Results 161 to 170 of about 24,841 (222)

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

High-Fugacity Expansion and Crystallization in Non-sliding Hard-Core Lattice Particle Models Without a Tiling Constraint. [PDF]

J Stat Phys
He Q, Jauslin I.
europepmc   +1 more source

Exploring the Nexus Between Sustainability Index and Central European Stock Markets Competitiveness: Evidence Through Time–Frequency Analysis and SHAP

Journal of Forecasting, EarlyView.
ABSTRACT Sustainability has become an important factor shaping financial markets and investor behavior. This paper examines the relationship between sustainability indices and Central European stock markets using a time–frequency approach. Wavelet coherence is employed to capture time‐varying co‐movements between sustainability indices and stock market
Zuzana Janková, Dipak Kumar Jana, Michal Páleš, Elena Fleaca, Petr Dostál   +4 more
wiley   +1 more source

Extremal Problems in Discrete Geometry and Spectral Graph Theory

, 2019
openaire   +2 more sources

The Impact of Democratization and Globalization on Environmental Sustainability in Brazil

Geological Journal, EarlyView.
Fossil fuel, economic globalisation, and economic growth drive environmental degradation while democratisation positively influences environmental quality. ABSTRACT Although Brazil still possesses significant ecological reserves, the surplus in its biocapacity has been rapidly declining in recent years.
Mustafa Naimoğlu, Mehmet Metin Dam, Serdar Ongan, Andrew Adewale Alola   +3 more
wiley   +1 more source

Climate Change Laws and European Stock Markets: An Event Analysis

International Journal of Finance &Economics, EarlyView.
ABSTRACT Under the context of the climate change we assess the impact of EU's legislative initiative on European stock markets. Specifically, we focus on its impact on energy and Environmental Social Governance (ESG) sectors for equity returns and volatility for a representative basket of EU countries (participating also in Eurozone) as well as ...
Theodoros Bratis, Georgios P. Kouretas, Evangelos Salachas   +2 more
wiley   +1 more source

Homophily modulates double descent generalization in graph convolution networks. [PDF]

Proc Natl Acad Sci U S A
Shi C, Pan L, Hu H, Dokmanić I.
europepmc   +1 more source

Progress of metabolomics‐centric multi‐omics research in medicine

iMetaOmics, EarlyView.
The graphical abstract illustrates a holistic roadmap for metabolomics‐centric multi‐omics integration in medical research. The upper panel depicts the technological transition from traditional bulk analysis to high‐resolution single‐cell and spatial methodologies, specifically addressing inherent challenges such as molecular complexity and dynamic ...
Ziyi Wang, Shiwen Deng, Xiaoxu Wang, Xiao Chang, Na Guo, Peng Chen, Hongjun Yang   +6 more
wiley   +1 more source

Guarantees on the structure of experimental quantum networks. [PDF]

npj Quantum Inf
Ulibarrena A, Webb JW, Pickston A, Ho J, Fedrizzi A, Pozas-Kerstjens A.   +5 more
europepmc   +1 more source