Intelligent system for portfolio optimization for novel volatility forecasting using machine learning. [PDF]
Biswas T, Dey A, Mandal G, Ghosh N.
europepmc +1 more source
Time‐Varying Skewness–Kurtosis Dynamics in Bitcoin Markets
ABSTRACT This paper examines the relationship between skewness and kurtosis in Bitcoin spot and futures markets using high‐frequency data. We document a strong convex skewness–kurtosis relationship consistent with theoretical moment restrictions. Trading activity is positively associated with realized kurtosis, particularly in futures markets, though ...
Ariston Karagiorgis, Antonis Ballis
wiley +1 more source
Sample splitting and assessing goodness-of-fit of time series. [PDF]
Davis RA, Fernandes L.
europepmc +1 more source
Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment
ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley +1 more source
AI-Carbon-Energy: Spillover effects and drivers in interconnected markets. [PDF]
Zhang M, Pan Y, Su B, Zhou D.
europepmc +1 more source
Applications and limitations of AI tools in enzyme design
Abstract Enzymes catalyze various different chemical reactions often with high efficiency and selectivity compared to synthetic catalysts. Advances in protein engineering over the past decades have allowed researchers to design enzymes, improving their catalytic performance and adapting them for specific or entirely novel chemical reactions.
Rosa Teijeiro‐Juiz +6 more
wiley +1 more source
Stock Forecasting Based on Informational Complexity Representation: A Framework of Wavelet Entropy, Multiscale Entropy, and Dual-Branch Network. [PDF]
Tian G, Xu C, Yang Y.
europepmc +1 more source
Modeling Treatment Response in Tuberculosis Early Bactericidal Activity Trials
ABSTRACT Culture‐based monitoring of bacterial load is slow and susceptible to missing data, contributing to the length and cost of TB clinical trials. Non‐culture‐based alternatives, like the Tuberculosis Molecular Load Bacterial Assay (TB‐MBLA), could represent a solution.
Mairi C. W. McClean +15 more
wiley +1 more source
Correction: Ban-Cucerzan et al. Bovine Mastitis Therapy at a Crossroads: Pharmacokinetic Barriers, Biofilms, Antimicrobial Resistance, and Emerging Solutions. <i>Pharmaceuticals</i> 2026, <i>19</i>, 175. [PDF]
Ban-Cucerzan A +5 more
europepmc +1 more source
Incorporating coherent multiple scattering into modelling of small‐q scattering data
A new example for coherent multiple scattering is presented that confirms the Teubner–Strey model with its surface scattering for porous materials.In a recent paper [Frielinghaus & Gommes (2025), J. Appl. Cryst.58, 1553–1570] the appearance of coherent multiple scattering was discussed, whereby surface scattering takes over against the classical bulk ...
Henrich Frielinghaus
wiley +1 more source

