Results 171 to 180 of about 3,114 (262)

On the additive image of zeroth persistent homology

Transactions 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, Magnus B. Botnan, Steffen Oppermann, Johan Steen   +3 more
wiley   +1 more source

National and regional Temporal trends and forecasting of preterm birth in brazil: evidence from National birth data (2014-2023) with projections to 2030. [PDF]

BMC Pregnancy Childbirth
Victor A, Nhancololo AM, Bah HAF, Xavier SP, Gotine AREM, Moreira VA, Charles CM, Cerqueira-Silva T, Rondó PH.   +8 more
europepmc   +1 more source

Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models

Journal of Forecasting, Volume 45, Issue 6, Page 2905-2941, September 2026.
ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu, Mawuli Segnon, Oguzhan Cepni, Rangan Gupta   +3 more
wiley   +1 more source

Analysis of the dynamic relationship between urban economic growth and energy consumption and environmental quality response from the perspective of an improved VAR model. [PDF]

PLoS One
Xie L, Zhou W.
europepmc   +1 more source

Systemic Risk Transmission to Energy Futures: Weekend Information Gaps and the Breakdown of Pricing Efficiency

Journal of Futures Markets, Volume 46, Issue 9, Page 1719-1747, September 2026.
ABSTRACT This study examines the efficiency of systemic risk transmission to international oil futures markets by analyzing the dynamic connectedness between three distinct Common Volatility (COVOL) measures: Energy, Asset, and Country, and compares such with five major oil benchmarks.
Thomas Conlon, Shaen Corbet, Charles Larkin, Jose Antonio Muñiz   +3 more
wiley   +1 more source

Application of seasonal-adjusted hybrid models for forecasting Discomfort Index in a heat-prone region of Bangladesh. [PDF]

PLoS One
Binte Ahmed A, Uddin Qureshi MM, Hussain Khan MM, Dulmini A, Haque Mollah MA, Rois R.   +5 more
europepmc   +1 more source

Wavelet‐Based Hurst Exponent Estimation

WIREs Computational Statistics, Volume 18, Issue 3, September 2026.
The review explores how wavelet‐based methods for estimating the Hurst parameters have developed from their theoretical roots to real‐world applications in fields like biology, engineering, and telecommunications. The review aims to highlight key techniques, compare their strengths and limitations, and point out challenges that still need to be ...
Dixon Vimalajeewa, Fabrizio Ruggeri, Brani Vidakovic   +2 more
wiley   +1 more source

Heavier Alkyne‐Ni0 Complexes, [R2E2·Ni] (E = Sn, Pb), Exhibiting σ‐Complex Character

Angewandte Chemie, Volume 138, Issue 32, 3 August 2026.
Using a reductive group elimination strategy, heavier alkyne (LEEL; E = Sn, Pb) complexes of Ni0 are accessed. In contrast to classical alkyne coordination, these systems are best described as σ‐complexes, driven by ligand‐induced constraints and the established poor π‐bonding in heavier alkyne analogues.
Leopold Junge, Emeric Schubert, Israel Fernández, Terrance J. Hadlington   +3 more
wiley   +2 more sources

Value at Risk long memory volatility models with heavy-tailed distributions for cryptocurrencies. [PDF]

Front Appl Math Stat
Subramoney SD, Chinhamu K, Chifurira R.
europepmc   +1 more source

MSPCIFormer: A Multi‐Scale Patching Channel‐Independent Transformer for Cryptocurrency Price Forecasting

Expert Systems, Volume 43, Issue 9, September 2026.
ABSTRACT Forecasting cryptocurrency prices remains challenging due to extreme volatility, regime‐dependent dynamics, and unstable cross‐asset correlations. Statistical methods such as ARIMA and GARCH assume stationarity and linear dependence structures, making them inadequate for capturing non‐linear temporal patterns in high volatile cryptocurrency ...
Huali Zhao, Martin Crane, Marija Bezbradica   +2 more
wiley   +1 more source