Predicting EU Emissions Allowance Prices Using Macroeconomic Indicators and Hybrid AI Models
ABSTRACT Predicting carbon allowance prices has grown more crucial in relation to carbon market regulation, financial strategy, and environmental policy development. This study examines a hybrid forecasting system that combines deep learning with ensemble machine learning models to forecast the price fluctuations of EU Emissions Allowance (EUAs) within
Saptarshi Ganguly +2 more
wiley +1 more source
Fisher-Information-Based Cooperative Sensor Node Pre-Selection for UWB-Aided GNSS-Denied UAV Swarm Localization Under Heterogeneous Ranging Noise. [PDF]
Sun Y, Du X, Gong P.
europepmc +1 more source
Threshold Asymmetric Conditional Autoregressive Range (TACARR) Model
ABSTRACT This paper introduces a Threshold Asymmetric Conditional Autoregressive Range (TACARR) model for analyzing the daily price ranges of financial assets. The proposed formulation assumes that the conditional expected range switches between two regimes, representing upward and downward market states, with the disturbance distribution also allowed ...
Isuru Ratnayake, V. A. Samaranayake
wiley +1 more source
Are We in Control? How Best to Include a Control Group in Interrupted Time Series Designs: A Simulation Study. [PDF]
Manca F, Mackay D, Lewsey J.
europepmc +1 more source
CLOGITHET: Stata module to estimate heteroscedastic conditional logit model
clogithet fits a heteroscedastic version of McFadden's conditional logit model. This model is also referred to as the parametrised heteroscedastic multinomial logit model (Hensher et al., 1999) and the heteroscedastic logit model (DeShazo and Fermo, 2002;
Arne Risa Hole
core
Loss‐Aware Forecast Construction for Realized Variance
ABSTRACT Forecasts of realized variance are commonly constructed from models of log‐realized variance and then transformed back to the original scale. However, the resulting forecasts are often evaluated using loss functions defined in relative rather than absolute terms, creating a potential mismatch between forecast construction and forecast ...
Nick Taylor
wiley +1 more source
Inference of latent epidemic regimes and generative simulations reveal how inequality and mobility shape COVID-19 transmission. [PDF]
Herrera-Marín M +2 more
europepmc +1 more source
The current study examines the role of Fintech, wind energy, and green technology in determining environmental suitability in Germany from 2000 to 2024. The study employs time series econometric methods to estimate the QQR and QR techniques. The positive effects of wind production, FinTech, Natural Resources and green technology on environmental ...
Hind Alofaysan, Kamel Si Mohammed
wiley +1 more source
Hybrid Physics-Informed and Bayesian Modeling of Single-Nanoparticle-Cell Adhesion Kinetics under Cytoskeletal Perturbation. [PDF]
Bettahar H, Santos HA, Zhou Q.
europepmc +1 more source
Case‐Mix Adjustment of Multidimensional Patient‐Reported Outcomes to Assess Hospital Performance
ABSTRACT Multidimensional patient‐reported outcome measures (PROMs) are increasingly used to compare the performance of health care providers. Meaningful comparisons require the data to be adjusted for differences in case‐mix. The common approach in the literature is to aggregate PROM data into univariate summary scores prior to case‐mix adjustment. In
Nils Gutacker, Yuanyuan Gu
wiley +1 more source

