Results 151 to 160 of about 149,904 (230)

Distributed burst firing mediates optimized cortical encoding of natural self-motion. [PDF]

Sci Adv
Carriot J, Mackrous I, Cullen KE, Chacron MJ.   +3 more
europepmc   +1 more source

Forecasting Duration in High‐Frequency Financial Data Using a Self‐Exciting Flexible Residual Point Process

Journal of Forecasting, EarlyView.
ABSTRACT This paper presents a method for forecasting limit order book durations using a self‐exciting flexible residual point process. High‐frequency events in modern exchanges exhibit heavy‐tailed interarrival times, posing a significant challenge for accurate prediction.
Kyungsub Lee
wiley   +1 more source

Nonreciprocal buckling makes active filaments polyfunctional. [PDF]

Proc Natl Acad Sci U S A
Al-Izzi SC, Du Y, Veenstra J, Morris RG, Souslov A, Carlson A, Coulais C, Binysh J.   +7 more
europepmc   +1 more source

MARS‐Diff: Guarded Residual Diffusion for Leakage‐Disciplined Probabilistic Portfolio‐Loss Forecasting

Journal of Forecasting, EarlyView.
ABSTRACT This paper develops Masked Asset–Regime Scenario Diffusion (MARS‐Diff), a leakage‐disciplined framework for probabilistic forecasting of multiday portfolio losses. The framework combines a regularized heterogeneous autoregressive model with exogenous predictors (HAR‐X) as its anchor, a train‐only masked representation of a high‐dimensional ...
Çağlar Sözen, Mervenur Sözen
wiley   +1 more source

Study on the Influence Law of Dispersant on the Resistance Value of MWCNTs/PANI Epoxy Semiconducting Coatings. [PDF]

Polymers (Basel)
Du B, Li D, Zhu K, Yue C, Xie J, Gao R.
europepmc   +1 more source

Risk Forecasting in Shipping Exchange‐Traded‐Fund (ETF) Markets

International Journal of Finance &Economics, EarlyView.
ABSTRACT This article examines the risk properties of freight‐derivative‐based exchange‐traded funds (ETFs), focusing on the Breakwave Dry Bulk Shipping ETF (BDRY), and evaluates the accuracy of Value‐at‐Risk (VaR) and Expected Shortfall (ES) forecasts across a range of econometric models.
Christos Katris, Manolis G. Kavussanos, Stergiani (Stella) A. Moysiadou   +2 more
wiley   +1 more source

Does shoe cushioning space affect patellofemoral pain risk? A study based on the integrated finite element model. [PDF]

iScience
Ge Q, Zhou H, Xu D, Zhang Z, Qu X, Yuan Y, Gu Y.   +6 more
europepmc   +1 more source

The Effects of Monetary Policy in the United Kingdom: New Evidence From SONIA Market Responses

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper constructs a new measure of the UK monetary policy instrument (MPI) using daily changes in the sterling overnight index average (SONIA) around Bank of England policy events from June 1997 to August 2025. The instrument explicitly accounts for pre‐event information and unconventional monetary policy (UMP) using lagged macro‐financial
Ayobami E. Ilori, Lucia M. Murgia
wiley   +1 more source

An adaptive oppositional grey wolf optimizer for complex engineering problems. [PDF]

Sci Rep
Khalid OW, Isa NAM, Alwan KM, Tiang SS, Sharma A, Berghout T, Tiang JJ, Lim WH.   +7 more
europepmc   +1 more source

Time‐Frequency Market‐State Learning for Execution‐Aware Directional Prediction: Evidence From the CSI 300 Index

International Studies of Economics, EarlyView.
ABSTRACT Financial markets can be viewed as multiscale information systems in which short‐lived disturbances, recurrent temporal patterns, liquidity conditions, and execution constraints jointly shape index price movements. This study develops an empirical‐wavelet‐and‐Fourier time‐frequency (EFT) feature block integrated with a ConvTransformer ...
Yi Chen, Ranzhe Jing, Qiang Li
wiley   +1 more source