Results 41 to 50 of about 3,197 (255)
Current Status and Challenges in Data Collection for Aerospace Coatings Deposited by Plasma Spraying
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 +8 more
wiley +1 more source
Stock price prediction using combined GARCH-AI models
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 +1 more
doaj +1 more source
Supporting AI Readiness Through Digital Workflows in Materials Science
Digitalization drives innovation in materials science by connecting data silos and turning heterogeneous processes into reusable research pipelines. Across 13 MaterialDigital projects, digital workflows reveal complementary pathways toward AI‐ready materials research, founded on structured data, persistent artifacts, executable orchestration, and ...
Marian Bruns +67 more
wiley +1 more source
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
Forecasting Inflation Applying ARIMA Model with GARCH Innovation: The Case of Pakistan
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 +3 more
doaj +1 more source
This work reveals the UV‐curing‐induced monomer‐rich domain, oligomer‐rich domain, and entangled oligomer domain. The cured submicron films in stressed state induce interlayer nano‐wrinkle structures during the deposition of the second layer. Stress‐free cured films in relaxed state form non‐diffusive, diffusive and semi‐diffusive interlayer ...
Shouzheng Chen +13 more
wiley +1 more source
The article points out the possibilities of using static D-Vine copula ARMA-GARCH model for estimation of 1 day ahead market Value at Risk. For the illustration we use data of the four companies listed on Prague Stock Exchange in range from 2010 to 2014.
Václav Klepáč, David Hampel
doaj +1 more source
Outlier detection in GARCH models [PDF]
We present a new procedure for detecting multiple additive outliers in GARCH(1,1) models at unknown dates. The outlier candidates are the observations with the largest standardized residual. First, a likelihood-ratio based test determines the presence and timing of an outlier.
Jurgen A. Doornik, Marius Ooms
openaire +5 more sources
Charge Storage and Dark Photocatalysis in Multivariate Ti‐Based Metal‐Organic Frameworks
The mixed‐linker series of the titanium‐based metal–organic framework COK‐47 enables systematic tuning of photoresponsiveness and (dark) photocatalytic activity, deepening our understanding of structure‐property‐function relationships. Tailored metal‐to‐ligand charge transfer between the secondary building units (metal‐oxo layers and organic linkers ...
Julia E. Knapp +11 more
wiley +1 more source
SKEW NORMAL AND SKEW STUDENT-T DISTRIBUTIONS ON GARCH(1,1) MODEL
The Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) type models have become important tools in financial application since their ability to estimate the volatility of financial time series data.
Didit Budi Nugroho +2 more
doaj +1 more source

