Addendum: High economic costs of reduced carbon sinks and declining biome stability in Central American forests. [PDF]
Baumbach L +3 more
europepmc +1 more source
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 +1 more
wiley +1 more source
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 +2 more
wiley +1 more source
The evolution of interdisciplinarity and internationalization in scientific journals. [PDF]
Zhou H, Nunes Amaral LA.
europepmc +1 more source
A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios
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
Blurred magnitude homology of functional connectome for ASD diagnosis. [PDF]
Kachura A +3 more
europepmc +1 more source
Coherent Forecasting of Realized Volatility
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
Nash Equilibria in Four-Strategy Quantum Extensions of the Prisoner's Dilemma Game. [PDF]
Frąckiewicz P +4 more
europepmc +1 more source
Parabolic-elliptic and indirect-direct simplifications in chemotaxis systems driven by indirect signalling. [PDF]
Bui LTT, Huynh TKL, Tang BQ, Tran BN.
europepmc +1 more source
Prevalence and management of mental health comorbidities in a German cohort of patients with Ehlers-Danlos syndromes and a generalized hypermobility spectrum disorder. [PDF]
Henning M +7 more
europepmc +1 more source

