A Fuzzy Framework for Realized Volatility Prediction: Empirical Evidence From Equity Markets
ABSTRACT This study introduces a realized volatility fuzzy time series (RV‐FTS) model that applies a fuzzy c‐means clustering algorithm to estimate time‐varying c latent volatility states and their corresponding membership degrees. These memberships are used to construct a fuzzified volatility estimate as a weighted average of cluster centroids.
Shafqat Iqbal, Štefan Lyócsa
wiley +1 more source
Temporal trends and forecasting of respiratory mortality in Bangladesh: A SARIMA model for seasonal mortality risk and public health action. [PDF]
Hasan P, Khan TD, Abedin M, Haque ME.
europepmc +1 more source
Harnessing iEcology data to uncover invasive species behaviour
Abstract Invasive animal species threaten ecosystems, biodiversity and human livelihoods. Behavioural traits such as boldness, exploratory tendencies, learning ability and social interactions are known to influence invasion success. Yet these behavioural traits remain underexplored due to challenges in observing behaviour across large spatial and ...
Peter Mikula +22 more
wiley +1 more source
Predicting the volatility of Chinese stock indices based on realized recurrent conditional heteroskedasticity. [PDF]
Zhang G, Zhao H, Fan R.
europepmc +1 more source
Abstract Background and Purpose Gene regulation is frequently altered in diseases in unique and patient‐specific ways. Hence, personalised strategies have been proposed to infer patient‐specific gene‐regulatory networks. However, existing methods do not scale well because they often require recomputing the entire network per sample.
Johannes Kersting +5 more
wiley +1 more source
Volatility, correlation and risk spillover effect between freight rates in BCI and BPI markets: Evidence from static and dynamic GARCH-Copula and dynamic CoVaR models. [PDF]
Zou Y, Xu J, Chen Y.
europepmc +1 more source
Urban birds' detectability is affected by inter‐ and intraspecific variation in shyness
Detection probabilities differ between bird species as a function of their life history and ecological and behavioural traits, inevitably introducing bias in their abundance and occupancy estimates. However, the effects of behavioural traits such as species shyness and vigilance on detectability remain poorly understood.
Peter Mikula +3 more
wiley +1 more source
AI companies' strategies with traditional vs. digital assets amid geopolitical and banking crises. [PDF]
Dammak W +3 more
europepmc +1 more source
Simple Python‐based methods for analysis and drift‐correction of STM images
Abstract A successful scanning tunnelling microscopy (STM) experiment relies on both delicate sample preparation and measurement, and careful image filtering and analysis to provide clear and solid results. Processing and analysis of STM images may result in a tricky task, due to the complexity and specificity of the probed systems.
Francesco Cazzadori +3 more
wiley +1 more source
Photochemical Cyclization of Tertiary Buta‐2,3‐dienamides to β‐Lactams Upon Triplet Energy Transfer
Energy transfer is the key to the successful photocyclization of the title compounds to 3,4‐disubstituted 2‐azetidinones. If the substituent at the nitrogen atom is primary (R2 = H), trans products are formed exclusively. The triplet state of xanthen‐9‐one (XT) was found to be quenched by an allene amide (R, R2 = H, R1 = Bn, and R3 = Ph) with a ...
Johannes Hofer +3 more
wiley +2 more sources

