Results 51 to 60 of about 207 (176)
Journal of Forecasting, EarlyView.ABSTRACT This paper presents a method for forecasting limit order book durations using a self‐exciting flexible residual point process. High‐frequency events in modern exchanges exhibit heavy‐tailed interarrival times, posing a significant challenge for accurate prediction.
Kyungsub Lee
wiley +1 more source
Shape of Yield Curves Under Instrument‐Based Parallel Shifts
Journal of Futures Markets, EarlyView.ABSTRACT This paper studies the shape of zero and par yield curves through the carry and convexity of zero‐bond and par–swap butterflies under instrument‐based parallel shifts: the component instruments are held fixed, and each instrument's own quote receives the same additive shock.
Jian Sun
wiley +1 more source
Strengthening convex relaxations of 0/1-sets using Boolean formulas. [PDF]
Math Program, 2021 Fiorini S, Huynh T, Weltge S.
europepmc +1 more source
Geological Journal, EarlyView.This work advances landslide susceptibility mapping by incorporating short‐term trigger data with landscape susceptibility mapping. We also examine the importance of downsampling, watershed delineation and geospatial correlations in evaluating outcomes.
Kanta Kotsugi +3 more
wiley +1 more source
Impact of Geography on Institutions in Agricultural and Nomadic Societies
International Studies of Economics, EarlyView.ABSTRACT How geography affects the choice of institutions is studied in a theoretical model. In this model, nations are located around a circle. Rulers compete through choosing tax rates, the level of military spending, and the degree of formality of institutions. Geographic condition is captured by population density.
Haiwen Zhou
wiley +1 more source
Machine Learning Guidance for Connection Tableaux. [PDF]
J Autom Reason, 2021 Färber M, Kaliszyk C, Urban J.
europepmc +1 more source
Exploring the links between inter-organisational systems and flexibility [PDF]
The attainment of flexibility has become increasingly important for organisations. Previous research shows that information systems can provide flexibility. This study investigates, at an exploratory level, the proposition that lOS and flexibility are
Golden, William Michael
core
Catalan Bounds for Symmetric Strength‐Two Orthogonal Arrays
Journal of Combinatorial Designs, EarlyView.ABSTRACT A Hamming shell construction is a two‐level array obtained by taking every binary vector of a given Hamming weight a prescribed number of times, for each weight in turn. Such arrays are invariant under all permutations of the factors, and they are strength‐two orthogonal arrays exactly when the multiplicities satisfy three linear constraints ...
Ruwan C. Karunanayaka
wiley +1 more source
International Journal of Climatology, EarlyView.The changes in joint return period of compound meteorological hot‐dry (CMHHE) and hot‐wet (CMHWE) and compound hydrological hot‐dry (CHHDE) and hot‐wet (CHHWE) extremes were attributed to changes in associated univariate extremes and their dependence.
Ruting Yang +6 more
wiley +1 more source
Prediction of Failure in Lithium‐Rich Cathode Half‐Cells Using Early‐Cycle Data
Materials Genome Engineering Advances, EarlyView.Using a dataset constructed from the performance evolution of Li‐rich cathode materials, a GBDT‐based model was developed for early half‐cell failure prediction. By using only data from the first 50 cycles, the model enables rapid identification of failure tendencies and provides an efficient tool for performance screening and evaluation.
Xiaoya Zhang +6 more
wiley +1 more source