Results 231 to 240 of about 197,953 (292)

The Accuracy Smoothness Dilemma in Prediction: A Novel Multivariate M‐SSA Forecast Approach

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT Forecasting presents a complex estimation challenge, as it involves balancing multiple, often conflicting, priorities and objectives. Conventional forecast optimization methods typically emphasize a single metric, such as minimizing the mean squared error (MSE), which may neglect other crucial aspects of predictive performance. To address this
Marc Wildi
wiley   +1 more source

Autoregressive Hypergraph

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT Traditional graph representations are insufficient for modelling real‐world phenomena involving multi‐entity interactions, such as collaborative projects or protein complexes, necessitating the use of hypergraphs. While hypergraphs preserve the intrinsic nature of such complex relationships, existing models often overlook temporal evolution in
Xianghe Zhu, Qiwei Yao
wiley   +1 more source

Optimal Portfolio Choice With Cross‐Impact Propagators

open access: yesMathematical Finance, EarlyView.
ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber   +2 more
wiley   +1 more source

Capital in Motion: Synthesizing the Circulation and Reproduction in a Multi‐Sector Growth Model

open access: yesMetroeconomica, EarlyView.
ABSTRACT This paper analyzes Capital in Motion (CIM) in a capitalist economy, based on Karl Marx's Capital, Volume 2. It examines the circuit of capital, distinguishing between stock and flow variables, and integrates a multi‐sector growth model that combines the circuit and turnover of capital with the reproduction scheme.
Takashi Satoh
wiley   +1 more source

Butterfly Clap-Fling Flight Mechanisms Observed by Schlieren Imaging for the Design of Bio-Inspired Micro Air Vehicles. [PDF]

open access: yesBiomimetics (Basel)
Prisăcariu EG   +5 more
europepmc   +1 more source

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