Results 51 to 60 of about 87 (78)

Coherent Forecasting of Realized Volatility

Journal of Forecasting, Volume 45, Issue 4, Page 1714-1729, July 2026.
ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley   +1 more source

Improving child mental health and learning outcomes and reducing stigma and discrimination in conflict setting: findings from a cluster randomized controlled trial of a classroom‐based psychosocial intervention in rural primary schools in Afghanistan

Journal of Child Psychology and Psychiatry, Volume 67, Issue 7, Page 1127-1146, July 2026.
Background Conflict and crises have long‐lasting and dramatic consequences on the mental health of children. We aimed to investigate the effectiveness of a psychosocial intervention on child mental health in Afghanistan. Methods A two‐arm cluster‐randomized controlled trial was conducted in 83 rural primary schools within three provinces of Afghanistan.
Jean‐Francois Trani, Yiqi Zhu, Saria Bechara, Shuya Yin, Parul Bakhshi, Ian Kaplan, Ramkrishna K. Singh, Mohammed A. Modaber, Hashim Rawab, Madelyn Yoo, Kim Thuy Seelinger, Ganesh M. Babulal, Ramesh Raghavan   +12 more
wiley   +1 more source

What Are Asset Price Bubbles? A Survey on Definitions of Financial Bubbles

Journal of Economic Surveys, Volume 40, Issue 3, Page 1572-1592, July 2026.
ABSTRACT Financial bubbles and crashes have repeatedly caused economic turmoil notably but not just during the 2008 financial crisis. However, both in the popular press as well as scientific publications, the meaning of bubble is sometimes unspecified.
Michael Heinrich Baumann, Anja Janischewski   +1 more
wiley   +1 more source

Robust Bernoulli Mixture Models for Credit Portfolio Risk

Mathematical Finance, Volume 36, Issue 3, Page 528-543, July 2026.
ABSTRACT This paper presents comparison results and establishes risk bounds for credit portfolios within classes of Bernoulli mixture models, assuming conditionally independent defaults that are stochastically increasing in a common risk factor. We provide simple and interpretable conditions on conditional default probabilities that imply a comparison ...
Jonathan Ansari, Eva Lütkebohmert
wiley   +1 more source

Upscaling the Strength Domain of Heterogeneous Cohesive‐Frictional Materials via a General FFT‐Based Limit Analysis Approach

International Journal for Numerical Methods in Engineering, Volume 127, Issue 12, 30 June 2026.
ABSTRACT Limit analysis and yield design provide a well‐defined mathematical framework for upscaling the strength properties of heterogeneous materials. These techniques can be incorporated into an FFT‐based computational micromechanics framework to evaluate the strength of heterogeneous materials, based on images of their microstructure.
Elodie Donval, Matti Schneider
wiley   +1 more source

Mechanoadaptation via Myosin Cytoplasmic Redistribution Protects Circulating Tumor Cells From Shear‐induced Death During Hematogenous Dissemination

Advanced Science, Volume 13, Issue 33, 15 June 2026.
This study investigates how CTCs survive varying shear stress during hematogenous metastasis. We uncover a self‐protection mechanism, by which non‐adherent CTCs adapt to high shearing milieu through accumulated cytoplasmic myosin‐mediated disruption of myosin‐actin binding, attenuating force transmission into chromatin to protect CTCs from shear ...
Cunyu Zhang, Qianchun Wang, Keming Li, Guanshuo Hu, Ying Xin, Kai Tang, Bing Hu, Pengyu Du, Renwei Mao, Baohua Ji, Youhua Tan   +10 more
wiley   +1 more source

Transient dynamics and nonlinear fitness: A matrix approach to pulse and press perturbation

Ecology, Volume 107, Issue 6, June 2026.
Abstract Disturbances can occur as short‐lived pulses (e.g., storms) or sustained presses (e.g., chronic drought). Much work in ecology has developed methods to help predict how natural populations respond to disturbances, but analyses of pulse and press disturbances have been largely disconnected.
Harman Jaggi, Shripad Tuljapurkar, Wenyun Zuo, Samuel J. L. Gascoigne, Maja Kajin, Roberto Salguero‐Gómez   +5 more
wiley   +1 more source

Efficient Numerical Framework for Geothermal Energy Production Optimization in Fracture‐Controlled Reservoirs

International Journal for Numerical Methods in Fluids, Volume 98, Issue 6, Page 709-730, June 2026.
We introduce an efficient open‐source numerical framework for the automated search for the placements of injection and production wells in hot fracture‐controlled reservoirs that sustainably optimize geothermal energy production. We model the reservoirs as discrete fracture networks in 3D. The fluid flow and heat transport in the reservoirs are modeled
Ondřej Pártl, Ernesto Meneses Rioseco
wiley   +1 more source

Quadratic Hedging of American Options Under GARCH Models

Journal of Futures Markets, Volume 46, Issue 6, Page 1079-1097, June 2026.
ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley   +1 more source

Assessment of Potential Sources of Variability on the Analytical Performance of a Circulating Tumor DNA Minimal Residual Disease Test for B‐Cell Lymphomas

Journal of Clinical Laboratory Analysis, Volume 40, Issue 11, June 2026.
Laboratory tests must exhibit robustness to common sources of test variability, particularly for tests with the potential to inform treatment decisions. This study presents data that shows that a phased variant enrichment and detection sequencing (PhasED‐Seq)‐based circulating tumor DNA minimal residual disease (ctDNA‐MRD) test is robust, with results ...
Nina Klimova, Alanna Roff, Justine McCutcheon, Alex Aheimer, Sandra L. Close, Richard D. Hockett, Stephanie Meek, Laura Hyland   +7 more
wiley   +1 more source