Hybrid time series and machine learning models for forecasting cardiovascular mortality in India: an age specific analysis. [PDF]
Teja MD, Rayalu GM.
europepmc +1 more source
Econometrics at the Extreme: From Quantile Regression to QFAVAR1
ABSTRACT This paper surveys quantile modelling from its theoretical origins to current advances. We organize the literature and present core econometric formulations and estimation methods for: (i) cross‐sectional quantile regression; (ii) quantile time series models and their time series properties; (iii) quantile vector autoregressions for ...
Stéphane Goutte +4 more
wiley +1 more source
Enhancing Prediction by Incorporating Entropy Loss in Volatility Forecasting. [PDF]
Urniezius R +9 more
europepmc +1 more source
Artificial Intelligence in Climate and Sustainable Finance: A Blessing or a Curse?
ABSTRACT While there are concerns regarding the sustainability of artificial intelligence (AI), it is a potential ally in the transition toward a greener future. It offers advanced tools for data analysis; risk modeling; and environmental, social, and governance (ESG) assessment.
Filippo di Pietro +3 more
wiley +1 more source
Early warning of regime switching in a financial time series: A heteroskedastic network model. [PDF]
Wang L, An S, Dong Z, Dong X, Li J.
europepmc +1 more source
ABSTRACT Despite their transformative potential, Industrial Internet of Things (IIoT) platforms often fail to evolve into scalable ecosystems. Research on IIoT platforms attributes failure to discrete factors such as governance misalignment or technological complexity and rarely considers how failure unfolds.
Philipp Kernstock +3 more
wiley +1 more source
Perception and Prediction of Factors Influencing Carbon Price: Multisource, Spatiotemporal, Hierarchical Federated Learning Framework with Cross-Modal Feature Fusion. [PDF]
Wang P, Zhou X.
europepmc +1 more source
Summary The interplay of daily life factors, including mood, physical activity, or light exposure, influences sleep architecture and quality. Laboratory‐based studies often isolate these determinants to establish causality, thereby sacrificing ecological validity.
Anna M. Biller +8 more
wiley +1 more source
Risk contagion of COVID-19 to oil prices: A Markov switching GARCH and PCA approach. [PDF]
Siddiqui N, Mohamad Hasim H.
europepmc +1 more source
Change Point Analysis for Functional Data Using Empirical Characteristic Functionals
ABSTRACT We develop a new method to detect change points in the distribution of functional data based on integrated CUSUM processes of empirical characteristic functionals. Asymptotic results are presented under conditions allowing for low‐order moments and serial dependence in the data establishing the limiting null‐distribution of the proposed test ...
Lajos Horváth +2 more
wiley +1 more source

