Results 201 to 210 of about 16,252 (305)

Engineered Metal–Organic Frameworks‐Based Materials for Environmental Detection

open access: yesENERGY &ENVIRONMENTAL MATERIALS, Volume 9, Issue 4, July 2026.
Engineered metal–organic frameworks (MOFs) regulated by various material modification strategies are discussed for environmental contaminant detection under different sensing mechanisms, providing future improvements of MOFs in environmental detection. Sensitive and selective detection of contaminants is crucial for environmental protection.
Pan Gao   +3 more
wiley   +1 more source

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

open access: yesJournal of Forecasting, Volume 45, Issue 4, Page 1579-1600, July 2026.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann   +2 more
wiley   +1 more source

Machine Learning Approaches to Forecast the Realized Volatility of Crude Oil Prices

open access: yesJournal of Forecasting, Volume 45, Issue 4, Page 1633-1651, July 2026.
ABSTRACT This paper presents an evaluation of the accuracy of machine learning (ML) techniques in forecasting the realized volatility of West Texas Intermediate (WTI) crude oil prices. We compare several ML algorithms, including regularization, regression trees, random forests, and neural networks, to several heterogeneous autoregressive (HAR) models ...
Talha Omer   +3 more
wiley   +1 more source

Testing for the footprints of stabilization economic policy in forecast errors. [PDF]

open access: yesPLoS One
Charemza W   +4 more
europepmc   +1 more source

A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios

open access: yesJournal of Forecasting, Volume 45, Issue 4, Page 1797-1828, July 2026.
ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley   +1 more source

Coherent Forecasting of Realized Volatility

open access: yesJournal of Forecasting, Volume 45, Issue 4, Page 1714-1729, July 2026.
ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley   +1 more source

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