Results 151 to 160 of about 3,645 (233)

An Uncertainty-Aware Temporal Transformer for Probabilistic Interval Modeling in Wind Power Forecasting. [PDF]

Sensors (Basel)
Sun S, Chen M, Mo M, Yan X, Xiong Z, Hu Y, Zhan Y.   +6 more
europepmc   +1 more source

Intraday Functional PCA Forecasting of Cryptocurrency Returns

Journal of Forecasting, EarlyView.
ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley   +1 more source

A New Approach to the Nonparametric Behrens-Fisher Problem With Compatible Confidence Intervals. [PDF]

Biom J
Schüürhuis S, Konietschke F, Brunner E.   +2 more
europepmc   +1 more source

Term Spread Volatility as a Leading Indicator of Economic Activity

Journal of Forecasting, EarlyView.
ABSTRACT In this paper, we examine the macroeconomic predictive power of the volatility of the US Treasury yield curve slope (term spread volatility). Our forecasting exercise shows that US term spread volatility has significant predictive power for US industrial production and employment growth.
Anastasios Megaritis, Dimitrios Bakas, Theodora Bermpei, Athanasios Triantafyllou   +3 more
wiley   +1 more source

Thermostable ancestors enabled evolutionary diversification of promiscuous chemical defence enzymes. [PDF]

EMBO J
Thomson RES, Gumulya Y, Bengochea AW, Foley G, Zaugg J, Aagaard A, Ross CM, Beckett J, Bodén M, Jurva U, Hayes MA, Andersson S, Gillam EMJ.   +12 more
europepmc   +1 more source

Identifying Drivers of Deviations From Rational Expectations: Using a New Irrational Index for Inflation Forecasts

Journal of Forecasting, EarlyView.
ABSTRACT Most studies on inflation forecasts have studied behavioral biases, informational frictions, or external shocks in isolation, without considering how these factors jointly drive deviations from rational expectations. We therefore adopt an integrated framework that simultaneously estimates the behavioral, informational, and external ...
Belen Chocobar, Peter Claeys
wiley   +1 more source

Coordinated Pre- and Postsynaptic Protein Dynamics Underlie Rapid Sema4D-Induced Inhibitory Synapse Assembly. [PDF]

eNeuro
Pranske Z, Paradis S.
europepmc   +1 more source

Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models

Journal of Forecasting, EarlyView.
ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu, Mawuli Segnon, Oguzhan Cepni, Rangan Gupta   +3 more
wiley   +1 more source

Correcting Measurement Error and Zero Inflation in Functional Covariates for Scalar-on-Function Quantile Regression. [PDF]

Stat Med
Qin C, Xue L, Beyaztas U, Zoh RS, Benden M, Goldsmith J, Tekwe CD.   +6 more
europepmc   +1 more source

Predicting EU Emissions Allowance Prices Using Macroeconomic Indicators and Hybrid AI Models

Journal of Forecasting, EarlyView.
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, Pooja Sengupta, Divya Aggarwal   +2 more
wiley   +1 more source