Results 241 to 250 of about 593,543 (309)

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

open access: yesJournal 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

Random Integrated Subdata Ensemble Method for Key Variable Selection in Rare Event Setting

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT We propose a general variable selection procedure to identify key input variables by applying elastic net regression to representative subdata in place of the full sample to select variables. We combine the lists of selected variables from each subdata through ensemble techniques, using the frequency of selecting the variable across different ...
Ching‐Chi Yang   +3 more
wiley   +1 more source

Optimization of Multi‐Millet Cookie Formulation Using Mixture Design and Their Physicochemical Characterization

open access: yesFood Safety and Health, EarlyView.
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

The Dollar's Double Life: Not All Dollar Appreciations Are Born Equal for the Cross‐Currency Basis

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT This paper revisits the relationship between the US dollar and cross‐currency basis (XCB) swap spreads. We show that the strength and direction of this relationship depend on the prevailing regime of the broad dollar. The evidence suggests that the well‐documented “dollar appreciates, basis widens” result holds primarily when the dollar is in ...
Daniel Felix Ahelegbey   +2 more
wiley   +1 more source

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