Results 231 to 240 of about 28,205 (317)

Mortality Forecasting Using Variational Inference

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT This paper considers the problem of forecasting mortality rates. A large number of models have already been proposed for this task, but they generally have the disadvantage of either estimating the model in a two‐step process, possibly losing efficiency, or relying on methods that are cumbersome for the practitioner to use.
Patrik Andersson, Mathias Lindholm
wiley   +1 more source

A Fuzzy Framework for Realized Volatility Prediction: Empirical Evidence From Equity Markets

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT This study introduces a realized volatility fuzzy time series (RV‐FTS) model that applies a fuzzy c‐means clustering algorithm to estimate time‐varying c$$ c $$ latent volatility states and their corresponding membership degrees. These memberships are used to construct a fuzzified volatility estimate as a weighted average of cluster centroids.
Shafqat Iqbal, Štefan Lyócsa
wiley   +1 more source

Estimating wage disparities using foundation models. [PDF]

open access: yesProc Natl Acad Sci U S A
Vafa K, Athey S, Blei DM.
europepmc   +1 more source

When the Tail Wags the Dog: A Time‐Varying FCVAR Analysis of Bitcoin Market

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT This paper examines how the relationship between Bitcoin spot and futures markets has evolved using a time‐varying Fractionally Cointegrated Vector Autoregressive (FCVAR) model. We are the first to apply this methodology dynamically to cryptocurrency markets, allowing us to simultaneously analyze long‐run equilibrium, pricing patterns, market ...
Filippo di Pietro   +2 more
wiley   +1 more source

The Impact of Derivative Use on Default Probability Among Nonfinancial Firms: Evidence From European Firms

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT This paper examines how institutional environments shape the effectiveness of derivative hedging in reducing corporate default risk. Using hand‐collected data from non‐financial firms across nine European countries and various econometric methods to control for endogeneity, we provide novel evidence that the risk‐reducing benefits of ...
Amrit Judge, Khai Le, Kim Ly
wiley   +1 more source

Smart Solutions for Sustainable Access and Technological Equity: The Effect of Energy Transition, Artificial Intelligence, and Digital Economy on Energy Poverty

open access: yesGeological Journal, EarlyView.
ABSTRACT The integration of energy transition, artificial intelligence, and the digital economy represents a significant shift in the global effort to combat energy poverty and offers innovative tools and approaches to increase energy access, efficiency, and affordability for underserved populations. This study examines the impact of energy transition,
Abdulmuttalip Pilatin   +4 more
wiley   +1 more source

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