Results 41 to 50 of about 1,347 (161)

Modeling and Forecasting Daily Hotel Demand: A Comparison Based on SARIMAX, Neural Networks, and GARCH Models

Forecasting, 2021
Overnight forecasting is a crucial challenge for revenue managers because of the uncertainty associated between demand and supply. However, there is limited research that focuses on predicting daily hotel demand.
Apostolos Ampountolas
doaj   +1 more source

Study on Dynamic Risk Measurement Based on ARMA-GJR-AL Model [PDF]

Applied and Computational Mathematics, 2015
This paper established the ARMA-GJR-AL model of dynamic risk VaR and CVaR measurement. Considering from aspects of the correlation and volatility and residual distribution characteristics, studying the dynamic risk measures of VaR and CVaR based on ARMA-GJR-AL model.
openaire   +1 more source

Interactive online calculator for estimation of muscle and hepatic insulin sensitivity in adults with Type 1 diabetes using clinical and research biomarkers

Diabetes, Obesity and Metabolism, EarlyView.
Abstract Aims Impaired insulin sensitivity is an under‐recognised risk in Type 1 diabetes but is challenging to measure with ‘gold‐standard’ euglycaemic clamps. Adding stable‐isotope glucose distinguishes hepatic and muscle insulin action (assessed by endogenous glucose production [EGP] and glucose infusion rate [GIR], respectively).
Andrzej S. Januszewski, Jennifer R. Snaith, Greg M. Kowalski, Clinton R. Bruce, D. Jane Holmes‐Walker, Alicia J. Jenkins, Jerry R. Greenfield   +6 more
wiley   +1 more source

GRG Non-Linear and ARWM Methods for Estimating the GARCH-M, GJR, and log-GARCH Models

JTAM (Jurnal Teori dan Aplikasi Matematika), 2022
Numerous variants of the basic Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models have been proposed to provide good volatility estimating and forecasting. Most of the study does not work Excel’s Solver to estimate GARCH-type models.
Didit Budi Nugroho, Lam Peter Panjaitan, Dini Kurniawati, Zaini Kholil, Bambang Susanto, Leopoldus Ricky Sasongko   +5 more
doaj   +1 more source

The spectrum of communication abilities in children with 12 rare neurodevelopmental disorders: a qualitative study with caregivers

Journal of Child Psychology and Psychiatry, EarlyView.
Background Our aim was to update an existing model of communication ability for children with rare neurodevelopmental disorders (NDDs) by centring caregiver and family perspectives. This project is part of a larger initiative to improve the measurement of communication ability for these children in the context of clinical trials.
Christina K. Zigler, Molly McFatrich, Nicole Lucas, Kate Plyler, Leslie Zapata‐Leiva, Kelly Gordon, Harrison N. Jones, Li Lin, Jennifer Kern, Abigail Radar, Dandan Chen, Elika Bergelson, Kate Still, Brigette Hinger, Christal G. Delagrammatikas, Sarah Poliquin, Brittany P. Short, Liz Marfia‐Ash, Kimberly Stephens, Haley O. Oyler, J Michael Graglia, Kali Worth, Charlene Son Rigby, James R. Goss, Bo Bigelow, Geraldine Bliss, Karen Beatty, Leah Schust Myers, Melissa Thelen, Nuala Summerfield, Terry Jo Bichell, Bryce B. Reeve   +31 more
wiley   +1 more source

Specimen‐tailored ‘lived’ climate reveals precipitation onset and amount best predict specimen phenology, but only weakly predict estimated reproduction across a clade

New Phytologist, EarlyView.
Summary Herbarium specimens are widely distributed in space and time, thereby capturing diverse conditions. We reconstructed specimen ‘lived’ climate from knowledge of germination cues and collection dates for 14 annual species in the Streptanthus (s.l.) clade (Brassicaceae) to ask: which climate attributes best explain specimen phenological stage and ...
Megan Bontrager, Samantha J. Worthy, Laura Leventhal, Julin N. Maloof, Jennifer R. Gremer, Johanna Schmitt, Sharon Y. Strauss   +6 more
wiley   +1 more source

Determination of Value-at-Risk in UNVR Stocks Using ARIMA-GJR-GA RCH Model

Operations Research: International Conference Series, 2021
Stocks are investment instruments that are in great demand by investors as a basis for storing finances. The most important thing in investing is the return and risk of loss obtained from investing in stocks. Risk measurement is carried out using Value-at-Risk and Conditional Value-at-Risk.
Rizki Apriva Hidayana, Herlina Napitupulu, Sukono Sukono   +2 more
openaire   +1 more source

Mechanistic Underpinnings of Emotional Face Processing in Suicide Risk: Exploring the Moderating Effects of Cortisol on Neural Parameters Using Magnetoencephalography

Psychiatric Research and Clinical Practice, EarlyView.
Objective Suicide has been linked to distinct impairments in emotional face processing. This magnetoencephalography (MEG) study used a multimodal design to address how cortisol dysregulation, often reported in individuals with suicidal thoughts and behaviors, affects emotional face processing.
Steven J. Lamontagne, Jessica R. Gilbert, Yoojin Lee, Lucinda I. Neely, Laura R. Waldman, Carlos A. Zarate Jr, Elizabeth D. Ballard   +6 more
wiley   +1 more source

Forecasting the Volatility of Real Residential Property Prices in Malaysia: A Comparison of Garch Models

Real Estate Management and Valuation, 2023
The presence of volatility in residential property market prices helps investors generate substantial profit while also causing fear among investors since high volatility implies a high return with a high risk.
Suleiman Ahmad Abubakar, Othman Mahmod, Daud Hanita, Abdullah Mohd Lazim, Kadir Evizal Abdul, Kane Ibrahim Lawal, Husin Abdullah   +6 more
doaj   +1 more source

A Fuzzy Framework for Realized Volatility Prediction: Empirical Evidence From Equity Markets

Journal of Forecasting, Volume 45, Issue 3, Page 1261-1291, April 2026.
ABSTRACT This study introduces a realized volatility fuzzy time series (RV‐FTS) model that applies a fuzzy c‐means clustering algorithm to estimate time‐varying c latent volatility states and their corresponding membership degrees. These memberships are used to construct a fuzzified volatility estimate as a weighted average of cluster centroids.
Shafqat Iqbal, Štefan Lyócsa
wiley   +1 more source