Results 131 to 140 of about 2,902,077 (302)
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange [PDF]
We provide a framework for evaluating and improving multivariate density forecasts. Among other things, the multivariate framework lets us evaluate the adequacy of density forecasts involving cross-variable interactions, such as time-varying conditional ...
Jinyong Hahn +2 more
core
ABSTRACT Astrocyte reactivity critically shapes neuroinflammatory outcomes after ischemic stroke, yet the upstream regulators governing astrocyte state transitions remain incompletely defined. Here, we identify the immunoproteasome subunit low molecular weight protein 2 (LMP2) as an important modulator of astrocyte functional remodeling following ...
Yanguang Mao +7 more
wiley +1 more source
Autorregresive conditional volatility, skewness and kurtosis [PDF]
This paper proposes a GARCH-type model allowing for time-varying volatility, skewness and kurtosis. The model is estimated assuming a Gram-Charlier series expansion of the normal density function for the error term, which is easier to estimate than the ...
León, Angel +2 more
core
Broadening Hard‐Magnet Discovery Beyond Symmetry Constraints via Unified Effective Anisotropy
A unified effective‐anisotropy descriptor (Keff) extends hard‐magnet screening across all seven crystal systems, beyond the uniaxial restriction of conventional searches. Machine‐learning screening of 9320 known ferromagnets and diffusion‐model generation together yield 38 rare‐earth‐free or ‐lean candidates with DFT‐validated magnetic hardness (κ > 1),
Hojae Kim +5 more
wiley +1 more source
Modeling Conditional Skewness in Stock Returns [PDF]
In this paper we propose a new GARCH-in-Mean (GARCH-M) model allowing for conditional skewness. The model is based on the so-called z distribution capable of modeling moderate skewness and kurtosis typically encountered in stock return series.
Markku Lanne, Pentti Saikkonen
core
Engineering Microbial Particles for Next‐Generation Biomedical Platforms
Microbe‐derived particles (MDPs), which include extracellular vesicles, outer membrane vesicles, inclusion bodies, polysaccharide particles, and virus‐like particles, represent a rapidly expanding category of bioinspired nanomaterials. With their natural origin, intrinsic biocompatibility, and highly programmable functionality, MDPs serve as a ...
Yuting Li +7 more
wiley +1 more source
BACKGROUND: Fractures related to osteoporosis and low bone mineral density lead to substantial morbidity, mortality, and cost to individuals and health systems.
GBD 2021 Low Bone Mineral Density Collaborators
core +1 more source
A conversion‐resolved constitutive framework is developed for the hydrogen‐based direct reduction of iron oxide pellets. Effective reaction and transport timescales are inferred directly from measured trajectories and mapped against operating conditions, pellet architecture, and composition. The analysis reveals how late‐stage transport control emerges
Anurag Bajpai +3 more
wiley +1 more source
Automated Extraction of Multicomponent Alloy Data Using Large Language Models for Sustainable Design
A large language model (LLM) based pipeline is developed to automatically extract a comprehensive and accurate multicomponent alloy database from literature corpus. The extracted dataset is integrated with sustainability indicators to identify potential alloys that outperform existing industrial benchmark materials in terms of both performance and ...
Aravindan Kamatchi Sundaram +4 more
wiley +1 more source
AUTOREGRESSIVE CONDITIONAL VOLATILITY, SKEWNESS AND KURTOSIS [PDF]
This paper proposes a GARCH-type model allowing for time-varying volatility, skewness and kurtosis. The model is estimated assuming a Gram-Charlier series expansion of the normal density function for the error term, which is easier to estimate than the ...
Ángel León +2 more
core

