Results 151 to 160 of about 3,197 (255)

Transfusion intensity in the ICU: Reasons and triggers

open access: yesTransfusion, EarlyView.
Abstract Background The reasons and physiological triggers for blood transfusion in critically ill patients are not well characterized. Beyond hemoglobin levels, hemodynamic instability is frequently cited, but its role across clinical contexts remains unclear.
Merijn C. Reuland   +286 more
wiley   +1 more source

On the additive image of zeroth persistent homology

open access: yesTransactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.
Abstract For a category X$X$ and a finite field F$F$, we study the additive image of the functor H0(−;F)∗:rep(X,Top)→rep(X,VectF)$\operatorname{H}_0(-;F)_* \colon \operatorname{rep}(X, \mathbf {Top}) \rightarrow \operatorname{rep}(X, \mathbf {Vect}_F)$, or equivalently, of the free functor rep(X,Set)→rep(X,VectF)$\operatorname{rep}(X, \mathbf {Set ...
Ulrich Bauer   +3 more
wiley   +1 more source

Predicting EU Emissions Allowance Prices Using Macroeconomic Indicators and Hybrid AI Models

open access: yesJournal of Forecasting, Volume 45, Issue 7, Page 3170-3190, November 2026.
ABSTRACT Predicting carbon allowance prices has grown more crucial in relation to carbon market regulation, financial strategy, and environmental policy development. This study examines a hybrid forecasting system that combines deep learning with ensemble machine learning models to forecast the price fluctuations of EU Emissions Allowance (EUAs) within
Saptarshi Ganguly   +2 more
wiley   +1 more source

Threshold Asymmetric Conditional Autoregressive Range (TACARR) Model

open access: yesJournal of Forecasting, Volume 45, Issue 7, Page 3298-3326, November 2026.
ABSTRACT This paper introduces a Threshold Asymmetric Conditional Autoregressive Range (TACARR) model for analyzing the daily price ranges of financial assets. The proposed formulation assumes that the conditional expected range switches between two regimes, representing upward and downward market states, with the disturbance distribution also allowed ...
Isuru Ratnayake, V. A. Samaranayake
wiley   +1 more source

The Role of Variance Risk Premium in Derivative Pricing: Modeling, Estimation and Impact

open access: yesJournal of Futures Markets, Volume 46, Issue 11, Page 1811-1823, November 2026.
ABSTRACT This paper estimates a model where variance risk premiums (VRP) is not fully explained by equity risk premiums (ERP). This separation can be detected thanks to a new breed of GARCH models with enough innovations to disconnect returns from variances. This type of risk‐neutralization is compatible with continuous‐time settings.
Marcos Escobar‐Anel   +2 more
wiley   +1 more source

Robust Estimation and Inference for Time‐Varying Unconditional Volatility

open access: yesJournal of Time Series Analysis, Volume 47, Issue 6, Page 1139-1152, November 2026.
ABSTRACT We derive a general and robust estimator of a large class of parametric specifications of time‐varying unconditional volatility of financial returns, both univariate and multivariate, and establish the Consistency and Asymptotic Normality (CAN) of the estimator.
Adam Lee   +2 more
wiley   +1 more source

Vector‐Field Control and Emergent Basal‐Plane Anisotropy of Magnetic Textures in Noncentrosymmetric (Fe0.63Ni0.3Pd0.07)3P

open access: yesAdvanced Functional Materials, Volume 36, Issue 79, 1 October 2026.
A field‐driven transition from chiral stripes to an achiral fan state is observed in a tetragonal magnet and linked to a temperature‐dependent rotation of the effective Dzyaloshinskii–Moriya interaction axis. This interplay generates pronounced in‐plane anisotropy and provides a new route for controlling chiral spin textures in noncentrosymmetric ...
Victor Ukleev   +19 more
wiley   +1 more source

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