Results 241 to 250 of about 67,338 (298)

Forecasting With Machine Learning Shadow‐Rate VARs

Journal of Forecasting, EarlyView.
ABSTRACT Interest rates are fundamental in macroeconomic modeling. Recent studies integrate the effective lower bound (ELB) into vector autoregressions (VARs). This paper studies shadow‐rate VARs by using interest rates as a latent variable near the ELB to estimate their shadow‐rate values.
Michael Grammatikopoulos
wiley   +1 more source

Symplectic Geometry of Teichmüller Spaces for Surfaces with Ideal Boundary. [PDF]

Commun Math Phys
Alekseev A, Meinrenken E.
europepmc   +1 more source

PRE-BLOCH INVARIANT FOR 3-MANIFOLD WITH HIGHER GENUS BOUNDARY(Topology, Complex Analysis and Arithmetic of Hyperbolic Spaces)

, 2007
Yuichi Kabaya
openalex   +1 more source

Optimal Variance Forecasting in a Trading Context

Journal of Forecasting, EarlyView.
ABSTRACT In financial trading, the economic value of return and variance forecasts arises from three key components: an investor's risk preference, the quality of return predictions, and the accuracy of risk estimates. This study isolates the third component—risk knowledge—and demonstrates that its contribution is a non‐linear function of realized and ...
Nick Taylor
wiley   +1 more source

A Novel and Powerful Dual-Stream Multi-Level Graph Convolution Network for Emotion Recognition. [PDF]

Sensors (Basel)
Hou G, Yu Q, Chen G, Chen F.
europepmc   +1 more source

On equivariant embeddings of hyperbolic surfaces into hyperbolic 3-manifolds [PDF]

Bruno Zimmermann
openalex   +1 more source

Oil Futures Prices, Inflation Expectations, and Bond Risk Premiums

Journal of Futures Markets, EarlyView.
ABSTRACT By decomposing West Texas Intermediate futures price changes into structural supply and demand shocks, this paper shows that dissecting the oil price significantly improves inflation forecasts. Empirically, demand‐driven shocks predict a negative real bond risk premium but a positive inflation risk premium; these opposing effects result in an ...
Haibo Jiang
wiley   +1 more source

Graph-Regularized Manifold-Aware Conditional Wasserstein GAN for Brain Functional Connectivity Generation. [PDF]

Hum Brain Mapp
Tan YF, Noman F, Phan RC, Ombao H, Ting CM.   +4 more
europepmc   +1 more source

Managers' Decisions About Informal Accommodation Requests by Employees With and Without Disabilities

Human Resource Management, EarlyView.
ABSTRACT Although formal accommodations are required by law across many jurisdictions, many employees seek informal adjustments to their work conditions. These individualized work arrangements are not rooted in legal compliance but are instead provided at managers' discretion.
Silvia Bonaccio, Catherine E. Connelly, Matthew J. W. McLarnon, Ian R. Gellatly   +3 more
wiley   +1 more source