Results 221 to 230 of about 329,967 (359)

A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley   +1 more source

Long-run logistics-based control of non-immunizing infectious diseases. [PDF]

Infect Dis Model
Tsadikovich D.
europepmc   +1 more source

Forecasting Count Data With Varying Dispersion: A Latent‐Variable Approach

Journal of Forecasting, EarlyView.
ABSTRACT Count data, such as product sales and disease case counts, are common in business forecasting and many areas of science. Although the Poisson distribution is the best known model for such data, its use is severely limited by its assumption that the dispersion is a fixed function of the mean, which rarely holds in real‐world scenarios.
Easton Huch, Candace Berrett, Mason Ferlic, Kimberly F. Sellers   +3 more
wiley   +1 more source

Inverse reinforcement learning by expert imitation for the stochastic linear-quadratic optimal control problem [PDF]

Zhongshi Sun, Guangyan Jia
openalex   +1 more source

Forecasting House Prices: The Role of Market Interconnectedness

Journal of Forecasting, EarlyView.
ABSTRACT While the existing research uncovers interconnections between various housing markets, it largely ignores the question of whether such linkages can improve house price predictions. To address this issue, we proceed in two steps. First, we forecast disaggregated house price growth rates from Australia and China to determine whether ...
Zac Chen, George Milunovich, Shuping Shi, Ben Wang   +3 more
wiley   +1 more source

Trajectories of Alcohol-Related Problems Among First-Year Nursing Students: Nature, Predictors, and Outcomes. [PDF]

Stress Health
Cheyroux P, Morin AJS, O'Connor RM, Colombat P, Vancappel A, Eltanoukhi R, Gillet N.   +6 more
europepmc   +1 more source

About Solution of Discrete Linear-Quadratic Optimal Control Problem

, 2009
N. Yu. Troshina
openalex   +1 more source

Electricity Price Prediction Using Multikernel Gaussian Process Regression Combined With Kernel‐Based Support Vector Regression

Journal of Forecasting, EarlyView.
ABSTRACT This paper presents a new hybrid model for predicting German electricity prices. The algorithm is based on a combination of Gaussian process regression (GPR) and support vector regression (SVR). Although GPR is a competent model for learning stochastic patterns within data and for interpolation, its performance for out‐of‐sample data is not ...
Abhinav Das, Stephan Schlüter, Lorenz Schneider   +2 more
wiley   +1 more source

Analysis, control, and forecasting the dynamics of SIRD models with saturated treatment and nonlinear incidence. [PDF]

Sci Rep
Elsonbaty A, Ramaswamy R, Padmaja S, Teklu SW, Abdelkawy MA, El-Mesady A.   +5 more
europepmc   +1 more source

Solving Non-Linear Quadratic Optimal Control Problems By Variational Iteration Method

, 2014
Raziye Zare, Mohammad Hadi Farahi, Jalal Izadian   +2 more
openalex   +1 more source