Results 141 to 150 of about 1,787,003 (299)

Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market [PDF]

This paper examines effects of realized covariance matrix estimators based on high-frequency data on large-scale minimum-variance equity portfolio optimization.
Masato Ubukata
core   +2 more sources

Coexisting Volatile and Nonvolatile Switching in 3D ALD‐IGZO Vertical RRAM for Fully Hardware‐Based Wide Reservoir Computing

Advanced Science, EarlyView.
A conformal ALD‐IGZO vertical RRAM integrates volatile and nonvolatile switching within a compact 2F architecture. Before forming, tunable volatile dynamics provide fading‐memory reservoir states, while after forming, stable multilevel conductance modulation enables hardware readout.
Seeun Lee, Jaewon Park, Nawoon Kim, Seohyeon Ju, Seong‐Cheol Jang, Hyun‐Suk Kim, Sungjun Kim   +6 more
wiley   +1 more source

Bias-free estimation of the covariance function and the power spectral density from data with missing samples including extended data gaps

EURASIP Journal on Advances in Signal Processing
Nonparametric estimation of the covariance function and the power spectral density of uniformly spaced data from stationary stochastic processes with missing samples is investigated.
Nils Damaschke, Volker Kühn, Holger Nobach   +2 more
doaj   +1 more source

FDD Channel Estimation via Covariance Estimation in Wideband Massive MIMO Systems. [PDF]

Sensors (Basel), 2020
González-Coma JP, Suárez-Casal P, Castro PM, Castedo L.   +3 more
europepmc   +1 more source

Estimating High Dimensional Covariance Matrices and its Applications [PDF]

Estimating covariance matrices is an important part of portfolio selection, risk management, and asset pricing. This paper reviews the recent development in estimating high dimensional covariance matrices, where the number of variables can be greater ...
Jushan Bai, Shuzhong Shi
core  

Fusing Direct and Indirect Measurements Through Multi‐Fidelity Learning For Accelerated Electrocaloric Materials Discovery

Advanced Science, EarlyView.
A multi‐fidelity framework integrates sparse direct and abundant indirect electrocaloric measurements. Multi‐objective active learning accelerates BaTiO3‐based electrocaloric materials discovery at –70∘C$^{\circ }{\rm C}$. A diffuse transition enables an electrocaloric strength of 0.06×$\times$10−6 Km/V at –70℃ with an operational temperature span of ...
Bo Wang, Pengfei Dang, Yuan Tian, Zhengwang He, Wei Gu, Lixue Zhang, Turab Lookman, Yumei Zhou, Dezhen Xue   +8 more
wiley   +1 more source

An Introduction to Shrinkage Estimation of the Covariance Matrix: A Pedagogic Illustration

Spreadsheets in Education, 2011
Shrinkage estimation of the covariance matrix of asset returns was introduced to the finance profession several years ago. Since then, the approach has also received considerable attention in various life science studies, as a remedial measure for ...
Clarence C. Y. Kwan
doaj  

ROBUST COVARIANCE MATRIX ESTIMATION: "HAC" Estimates with Long Memory/Antipersistence Correction [PDF]

Smoothed nonparametric estimates of the spectral density matrix at zero frequency have been widely used in econometric inference, because they can consistently estimate the covariance matrix of a partial sum of a possibly dependent vector process.
Peter M Robinson
core  

Multi‐Omics Integration Identifies a CDH3‐Associated Malignant Epithelial State and Immunosuppressive Niche to Predict Prognosis in Thymic Epithelial Tumors

Advanced Science, EarlyView.
Single‐cell, spatial, molecular, and pathology analyses identify a CDH3‐associated malignant epithelial state in thymic epithelial tumors. This state links stem‐like and EMT programs to M2 macrophage–rich immunosuppressive niches, genomic instability, poor survival, and drug vulnerability.
Yuntao Feng, Jingyu Chen, Lang Xia, Tao Wang, Yuzhou Wang, Lei Zhang, Guofang Zhao, Long Xu, Juemin Yu, Yunlang She, Junqi Wu, Yue Zhao, Chang Chen, Deping Zhao   +13 more
wiley   +1 more source

Using Covariance Factor in Genetic Parameter Estimation

Veterinary Sciences and Practices, 2022
Ömer ELTAS, Mehmet TOPAL
doaj   +1 more source