Financial Time Series Uncertainty: A Review of Probabilistic AI Applications
Journal of Economic Surveys, EarlyView.ABSTRACT Probabilistic machine learning models offer a distinct advantage over traditional deterministic approaches by quantifying both epistemic uncertainty (stemming from limited data or model knowledge) and aleatoric uncertainty (due to inherent randomness in the data), along with full distributional forecasts.
Sivert Eggen +4 more
wiley +1 more source
Quantum and molecular modelling of abrocitinib as a potential disruptor of cell polarity in colorectal cancer. [PDF]
Sci RepMathias GE +5 more
europepmc +1 more source
Eigenvalue and pseudospectrum processes generated by nonnormal Toeplitz matrices with rank 1 perturbations [PDF]
Saori Morimoto +2 more
openalex +1 more source
The Monetary Policy–Commodities Nexus: A Survey
Journal of Economic Surveys, EarlyView.ABSTRACT This survey synthesizes evidence on the bidirectional links between commodity markets and monetary policy. On the commodities‐to‐policy side, we review how shocks to energy, food, and metals pass through to inflation, inflation expectations, economic activity, and financial stability in state‐dependent ways that vary by shock type, exposure ...
Martin T. Bohl +2 more
wiley +1 more source
Analysis of the critical instability load of freeze pipes in coal mine shaft freezing engineering. [PDF]
Sci RepZhang H, Li M, Xie B, Rong C, Qi Y.
europepmc +1 more source
Econometrics at the Extreme: From Quantile Regression to QFAVAR1
Journal of Economic Surveys, EarlyView.ABSTRACT This paper surveys quantile modelling from its theoretical origins to current advances. We organize the literature and present core econometric formulations and estimation methods for: (i) cross‐sectional quantile regression; (ii) quantile time series models and their time series properties; (iii) quantile vector autoregressions for ...
Stéphane Goutte +4 more
wiley +1 more source
Linear Stability of Schwarzschild-Anti-de Sitter Spacetimes III: Quasimodes and Sharp Decay of Gravitational Perturbations. [PDF]
Commun Math PhysGraf O, Holzegel G.
europepmc +1 more source
Monetary Policy and Wealth Effects: The Role of Risk and Heterogeneity
The Journal of Finance, EarlyView.ABSTRACT We study the role of asset revaluation in the monetary transmission mechanism. We build an analytical heterogeneous‐agents model with two main ingredients: (i) rare disasters and (ii) heterogeneous beliefs. The model captures time‐varying risk premia and precautionary savings in a setting that nests the textbook New Keynesian model.
NICOLAS CARAMP, DEJANIR H. SILVA
wiley +1 more source
Single-Particle Entanglement Dynamics in Complex Systems. [PDF]
Entropy (Basel)Shekhar D, Shukla P.
europepmc +1 more source
Journal of Personality, EarlyView.ABSTRACT Objectives Counter‐empathy involves responding to others' assumed emotions incongruently. Research on dispositional counter‐empathy predominantly focuses on specific counter‐empathic constructs without clearly mapping its cardinal dimensions.
Jake R. Siamro, Christian H. Jordan
wiley +1 more source