Results 41 to 50 of about 16,252 (305)

Forecasting the Volatility of the Cryptocurrency Market by GARCH and Stochastic Volatility

Mathematics, 2021
This study examines the volatility of nine leading cryptocurrencies by market capitalization—Bitcoin, XRP, Ethereum, Bitcoin Cash, Stellar, Litecoin, TRON, Cardano, and IOTA-by using a Bayesian Stochastic Volatility (SV) model and several GARCH models ...
Jong-Min Kim, Chulhee Jun, Junyoup Lee
doaj   +1 more source

Prominent Movement Disorders in RNU2‐2‐Related Spliceosomopathy

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Pediatric movement disorders often overlap with neurodevelopmental diseases, suggesting shared molecular mechanisms. Variants in small nuclear RNA (snRNA) genes encoding spliceosome components have recently been associated with neurodevelopmental disorders, termed “RNUopathies.” We analyzed genome sequencing data from 14 patients with ...
Magdalena Krygier, Ugo Sorrentino, Matias Wagner, Marta Zawadzka, Anna Lemska, Maria Mazurkiewicz‐Bełdzińska, Michael Zech   +6 more
wiley   +1 more source

Forecasting Inflation Applying ARIMA Model with GARCH Innovation: The Case of Pakistan

Journal of Accounting and Finance in Emerging Economies, 2021
Purpose: The research aims to build a suitable model for the conditional mean and conditional variance for forecasting the rate of inflation in Pakistan by summarizing the properties of the series and characterizing its salient features.
Tahira Bano Qasim, Hina Ali, Natasha Malik, Malika Liaquat   +3 more
doaj   +1 more source

Stable Mixture GARCH Models [PDF]

SSRN Electronic Journal, 2011
A new model class for univariate asset returns is proposed which involves the use of mixtures of stable Paretian distributions, and readily lends itself to use in a multivariate context for portfolio selection. The model nests numerous ones currently in use, and is shown to outperform all its special cases.
Broda, Simon A, Haas, Markus, Krause, Jochen, Paolella, Marc S, Steude, Sven C   +4 more
openaire   +5 more sources

Phase Field Failure Modeling: Brittle‐Ductile Dual‐Phase Microstructures under Compressive Loading

Advanced Engineering Materials, EarlyView.
The approach by Amor and the approach by Miehe and Zhang for asymmetric damage behavior in the phase field method for fracture are compared regarding their fitness for microcrack‐based failure modeling. The comparison is performed for the case of a dual‐phase microstructure with a brittle and a ductile constituent.
Jakob Huber, Jan Torgersen, Ewald Werner
wiley   +1 more source

Formation of Gallium Monofluoride in the Coordination Sphere of Nickel

Angewandte Chemie, EarlyView.
The elusive gas‐phase species gallium monofluoride forms selectively in the coordination sphere of a nickel(II) centre as a product of C(sp3)–F bond activation, with a weakly coordinating anion as the fluorine source. The herein reported gallium monofluoride ligand acts as a very strong σ‐donor ligand at nickel and serves as a fluorine donor towards ...
Johannes Stephan, Samia Kahlal, Jean‐Yves Saillard, Marvin Mühlau, Lisa Gremmel, Christian Gemel, Roland A. Fischer   +6 more
wiley   +2 more sources

Stock price prediction using combined GARCH-AI models

Scientific African
The non-linear and non-stationary nature of financial time series data poses significant challenges for standalone statistical and neural network methods.
John Kamwele Mutinda, Amos Kipkorir Langat   +1 more
doaj   +1 more source

Forecasts of Value-at-Risk and Expected Shortfall in the Crude Oil Market: A Wavelet-Based Semiparametric Approach

Energies, 2020
We propose the use of wavelet-based semiparametric models for forecasting the value-at-risk (VaR) and expected shortfall (ES) in the crude oil market. We compared the forecast outcomes across different time scales for three semiparametric models, three ...
Lu Yang, Shigeyuki Hamori
doaj   +1 more source

Current Status and Challenges in Data Collection for Aerospace Coatings Deposited by Plasma Spraying

Advanced Engineering Materials, EarlyView.
An innovative approach has been integrated into the GRENAT project to optimize plasma spraying and coating performance. Raw materials are accelerated and melted in the plasma generated by torches, creating coatings. Monitoring sensors collect process data which are combined with ex situ characterization data.
Lila Randriamananjara, Vincent Rat, Quentin Dubreuil, Patrice Valorge, Simon Goutier, Alain Denoirjean, Olivier Messe, Céline Ruelle, Jean‐Philippe Poli   +8 more
wiley   +1 more source

A Neutral “Masked” Diborene and Its Reactivity Toward Metal‐Free Pyridine Homocoupling

Angewandte Chemie, EarlyView.
An unprecedented neutral “masked” diborene, formed via intramolecular arene dearomatization of an N‐heterocyclic imine‐supported free diborene, can be photochemically released to regenerate the highly reactive triplet diborene intermediate. Computational analysis elucidates the bonding situation of the hitherto elusive free diborene species, and the ...
Ke Li, Arseni Kostenko, John A. Kelly, Tobias Weng, Shigeyoshi Inoue   +4 more
wiley   +2 more sources