Ranking Multivariate GARCH Models by Problem Dimension [PDF]
In the last 15 years, several Multivariate GARCH (MGARCH) models have appeared in the literature. The two most widely known and used are the Scalar BEKK model of Engle and Kroner (1995) and Ding and Engle (2001), and the DCC model of Engle (2002).
Massimiliano Caporin, Michael McAleer
core +9 more sources
Highly Selective Toward HER or CO2RR by Regulating Cu Single and Dual Atoms on g‐C3N4
This systematic study provides insights into the design of electrocatalysts for hydrogen evolution reaction (HER) and carbon dioxide reduction (CO2RR). It serves as a useful guide for tuning catalyst architecture toward efficient multifunctional performance by varying synthetic parameters, demonstrating the impact of copper (Cu) species ranging from ...
Wan‐Ting Chen +9 more
wiley +1 more source
PREDIKSI NILAI KURS DOLLAR AMERIKA MENGGUNAKAN EXPONENTIAL SMOOTHING DENGAN KAJIAN GRAFIK MOVING AVERAGE (MA) DAN EXPONENTIALLY WEIGHTED MOVING AVERAGE (EWMA) (Studi Kasus: Kurs Jual dan Kurs Beli Dollar Amerika) [PDF]
The exchange rate is an exchange between two different currencies, it will receive the value or price comparisons between two currencies. It is to determine the predictive value of the exchange rate in the next period is done by using Exponential ...
GULTOM, NOVA YANTI
core
Acceptance sampling plan for multiple manufacturing lines using EWMA process capability index [PDF]
The problem of developing a product acceptance determination procedure for multiple characteristics has attracted the quality assurance practitioners. Due to sufficient demands of consumers, it may not be possible to deliver the quantity ordered on time ...
Arif, O.H., Aslam, M., Jun, C.-H.
core +1 more source
Evaluations of some Exponentially Weighted Moving Average methods [PDF]
The need for statistical surveillance has been noted in many different areas, and examples of applications include the detection of an increased incidence of a disease, the detection of an increased radiation level and the detection of a turning point in a leading index for a business cycle. In all cases, preventive actions are possible if the alarm is
openaire +1 more source
This research presents a novel implantable bio‐battery, GF‐OsG, tailored for diabetic bone repair. GF‐OsG generates microcurrents in high‐glucose conditions to enhance vascularization, shift macrophages to the M2 phenotype, and regulate immune responses.
Nanning Lv +10 more
wiley +1 more source
Backtesting AVaR and VaR with a simulated copula [PDF]
The aim of this study is to verify whether the average value at risk (AVaR) can be a good alternative to the value at risk (VaR) for estimating portfolio losses, especially regarding tail events. To achieve this aim, we use a copula framework to estimate
Lozza, Sergio Ortobelli +3 more
core +1 more source
Multifunctional Microstructured Surfaces by Microcontact Printing of Reactive Microgels
Reactive poly(N‐vinylcaprolactam‐co‐glycidyl methacrylate) microgels are used as functional inks to create surface‐grafted arrays on glass via microcontact printing. The patterns (10–50 µm widths and spacings) enable stable binding and post‐functionalization with dyes and peptides.
Inga Litzen +4 more
wiley +1 more source
Generating Cell Surface Nucleated Hydrogels with an Artificial Membrane‐Binding Transglutaminase
Cell‐based therapies require advanced strategies to enhance cell delivery and bioactivity. Cell membrane engineering offers an avenue to impart new functions to delivered cells to boost their viability and function. Here, an artificial membrane‐binding transglutaminase is generated and biophysically characterized.
Rosalia Cuahtecontzi Delint +6 more
wiley +1 more source
Intergration of control chart and pattern recognizer for bivariate quality control [PDF]
Monitoring and diagnosis of mean shifts in manufacturing processes become more challenging when involving two or more correlated variables. Unfortunately, most of the existing multivariate statistical process control schemes are only effective in rapid ...
Mohd Sohaimi, Nurul Adlihisam
core

