Coherent Forecasting of Realized Volatility
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
Severe cytomegalovirus encephalitis in an immunocompetent man: a case report. [PDF]
Chait F +5 more
europepmc +1 more source
ABSTRACT This paper presents a new hybrid model for predicting German electricity prices. The algorithm is based on a combination of Gaussian process regression (GPR) and support vector regression (SVR). Although GPR is a competent model for learning stochastic patterns within data and for interpolation, its performance for out‐of‐sample data is not ...
Abhinav Das +2 more
wiley +1 more source
Diagnostic Challenges in Intracranial Rosai-Dorfman Disease: Differentiating It From Meningiomas Using Imaging. [PDF]
Mourad JF, Bryniarski M.
europepmc +1 more source
Why Do Hedgers Hedge? The Role of Ambiguity
ABSTRACT This paper investigates whether ambiguity influences hedging behavior in commodity futures markets. Using high‐frequency crude oil futures data, distinct measures of risk and ambiguity are linked to weekly hedging positions from the Commodity Futures Trading Commission (CFTC).
Fiona Höllmann
wiley +1 more source
Minimizing Movements for the Generalized Power Mean Curvature Flow. [PDF]
Bellettini G, Kholmatov SY.
europepmc +1 more source
Tiny “ecosystem engineers,” plateau pikas range across 1600 m², about two basketball courts, mixing soil and nutrients that sustain Tibet's fragile grasslands. Custom‐made trackers and drone imagery show dawn‐to‐dusk surface foraging and nested‐scale patch choices, offering fresh guidance for wildlife‐friendly grazing management.
Dan Li, Johannes M. H. Knops, Li Li
wiley +1 more source
Mirror Descent and Exponentiated Gradient Algorithms Using Trace-Form Entropies. [PDF]
Cichocki A +3 more
europepmc +1 more source
How (not) to Cage an Electron: The Perfluoro Cage Effect as an Extrinsic Molecular Property
A rigorous definition within Kohn–Sham density functional theory is presented for the notion of an caged electron inside perfluorinated fullerenes as radical anions. ABSTRACT The notion of a (molecular) electron cage was coined for the unique hosting capacity of perfluorocubane, suggesting the “encapsulation of an electron” within the highly symmetric ...
Andreas Riedmiller +2 more
wiley +1 more source
Cerebral Amyloid Angiopathy With Progressive Cortical Superficial Siderosis and Convexity Subarachnoid Hemorrhage in an Apolipoprotein E (APOE) ε2/ε2 Homozygous Patient: A Case Report and Literature Review. [PDF]
Hayashi M, Ikeda M, Kobayashi K.
europepmc +1 more source

