SSEL-CPP: A SHAP-based feature-selection ensemble learning framework identifies molecular properties of cell-penetrating peptides. [PDF]
Kwon CW +5 more
europepmc +1 more source
Properties of Hierarchical Archimedean Copulas [PDF]
In this paper we analyse the properties of hierarchical Archimedean copulas. This class is a generalisation of the Archimedean copulas and allows for general non-exchangeable dependency structures. We show that the structure of the copula can be uniquely
Yarema Okhrin +2 more
core
Introduction This systematic review and meta‐analysis aimed to evaluate the effects of nutritional interventions during pregnancy on maternal and neonatal outcomes. Methods The review followed Preferred Reporting Items for Systematic Reviews and Meta‐Analyses guidelines and was registered in PROSPERO (CRD42024528918).
Güleren Sabuncular +5 more
wiley +1 more source
Evidence of improvement: A two-decade decline in pulmonary embolism procedural mortality. [PDF]
Ferguson C +8 more
europepmc +1 more source
Product Introduction Events and Stock Returns: A Meta‐Analysis
ABSTRACT Academic Summary Product introduction events are frequent across industries, countries, and other contexts and part of the innovation strategy of many companies. However, the future performance of new products is uncertain, posing significant risks for firms and investors and leading to heterogeneous stock market responses.
Niklas Grube, Erik Maier, Tammo Bijmolt
wiley +1 more source
Artificial intelligence agents as advanced decision support systems in public decision-making: evidence from Peru. [PDF]
Medrano-Sánchez EJ, Jara J.
europepmc +1 more source
On Testing for Independence Between Generalized Error Models of Several Time Series
ABSTRACT We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete distributions. These models include stochastic volatility models and regime‐switching models with possibly zero‐inflated regimes.
Kilani Ghoudi +2 more
wiley +1 more source
Impact of an educational intervention on dental professionals' ability to associate oral cancer risk factors with pathological changes: a before-and-after quasi-experimental study. [PDF]
Chauhan B +4 more
europepmc +1 more source
Kendall's Tau as the test for trend in time series data
When using nonparametric tests test time series data for trends, most require that the data the model independent and identically distributed. course, real-world data not always meet this requirement.
Chen, Xiaolei
core
Moving Aggregate Modified Autoregressive Copula‐Based Time Series Models (MAGMAR‐Copulas)
ABSTRACT Copula‐based time series models can model univariate and stationary time series in a flexible way by decomposing the joint distribution of consecutive observations into a copula and the stationary distribution. Implicitly, this approach assumes a finite Markov order. In reality, a time series may not follow the Markov property.
Sven Pappert
wiley +1 more source

