ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann +2 more
wiley +1 more source
Multi-omics analysis revealed coordinated responses of rumen microbiota and epithelium of goats to dietary supplementation of glucosamine selenium. [PDF]
Liu T +7 more
europepmc +1 more source
A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios
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
Reinforcement Operator Learning (ROL): A hybrid DeepONet-guided reinforcement learning framework for stabilizing the Kuramoto-Sivashinsky equation. [PDF]
Ahmed N +7 more
europepmc +1 more source
ABSTRACT Currently, small‐molecular‐weight collagen peptides are a research hotspot in functional factor development due to their high bioavailability and diverse bioactivities. In this study, gelatin was extracted from tilapia (Oreochromis niloticus) scales by hot water extraction, followed by pepsin hydrolysis and ultrafiltration to obtain the < 3 ...
Ya‐ru Liu +5 more
wiley +1 more source
Design of Adaptive LQR Control Based on Improved Grey Wolf Optimization for Prosthetic Hand. [PDF]
Ahmed K, Aly AA, Elhabib MO.
europepmc +1 more source
The Role of Price‐Volatility Cojumps in Volatility Forecasting
ABSTRACT This paper investigates whether simultaneous jumps in prices and volatility improve volatility forecasting. Using up‐to‐date high‐frequency S&P 500 and VIX data, we identify price‐volatility cojumps at the intraday granularity and construct upside, downside, and asymmetric measures.
Kefu Liao
wiley +1 more source
Airqtl dissects cell state-specific causal gene regulatory networks with efficient single-cell eQTL mapping. [PDF]
Funk MW, Wang Y, Wang L.
europepmc +1 more source
What's New? Using 21 SNPs, two novel PRS were constructed and used to develop two new machine‐learning classifiers, one for the detection of prostate cancer and the other for the prediction of its aggressiveness and subsequent mortality. The classifier for disease detection is built using the PRS as the sole feature, whereas the one for disease ...
Leandro Rodrigues Santiago +3 more
wiley +1 more source
Effects of nicotinamide riboside supplementation during late gestation and lactation on sow performance, milk metabolome, and gut microbiome. [PDF]
Huang L +16 more
europepmc +1 more source

