Results 231 to 240 of about 459,844 (307)

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

Clinician Specialties, Quality Score and Shared Savings Receipt in Accountable Care Organizations. [PDF]

Health Serv Res
Ouayogodé MH, Liang X.
europepmc   +1 more source

Random Integrated Subdata Ensemble Method for Key Variable Selection in Rare Event Setting

Journal of Forecasting, EarlyView.
ABSTRACT We propose a general variable selection procedure to identify key input variables by applying elastic net regression to representative subdata in place of the full sample to select variables. We combine the lists of selected variables from each subdata through ensemble techniques, using the frequency of selecting the variable across different ...
Ching‐Chi Yang, Justin Deng, Lih‐Yuan Deng, Henry Horng‐Shing Lu   +3 more
wiley   +1 more source

Drying kinetics, power consumption, economic and environmental analysis of pomegranate peels drying using a hybrid solar dryer compared with oven dryer. [PDF]

Sci Rep
Metwally KA, Khater EG, Bahnasawy AH, Tantawy AA, Elbeltagi A, Salem A, Marey SA, Okasha AM, Ali KAM, Elwakeel AE.   +9 more
europepmc   +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, George Milunovich, Shuping Shi, Ben Wang   +3 more
wiley   +1 more source

Anti-yeast IgY antibodies as a novel biological additive to enhance fermentation and preservation of sugarcane silage. [PDF]

Vet Anim Sci
G N B, C A R, J R EF, F E L B, A W P F, J E M, C C P.   +6 more
europepmc   +1 more source

The Role of Price‐Volatility Cojumps in Volatility Forecasting

Journal of Futures Markets, EarlyView.
ABSTRACT This paper investigates whether simultaneous jumps in prices and volatility improve volatility forecasting. Using up‐to‐date high‐frequency S&P 500 and VIX data, we identify price‐volatility cojumps at the intraday granularity and construct upside, downside, and asymmetric measures.
Kefu Liao
wiley   +1 more source

Promoting Rational Risk Engagement Through Feedback in a Gambling-Analog Learning Environment: A Pilot Study. [PDF]

Int J Environ Res Public Health
Cong Y, Wang Z.
europepmc   +1 more source

Why Do Hedgers Hedge? The Role of Ambiguity

Journal of Futures Markets, EarlyView.
ABSTRACT This paper investigates whether ambiguity influences hedging behavior in commodity futures markets. Using high‐frequency crude oil futures data, distinct measures of risk and ambiguity are linked to weekly hedging positions from the Commodity Futures Trading Commission (CFTC).
Fiona Höllmann
wiley   +1 more source

Hybrid Big Bang-Big crunch with cuckoo search for feature selection in credit card fraud detection. [PDF]

Sci Rep
Yajid MSA, Bhosle N, Sudhamsu G, Khatibi A, Sharma S, Jeet R, Sivaranjani R, Bhowmik A, Santhosh AJ.   +8 more
europepmc   +1 more source