Modeling Nonstationary Financial Volatility with the R Package tvgarch
Certain events can make the structure of volatility of financial returns to change, making it nonstationary. Models of time-varying conditional variance such as generalized autoregressive conditional heteroscedasticity (GARCH) models usually assume ...
Susana Campos-Martins, Genaro Sucarrat
doaj +1 more source
Asymptotic near-efficiency of the “Gibbs-energy (GE) and empirical-variance” estimating functions for fitting Matérn models - II: Accounting for measurement errors via “conditional GE mean” [PDF]
Didier Girard
openalex +1 more source
Modeling price dynamics and risk Forecasting in Tehran Stock Exchange: Conditional Variance Heteroscedasticity Hidden Markov Models [PDF]
Moslem Nilchi +3 more
openalex +1 more source
Continual Learning for Multimodal Data Fusion of a Soft Gripper
Models trained on a single data modality often struggle to generalize when exposed to a different modality. This work introduces a continual learning algorithm capable of incrementally learning different data modalities by leveraging both class‐incremental and domain‐incremental learning scenarios in an artificial environment where labeled data is ...
Nilay Kushawaha, Egidio Falotico
wiley +1 more source
This article explores what drives households to adopt solar PV and battery systems in South East Queensland. Using hybrid discrete choice experiments, it reveals distinct adopter profiles and highlights cost, system size, and energy independence as key motivators.
Mohammad Alipour +3 more
wiley +1 more source
Using Bayesian Optimization to Increase the Efficiency of III‐V Multijunction Solar Cells
Technology Computer Aided Design (TCAD) modeling is crucial for designing complex optoelectronic devices like III‐V multijunction solar cells. Bayesian optimization is proposed as a robust method to address challenges in optimizing costly black‐box TCAD solvers.
Pablo F. Palacios, Carlos Algora
wiley +1 more source
Semiparametric Estimator of Time Series Conditional Variance
We propose a new combined semiparametric estimator, which incorporates the parametric and nonparametric estimators of the conditional variance in a multiplicative way. We derive the asymptotic bias, variance, and normality of the combined estimator under general conditions.
MISHRA, Santosh +2 more
openaire +4 more sources
In this study, we find CD55+ neutrophils show activated NETosis within bone marrow, induce BMSC senescence and osteogenesis inhibition, finally leading to bone aging initiation. Mechanistically, ROS synergizes with the CD55‐driven HIF1α‐PADI4 pathway to promote NETosis.
Yutong Guo +6 more
wiley +1 more source
Genome‐Wide by Lifetime Environment Interaction Studies of Brain Imaging Phenotypes
This study explores genome‐wide by lifetime environment interactions on brain imaging phenotypes. Gene‐environment interactions explain more phenotypic variance than main effects, pinpoint regulatory variants, and reveal exposure‐specific biological pathways.
Sijia Wang +51 more
wiley +1 more source
Mettl3‐Mediated m6A Modification Represents a Novel Therapeutic Target for FSGS
This study explores the roles of Mettl3‐induced N6‐methyladenosine (m6A) modifications in Focal segmental glomerulosclerosis (FSGS). The findings reveal that inhibition of Mettl3 results in podocyte injury by modulating the TJP1CDC42 pathway. Moreover, Administration of N6‐methyladenosine attenuates the FSGS phenotype in WT mice induced by Adriamycin ...
Fubin Zhu +14 more
wiley +1 more source

