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
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
Correction: Assessment of spatial and seasonal variation in soil heavy metal contamination adjacent to Chini Lake, Malaysia. [PDF]
Islam MS +6 more
europepmc +1 more source
Regime‐Dependent Nowcasting of the Austrian Economy
ABSTRACT We nowcast and forecast economic activity in Austria, namely, real gross domestic product (GDP), consumption, and investment, which are available at a quarterly frequency, using a preselected number of monthly indicators based on a combination of statistical procedures.
Jaroslava Hlouskova, Ines Fortin
wiley +1 more source
Strengthening the health systems at national level for malaria elimination in the Greater Mekong Subregion countries: a qualitative study. [PDF]
Htike W +5 more
europepmc +1 more source
ABSTRACT This paper presents a new hybrid model for predicting German electricity prices. The algorithm is based on a combination of Gaussian process regression (GPR) and support vector regression (SVR). Although GPR is a competent model for learning stochastic patterns within data and for interpolation, its performance for out‐of‐sample data is not ...
Abhinav Das +2 more
wiley +1 more source
African leaders and regional institutions need to take the bull by the horns: a perspective on the impact of the 2025 funding cuts to malaria programmes. [PDF]
Osoro CB, Hill J.
europepmc +1 more source
Scientific support for preparing an EU position in the 56th Session of the Codex Committee on Pesticide Residues (CCPR). [PDF]
EFSA (European Food Safety Authority).
europepmc +1 more source
Modification of the existing maximum residue levels for acetamiprid in various crops and honey. [PDF]
European Food Safety Authority (EFSA) +18 more
europepmc +1 more source
Setting of import tolerances for dimethomorph in grapes. [PDF]
EFSA (European Food Safety Authority) +18 more
europepmc +1 more source

