Mitigating the choice of the duration in DDMS models through a parametric link. [PDF]
Mendes FHPES, Turatti DE, Pumi G.
europepmc +1 more source
Financial Time Series Uncertainty: A Review of Probabilistic AI Applications
ABSTRACT Probabilistic machine learning models offer a distinct advantage over traditional deterministic approaches by quantifying both epistemic uncertainty (stemming from limited data or model knowledge) and aleatoric uncertainty (due to inherent randomness in the data), along with full distributional forecasts.
Sivert Eggen +4 more
wiley +1 more source
Weighted portmanteau statistics for testing for zero autocorrelation in dependent data. [PDF]
Muriel N.
europepmc +1 more source
The Monetary Policy–Commodities Nexus: A Survey
ABSTRACT This survey synthesizes evidence on the bidirectional links between commodity markets and monetary policy. On the commodities‐to‐policy side, we review how shocks to energy, food, and metals pass through to inflation, inflation expectations, economic activity, and financial stability in state‐dependent ways that vary by shock type, exposure ...
Martin T. Bohl +2 more
wiley +1 more source
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
Analysis of Drug-Resistant Bacteria Seasonality in Japan Using Financial Time Series Analysis Method: A Nationwide Longitudinal Study. [PDF]
Ito H, Oshida J, Fujita M, Kobayashi D.
europepmc +1 more source
An empirical evaluation of fuzzy bidirectional long short-term memory with soft computing based decision-making model for predicting volatility of cryptocurrencies. [PDF]
Ragab M.
europepmc +1 more source
Na4Ba9MnN3: A New Subnitridometalate with Trigonal Planar Anions [MnIIIN3]6−
The new subvalent nitridomanganate(III) Na4Ba9MnN3 contains structural elements known from ionic subnitridometalates as well as from intermetallic phases. In similarity to Ba3MnN3, isolated trigonal planar nitridomanganate(III) anions (MnN3)6−, coordinated by barium atoms represent the ionic region, while mixed barium‐sodium icosahedra known from ...
Lea‐Viktoria Pietsch, Constantin Hoch
wiley +1 more source
Recurrent Neural Network GO-GARCH Model for Portfolio Selection. [PDF]
Burda M, Schroeder AK.
europepmc +1 more source

