Results 151 to 160 of about 21,130 (293)

Forecasting New Employment Using Nonrepresentative Online Job Advertisements With an Application to the Italian and EU Labor Market

Journal of Forecasting, EarlyView.
ABSTRACT Using online job advertisement data improves the timeliness and granularity depth of analysis in the labor market in domains not covered by official data. Specifically, its variation over time may be used as an anticipator of official employment variations.
Pietro Giorgio Lovaglio, Mario Mezzanzanica   +1 more
wiley   +1 more source

10. Criticism and Revision of Classical Economics

, 1958
Robert L. Bloom, Basil L. Crapster, Harold L. Dunkelberger, Charles H. Glatfelter, Richard T. Mara, Norman E. Richardson, W. Richard Schubart   +6 more
openalex   +1 more source

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, EarlyView.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley   +1 more source

ANALYZING THE QUALITY OF MEASUREMENT INSTRUMENTS OF MULTIPLE CHOICE QUESTIONS ON CLASS XI ECONOMICS MATERIAL IN PUBLIC HIGH SCHOOL 3 GORONTALO THROUGH CLASSICAL TEST THEORY AND RASCH MODELS

, 2023
Luthfiah Yulisharyasti, Ansor Nurdin, Nanda Aulia, Fhahnul Aiman H Arfa, Fadjryani   +4 more
openalex   +2 more sources

Coherent Forecasting of Realized Volatility

Journal of Forecasting, EarlyView.
ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley   +1 more source

Policy and legal perspectives on the traditional Chinese medicine varietal protection system (TCMVPS): reform or abolition? [PDF]

Front Pharmacol
Wang Y, Sun K, Hua D.
europepmc   +1 more source

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

Journal 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, Justin Deng, Lih‐Yuan Deng, Henry Horng‐Shing Lu   +3 more
wiley   +1 more source

Entanglement-assisted variational algorithm for discrete optimization problems. [PDF]

Commun Phys
Fioroni L, Savona V.
europepmc   +1 more source

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