Results 171 to 180 of about 396,927 (287)

Improving Implied Volatility Forecasts for American Options Using Neural Networks

Journal of Futures Markets, EarlyView.
ABSTRACT This paper explores the application of neural networks to improve pricing of American options. Focusing on both American and European options on the S&P 100 index from January 2016 to August 2023, we integrate neural networks to model the difference between market‐implied and model‐implied volatilities derived from the Black‐Scholes and Heston
Haitong Jiang, Emese Lazar, Miriam Marra
wiley   +1 more source

Canonicalizing Zeta Generators: Genus Zero and Genus One. [PDF]

Commun Math Phys
Dorigoni D, Doroudiani M, Drewitt J, Hidding M, Kleinschmidt A, Schlotterer O, Schneps L, Verbeek B.   +7 more
europepmc   +1 more source

Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset

Journal of Applied Econometrics, EarlyView.
ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley   +1 more source

Algebraic Approach to Maximum Likelihood Factor Analysis. [PDF]

Psychometrika
Fukasaku R, Hirose K, Kabata Y, Teramoto K.   +3 more
europepmc   +1 more source

Assessment of Potential Sources of Variability on the Analytical Performance of a Circulating Tumor DNA Minimal Residual Disease Test for B‐Cell Lymphomas

Journal of Clinical Laboratory Analysis, EarlyView.
Laboratory tests must exhibit robustness to common sources of test variability, particularly for tests with the potential to inform treatment decisions. This study presents data that shows that a phased variant enrichment and detection sequencing (PhasED‐Seq)‐based circulating tumor DNA minimal residual disease (ctDNA‐MRD) test is robust, with results ...
Nina Klimova, Alanna Roff, Justine McCutcheon, Alex Aheimer, Sandra L. Close, Richard D. Hockett, Stephanie Meek, Laura Hyland   +7 more
wiley   +1 more source

Adolescent Math Anxiety: Teachers' Grouping Approach at the Intersection of Multiple Student Identities. [PDF]

Educ Policy (Los Altos Calif)
Shifrer D, Ellefritz HS, Hernández-Saca D, Roda A, Martinez KS.   +4 more
europepmc   +1 more source

Signed Projective Cubes, a Homomorphism Point of View

Journal of Graph Theory, EarlyView.
ABSTRACT The (signed) projective cubes, as a special class of graphs closely related to the hypercubes, are on the crossroad of geometry, algebra, discrete mathematics and linear algebra. Defined as Cayley graphs on binary groups, they represent basic linear dependencies.
Meirun Chen, Reza Naserasr, Alessandra Sarti   +2 more
wiley   +1 more source

Direct Products for the Hamiltonian Density Property. [PDF]

J Geom Anal
Andrist RB, Huang G.
europepmc   +1 more source

Precision Restoration to Minimize Soil Loss in a Watershed in the Atlantic Forest Domain

Land Degradation &Development, EarlyView.
ABSTRACT The Turvo River Watershed, located in the Zona da Mata region of Minas Gerais and part of the Doce River Basin, faces serious problems of erosion and soil degradation, which compromise and reduce the quality of local water resources. Given this scenario, it is essential to implement environmental recovery strategies that prioritize the ...
Rodrigo Nobre Santana, Luíza Maria Affonso Lopes da Silva, Sady Júnior Martins da Costa Menezes, Getúlio Fonseca Domingues, Carlos Antônio Alvares Soares Ribeiro, Plinio Antonio Guerra Filho, Alexandre Rosa dos Santos   +6 more
wiley   +1 more source

Cone Vertex Algebras, Mock Theta Functions, and Umbral Moonshine Modules. [PDF]

Commun Math Phys
Cheng MCN, Sgroi G.
europepmc   +1 more source