Results 221 to 230 of about 72,454 (299)
Expert Systems, Volume 43, Issue 5, May 2026.ABSTRACT Understanding financial behaviour, particularly in the stock market, has attracted significant interest in recent years due to advancements in artificial intelligence and its impact on the global economy. The field of stock market prediction, which explores the interaction between finance and computer science to create predictive models, aims ...
Jair O. González +4 more
wiley +1 more source
Mitigating the choice of the duration in DDMS models through a parametric link. [PDF]
J Appl StatMendes FHPES, Turatti DE, Pumi G.
europepmc +1 more source
Change Point Analysis for Functional Data Using Empirical Characteristic Functionals
Journal of Time Series Analysis, Volume 47, Issue 3, Page 612-631, May 2026.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
Nickel price forecasting based onempirical mode decomposition and deep learning model with expansion mechanism. [PDF]
PLoS OneLi J, Yu Z, Zhang J, Meng W.
europepmc +1 more source
Tensor Changepoint Detection and Eigenbootstrap
Journal of Time Series Analysis, Volume 47, Issue 3, Page 557-578, May 2026.ABSTRACT Tensor data consisting of multivariate outcomes over the items and across the subjects with longitudinal and cross‐sectional dependence are considered. A completely distribution‐free and tweaking‐parameter‐free detection procedure for changepoints at different locations is designed, which does not require training data.
Michal Pešta +2 more
wiley +1 more source
Assessing the risk spillover effects between the Chinese carbon market and the US-China energy market. [PDF]
HeliyonYan J, Işık C.
europepmc +1 more source
Nonparametric Detection of a Time‐Varying Mean
Journal of Time Series Analysis, Volume 47, Issue 3, Page 597-611, May 2026.ABSTRACT We propose a nonparametric portmanteau test for detecting changes in the unconditional mean of a univariate time series which may display either long or short memory. Our approach is designed to have power against, among other things, cases where the mean component of the series displays abrupt level shifts, deterministic trending behaviour ...
Fabrizio Iacone, A. M. Robert Taylor
wiley +1 more source
Angewandte Chemie, Volume 138, Issue 18, 27 April 2026.Covalent organic framework–carbon nanotube (COF–CNT) core–shell nanohybrids are developed as an efficient platform to enhance the site utilization of molecular catalysts for electrochemical CO2 reduction. The well‐defined nanostructure promotes catalytic site accessibility, achieving CO turnover frequencies among the highest reported to date.
Liang Yao +8 more
wiley +2 more sources
Multiscale neural dynamics in sleep transition volatility across age scales: a multimodal EEG-EMG-EOG analysis of temazepam effects. [PDF]
GeroscienceSirpal P, Sikora WA, Refai HH.
europepmc +1 more source
Stochastic Optimization of Non‐Convex Component Solution Spaces
International Journal for Numerical Methods in Engineering, Volume 127, Issue 8, 30 April 2026.ABSTRACT In systems engineering, solution spaces provide a practical way to reconcile competing goals by working with sets of good designs instead of point‐based solutions. Earlier contributions, however, were restricted either by limiting the dimensionality per component or, more recently, by constraining these spaces to be convex, which can, in some ...
Eduardo Rodrigues Della Noce +1 more
wiley +1 more source