The dependency structure of international commodity and stock markets after the Russia-Ukraine war. [PDF]
Zhang C, Liu S, Qin M, Gao B.
europepmc +1 more source
Improving Implied Volatility Forecasts for American Options Using Neural Networks
ABSTRACT This paper explores the application of neural networks to improve pricing of American options. Focusing on both American and European options on the S&P 100 index from January 2016 to August 2023, we integrate neural networks to model the difference between market‐implied and model‐implied volatilities derived from the Black‐Scholes and Heston
Haitong Jiang, Emese Lazar, Miriam Marra
wiley +1 more source
Intelligent system for portfolio optimization for novel volatility forecasting using machine learning. [PDF]
Biswas T, Dey A, Mandal G, Ghosh N.
europepmc +1 more source
Forecasting Related Time Series
ABSTRACT A collection of time series are “related” if they follow similar stochastic processes and/or they are statistically dependent. This paper proposes a related time series (RTS) forecasting model that exploits these relationships. The model's foundation is a set of univariate Gaussian autoregressions, one for each series, which are then augmented
Ulrich K. Müller, Mark W. Watson
wiley +1 more source
Mitigating the choice of the duration in DDMS models through a parametric link. [PDF]
Mendes FHPES, Turatti DE, Pumi G.
europepmc +1 more source
To define the mechanisms of sensitivity to PP2A inhibitors (PP2Ai), we combined molecular profiling of PP2Ai responses with genome‐wide genetic screens. PP2Ai preferentially target mesenchymal pancreatic ductal adenocarcinoma (PDAC) cells and engage pathways linked to transcriptional elongation, splicing, metabolism, and ER stress response factors ...
Janine Murr +37 more
wiley +1 more source
Nickel price forecasting based onempirical mode decomposition and deep learning model with expansion mechanism. [PDF]
Li J, Yu Z, Zhang J, Meng W.
europepmc +1 more source
Abstract Background Charge sharing between pixels distorts the count and spectral information of X‐ray photon counting detectors. Compensation methods for charge sharing effects are required to exploit the full potentiality of these detectors in medical diagnosis.
Vincenzo Monaco +9 more
wiley +1 more source
Stock Forecasting Based on Informational Complexity Representation: A Framework of Wavelet Entropy, Multiscale Entropy, and Dual-Branch Network. [PDF]
Tian G, Xu C, Yang Y.
europepmc +1 more source
Simultaneous Inversion for Underactuated Mechanical Systems with Servo‐Constraints
ABSTRACT The dynamic inversion of underactuated mechanical systems can be formulated in the servo‐constraint framework using a set of differential‐algebraic equations (DAEs). In case of a high differentiation index, the inversion‐based feedforward control design poses significant challenges.
Tengman Wang
wiley +1 more source

