Results 31 to 40 of about 20,255,155 (246)
Financial Forecasting With α-RNNs: A Time Series Modeling Approach
Frontiers in Applied Mathematics and Statistics, 2021 The era of modern financial data modeling seeks machine learning techniques which are suitable for noisy and non-stationary big data. We demonstrate how a general class of exponential smoothed recurrent neural networks (α-RNNs) are well suited to ...
Matthew Dixon +2 more
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Multivariate Financial Time-Series Prediction With Certified Robustness
IEEE Access, 2020 The futures market's forecasts are significant to investors and policymakers, where the application of deep learning approaches to finance has received a great deal of attention.
Hui Li +5 more
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Annales Universitatis Mariae Curie-Skłodowska Sectio H, Oeconomia, 2023 Theoretical background: Over the years, investing in cryptocurrencies has become very popular, and until recently, investors have predicted Bitcoin as a “safe haven”.
Judyta Przyłuska-Schmitt +2 more
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Rates of cancer among adolescents and young adults (AYA), age 15–39 years, are increasing. Consequently, radiation oncologists are treating more AYAs who have diagnoses spanning both pediatric and adult practices. Compared to pediatric and older adult patients, AYAs face a unique set of challenges.
Hesham Elhalawani +7 more
wiley +1 more source
Time averaging, ageing and delay analysis of financial time series
New Journal of Physics, 2017 We introduce three strategies for the analysis of financial time series based on time averaged observables. These comprise the time averaged mean squared displacement (MSD) as well as the ageing and delay time methods for varying fractions of the ...
Andrey G Cherstvy +4 more
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Allogeneic hematopoietic stem cell transplantation (alloHSCT) is an essential therapy for several malignant and nonmalignant diseases, but relapse and graft loss remain the principal threats to its success. Routine monitoring of chimerism and minimal residual disease (MRD) enables early detection of imminent recurrence and guides ...
Carmen Junk +10 more
wiley +1 more source
Uncovering long memory in high frequency UK futures [PDF]
, 2004 Accurate volatility modelling is paramount for optimal risk management practices. One stylized feature of financial volatility that impacts the modelling process is long memory explored in this paper for alternative risk measures, observed absolute and ...
Cotter, John
core +2 more sources
Therapeutic Apheresis and Dialysis, EarlyView.ABSTRACT Background Chronic micro‐inflammation in patients with end‐stage renal disease (ESRD) is a significant driver of cardiovascular complications and diminished quality of life. While standard hemodialysis (SHD) effectively manages small‐molecule clearance, its ability to remove medium‐to‐large uremic toxins—the primary catalysts of systemic ...
Hongwei Zuo +5 more
wiley +1 more source
Time-variation of higher moments in a financial market with heterogeneous agents: an analytical approach [PDF]
, 2005 A growing body of recent literature allows for heterogenous trading strategies and limited rationality of agents in behavioral models of financial markets.
Wagner, F. +3 more
core
Cluster-Specific Latent Factor Estimation in High-Dimensional Financial Time Series
IEEE Access, 2020 Unsupervised learning methods have been increasingly used for detecting latent factors in high-dimensional time series, with many applications, especially in financial risk modelling.
Stjepan Begusic, Zvonko Kostanjcar
doaj +1 more source