Results 181 to 190 of about 18,531 (254)
The Effects of U.S. Monetary Policy Shocks on Portfolio Diversification
ABSTRACT We investigate the impact of changes in U.S. monetary policy on portfolio diversification. We build four different types of portfolios, including a U.S.‐only, a stock‐bond (60/40) portfolio, an international diversified stock portfolio, and an asset diversified portfolio.
Rong Huang +2 more
wiley +1 more source
Economic Growth Vulnerability Across Euro Area Countries
ABSTRACT We analyse growth vulnerability in the four largest Euro Area (EA) economies, measured as a lower quantile of the growth distribution conditional on EA‐wide and country‐specific macroeconomic/financial factors. Growth densities are obtained under a normal activity scenario and under stressed conditions.
Claudio Lissona, Esther Ruiz
wiley +1 more source
Likelihood Estimation for Stochastic Differential Equations with Mixed Effects
ABSTRACT Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. When time series are observed for several experimental units, it is often the case that some of the parameters vary between the individual experimental units.
Fernando Baltazar‐Larios +2 more
wiley +1 more source
BART Streams: Real‐Time Reconstruction Using a Modular Framework for Pipeline Processing
ABSTRACT Purpose To create modular solutions for interactive real‐time MRI using reconstruction algorithms implemented in BART. Methods A new protocol for streaming of multidimensional arrays is presented and integrated into BART. The new functionality is demonstrated using examples for cardiac interactive real‐time MRI based on radial FLASH, where ...
Philip Schaten +4 more
wiley +1 more source
Overview of fall‐detection approaches and technologies in geriatric care. ABSTRACT This systematic review provides a critical examination of fall detection (FD) technologies in geriatric care, analyzing both technological innovations and implementation challenges across diverse healthcare environments.
Hamid Ali +6 more
wiley +1 more source
Abstract Abusive supervision, a harmful pattern of leadership behaviour, has consistently been found to have negative effects in the workplace. Drawing on self‐regulation and the work‐home resources model, we investigate the daily antecedents of abusive supervision from the work (ego depletion) and nonwork (unhealthy eating) domains. We examine leaders'
Xiaoyu Gan +4 more
wiley +1 more source
A hidden Markov model and reinforcement learning‐based strategy for fault‐tolerant control
Abstract This study introduces a data‐driven control strategy integrating hidden Markov models (HMM) and reinforcement learning (RL) to achieve resilient, fault‐tolerant operation against persistent disturbances in nonlinear chemical processes. Called hidden Markov model and reinforcement learning (HMMRL), this strategy is evaluated in two case studies
Tamera Leitao +2 more
wiley +1 more source
DSGE Model Forecasting: Rational Expectations Versus Adaptive Learning
ABSTRACT This paper compares within‐sample and out‐of‐sample fit of a DSGE model with rational expectations to a model with adaptive learning. The Galí, Smets, and Wouters model is the chosen laboratory using quarterly real‐time euro area data vintages, covering 2001Q1–2019Q4.
Anders Warne
wiley +1 more source
Time‐Varying Skewness–Kurtosis Dynamics in Bitcoin Markets
ABSTRACT This paper examines the relationship between skewness and kurtosis in Bitcoin spot and futures markets using high‐frequency data. We document a strong convex skewness–kurtosis relationship consistent with theoretical moment restrictions. Trading activity is positively associated with realized kurtosis, particularly in futures markets, though ...
Ariston Karagiorgis, Antonis Ballis
wiley +1 more source

