rockville Centre, Village of and Policemens Benevolent Association of Rockville Centre (2001) [PDF]
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ABSTRACT Objective To qualitatively explore the lived experiences of fasting during Ramadan and the Iftar meal in Muslim adults with low self‐regulation (i.e., low ability to control) eating behavior. Methods Semistructured interviews were conducted with Muslim young adults, scoring below the threshold for low/moderate self‐regulation on the Self ...
Alina Zubair +3 more
wiley +1 more source
Impact of copay maximizers on total patient liability among patients using specialty medicines. [PDF]
Sheinson D, Patel A, Wong WB.
europepmc +1 more source
Larchmont, Village of and Larchmont Village Department of Public Works Unit, Council 66, AFSCME, Local 1735 (1998) [PDF]
core +1 more source
Low Income Has a Negative Effect on Survival Following Diagnosis of Metastatic Colorectal Cancer-A Population-Based Cohort Study. [PDF]
Ljunggren M +5 more
europepmc +1 more source

