A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios
Journal 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
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Marginally Interpretable Spatial Logistic Regression With Bridge Processes. [PDF]
Stat MedLee CJ, Dunson DB.
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Magnetic Resonance in Medicine, Volume 96, Issue 1, Page 387-402, July 2026.ABSTRACT Purpose We aim to inform the design of new diffusion MRI (dMRI) approaches for microvasculature quantification that enhance the biological specificity of imaging towards cancer. Methods We adopted simulation‐informed modelling of the vascular dMRI signal. We synthesised signals from 1500 synthetic vascular networks, for a variety of protocols (
Anna Kira Voronova +11 more
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Controlled-Release Experiment to Optimize Emission Quantification of H<sub>2</sub> Point Sources. [PDF]
ACS EST AirWestra IM +4 more
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Numerical Methods for Partial Differential Equations, Volume 42, Issue 4, July 2026.ABSTRACT The main purpose of this paper is to design a fully discrete local discontinuous Galerkin (LDG) scheme for the generalized Benjamin–Ono equation. First, we prove the L2$$ {L}^2 $$‐stability for the proposed semi‐discrete LDG scheme and obtained a suboptimal order of convergence for power nonlinear flux.
Mukul Dwivedi, Tanmay Sarkar
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Universal work extraction in quantum thermodynamics. [PDF]
Nat CommunWatanabe K, Takagi R.
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Tailoring electron bunch quality in laser-plasma acceleration: a comparative study of Bessel-Gaussian and Gaussian laser profiles under variable plasma density geometries. [PDF]
Sci RepKhooniki R +3 more
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Statistics in Medicine, Volume 45, Issue 15-17, July 2026.ABSTRACT For many health conditions, there are highly efficacious treatment and prevention products. Maximizing their impact requires strategies that improve the reach of health screening in order to establish who could benefit. For example, HIV prevention strategies aim to expand risk screening and to improve uptake of pre‐exposure prophylaxis (PrEP ...
Joy Z. Nakato +7 more
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Data-Driven Operational Bounds of Transmembrane Pressure for Modelling and Digital Twin Development in Haemodialysis and Haemodiafiltration. [PDF]
Bioengineering (Basel)Dinu A, Frunzete M, Mihailovschi D.
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An Information Geometry‐Based Method to Study Atmospheric and Seismic Phenomena With VLF Signals
Earth and Space Science, Volume 13, Issue 7, July 2026.Abstract We propose to employ the framework of information geometry to detect anomalies in Very Low Frequency (VLF) and Low Frequency (LF) signal propagation, measured globally across amplitude and phase channels. Using a sliding‐window approach, the probability distributions of signal data are compared over adjacent intervals, defining a statistical ...
Abhiram Anand Thiruthummal +4 more
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