Results 91 to 100 of about 458,504 (282)

Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions

Canadian Journal of Statistics, EarlyView.
Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni, Luca Merlo, Lea Petrella   +2 more
wiley   +1 more source

A Multivariate Perspective for Modeling and Forecasting Inflation's Conditional Mean and Variance [PDF]

We test the importance of multivariate information for modelling and forecasting in- flation's conditional mean and variance. In the literature, the existence of inflation's conditional heteroskedasticity has been debated for years, as it seemed to ...
Marco Capasso, Matteo Barigozzi
core  

Causal analysis of extreme risk in a network of industry portfolios

Canadian Journal of Statistics, EarlyView.
Abstract We provide a detailed review of causal dependence within the framework of max‐linear structural models. Such models express each node variable as a max‐linear function of its parental node variables in a directed acyclic graph (DAG) and some exogenous innovation.
Claudia Klüppelberg, Mario Krali
wiley   +1 more source

Measurement of Conditional Relatedness Between Genes Using Fully Convolutional Neural Network

Frontiers in Genetics, 2019
Measuring conditional relatedness, the degree of relation between a pair of genes in a certain condition, is a basic but difficult task in bioinformatics, as traditional co-expression analysis methods rely on co-expression similarities, well known with ...
Yan Wang, Yan Wang, Shuangquan Zhang, Lili Yang, Sen Yang, Yuan Tian, Qin Ma   +6 more
doaj   +1 more source

Joint modelling of annual precipitation maxima over several durations for the construction of intensity–duration–frequency curves

Canadian Journal of Statistics, EarlyView.
Abstract Intensity–duration–frequency curves are used by a wide range of professionals to manage the risks related to extreme rainfall. In Canada, these curves are produced by Environment and Climate Change Canada on the basis of Gumbel distributions fitted independently for each accumulation period.
Paul Mathivon, Christian Genest, Jonathan Jalbert   +2 more
wiley   +1 more source

Do ESG‐Related Managerial Capabilities Pay Off for SMEs? Evidence From the Small and Medium‐Sized Enterprise ESG Capability Measure (SM‐ESG)

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT Large companies have a long track record of environmental, social, and governance (ESG) initiatives, whereas many small and medium‐sized enterprises (SMEs) lag in adopting sustainability‐related practices, often acting voluntarily or in response to stakeholder pressures and incentives.
Vivien Csapi, Mónika Galambosné Tiszberger, Gábor Márkus, Ákos Tóth‐Pajor, Petra Putzer   +4 more
wiley   +1 more source

Does ESG Performance Reduce Default Risk in Insurance Firms? Evidence From Life and Non‐Life Sectors

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT This study examines whether environmental, social, and governance performance is associated with lower default risk in European insurance firms, and whether the strength of this association differs between life and non‐life business models.
S. Miani, M. Mantovani, E. Palmieri
wiley   +1 more source

What Drives CSR Performance: Structures, Declarations or Values?

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT Sustainability and corporate social responsibility (CSR) are increasingly central to strategic management, yet a gap persists between formal commitments and actual practice. The study explores the structural and value‐based predictors of the institutional integration of CSR and sustainability, with a focus on the mediating role of the CSR ...
Pavla Vrabcová, Lukáš Falát, Hana Urbancová, Peter Madzík   +3 more
wiley   +1 more source

A novel constraint-based structure learning algorithm using marginal causal prior knowledge

Scientific Reports
Causal discovery with prior knowledge is important for improving performance. We consider the incorporation of marginal causal relations, which correspond to the presence or absence of directed paths in a causal model.
Yifan Yu, Lei Hou, Xinhui Liu, Sijia Wu, Hongkai Li, Fuzhong Xue   +5 more
doaj   +1 more source

Slip versus dilation tendency parameter space as a tool for prospecting structurally controlled geothermal systems in greenfield: insights from the greater Ruhr region

Deep Underground Science and Engineering, EarlyView.
This study highlights that with the static and time‐dependent evolution of slip versus dilation tendency parameter space, structurally controlled deep geothermal systems can be selected within areas of higher permeability and lower seismic hazard. Abstract Faults play a vital role in the Earth's hydraulic system by facilitating fluid flow when dilating
Michal Kruszewski, Alessandro Verdecchia, Oliver Heidbach, Rebecca M. Harrington, David Healy   +4 more
wiley   +1 more source