Results 161 to 170 of about 12,374 (273)

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann   +2 more
wiley   +1 more source

Electricity Price Prediction Using Multikernel Gaussian Process Regression Combined With Kernel‐Based Support Vector Regression

open access: yesJournal of Forecasting, EarlyView.
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

Unconventional Marketing [PDF]

open access: yes, 2014
Gricenko, Vlad   +2 more
core  

Exploring the Nexus Between Sustainability Index and Central European Stock Markets Competitiveness: Evidence Through Time–Frequency Analysis and SHAP

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT Sustainability has become an important factor shaping financial markets and investor behavior. This paper examines the relationship between sustainability indices and Central European stock markets using a time–frequency approach. Wavelet coherence is employed to capture time‐varying co‐movements between sustainability indices and stock market
Zuzana Janková   +4 more
wiley   +1 more source

Nonthermal Food Processing Technologies: A Comprehensive Review

open access: yesFuture Postharvest and Food, EarlyView.
The graphical abstract illustrates the shift from traditional thermal food preservation methods to advanced nonthermal technologies. Traditional methods, represented by heating, often compromise the nutritional and sensory quality of foods. In contrast, nonthermal approaches such as high‐pressure processing (HPP), pulsed electric field (PEF ...
Ashok Kumar Yadav   +5 more
wiley   +1 more source

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