Results 31 to 40 of about 178,756 (227)
ESG Decoupling Phenomenon: A Systematic and Bibliometric Analysis
Business Strategy and the Environment, EarlyView.ABSTRACT ESG decoupling, defined as the gap between a firm's ESG disclosures and its actual practices, poses a critical challenge to corporate sustainability. Using the PRISMA protocol, 451 articles were selected for a comprehensive bibliometric and systematic literature review to map the intellectual structure and thematic evolution of the research on
Maryam Laeeq +2 more
wiley +1 more source
A partial envelope approach for modelling multivariate spatial‐temporal data
Canadian Journal of Statistics, EarlyView.Abstract In the new era of big data, modelling multivariate spatial‐temporal data is a challenging task due to both the high dimensionality of the features and complex associations among the responses across different locations and time points.
Reisa Widjaja +3 more
wiley +1 more source
Stability of Viscous Three‐Dimensional Stratified Couette Flow via Dispersion and Mixing
Communications on Pure and Applied Mathematics, EarlyView.ABSTRACT This article explores the stability of stratified Couette flow in the viscous 3d$3d$ Boussinesq equations. In this system, mixing effects arise from the shearing background, and gravity acts as a restoring force leading to dispersive internal gravity waves.
Michele Coti Zelati +2 more
wiley +1 more source
Invertibility of graph translation and support of Laplacian Fiedler vectors
, 2017 The graph Laplacian operator is widely studied in spectral graph theory largely due to its importance in modern data analysis. Recently, the Fourier transform and other time-frequency operators have been defined on graphs using Laplacian eigenvalues and ...
Begué, Matthew, Okoudjou, Kasso A.
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Local Polynomial Regression and Filtering for a Versatile Mesh‐Free PDE Solver
International Journal for Numerical Methods in Fluids, EarlyView.A high‐order, mesh‐free finite difference method for solving differential equations is presented. Both derivative approximation and scheme stabilisation is carried out by parametric or non‐parametric local polynomial regression, making the resulting numerical method accurate, simple and versatile. Numerous numerical benchmark tests are investigated for
Alberto M. Gambaruto
wiley +1 more source
An Example of Symmetry Exploitation for Energy-related Eigencomputations
, 2009 One of the most used approaches in simulating materials is the tight-binding approximation. When using this method in a material simulation, it is necessary to compute the eigenvalues and eigenvectors of the Hamiltonian describing the system. In general,
Bientinesi, Paolo +2 more
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A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios
Journal of Forecasting, EarlyView.ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley +1 more source
Forecasting House Prices: The Role of Market Interconnectedness
Journal of Forecasting, EarlyView.ABSTRACT While the existing research uncovers interconnections between various housing markets, it largely ignores the question of whether such linkages can improve house price predictions. To address this issue, we proceed in two steps. First, we forecast disaggregated house price growth rates from Australia and China to determine whether ...
Zac Chen +3 more
wiley +1 more source
Intraday Functional PCA Forecasting of Cryptocurrency Returns
Journal of Forecasting, EarlyView.ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley +1 more source
Extremal Eigenvalues and Eigenvectors of Deformed Wigner Matrices [PDF]
, 2014 We consider random matrices of the form $H = W + \lambda V$, $\lambda\in\mathbb{R}^+$, where $W$ is a real symmetric or complex Hermitian Wigner matrix of size $N$ and $V$ is a real bounded diagonal random matrix of size $N$ with i.i.d.\ entries that are
Lee, Ji Oon, Schnelli, Kevin
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