Results 41 to 50 of about 768,712 (268)

Modeling Long Memory Volatilities of Nigeria Selected Macro Economic Variables with Arfima and Arfima Figarch

open access: yesCumhuriyet Science Journal
The research delved into analysing the stochastic characteristics of Nigeria's Real GDP, the exchange rate of the Naira to US Dollar, and the inflation rate employing Autoregressive fractionally integrated moving average (ARFIMA) and the Autoregressive ...
Ayoade Adewole
doaj   +1 more source

BMT4me En Español: Multisite Feasibility and Usability Testing of a Spanish‐Language mHealth Adherence Support App for Spanish‐Speaking Caregivers of Children After Hematopoietic Stem Cell Transplantation and Cancer Treatment

open access: yesPediatric Blood &Cancer, EarlyView.
ABSTRACT Background Medication nonadherence during the first 100 days after pediatric hematopoietic stem cell transplantation (HSCT) and during oncology treatment increases risk for complications. BMT4me is a caregiver‐facing mobile health (mHealth) application providing medication reminders, symptom tracking, and note‐taking features to support ...
Micah A. Skeens   +4 more
wiley   +1 more source

Structural Changes in Persistence of Mortality

open access: yesRisks
Recent researchers have observed that long-memory is prevalent in mortality data. Related to a quantifiable measure of persistence, it is an important characteristic of mortality dynamics.
Wanying Fu   +2 more
doaj   +1 more source

Neural Network Approach in Forecasting Realized Variance Using High-Frequency Data

open access: yesBusiness Systems Research, 2018
Background: Since high-frequency data have become available, an unbiased volatility estimator, i.e. realized variance (RV) can be computed. Commonly used models for RV forecasting suffer from strong persistence with a high sensitivity to the returns ...
Arnerić Josip   +2 more
doaj   +1 more source

Subordinate Shares Pricing under Fractional-Jump Heston Model [PDF]

open access: yesتحقیقات مالی, 2019
Objective: In this paper, while introducing Heston's model of stochastic variance, regarding the jump process and the long-term memory feature of prices, a new model for pricing subordinate shares is presented.
Omid Jenabi, Nazar Dahmardeh Ghaleno
doaj   +1 more source

Determining Parental Factors for Clinical Trial Attrition in Pediatric Acute Lymphoblastic Leukemia

open access: yesPediatric Blood &Cancer, EarlyView.
ABSTRACT Background/Objectives Despite high enrollment rates on Children's Oncology Group (COG) protocols, attrition after initial consent is challenging, introducing bias and prolonging trial completion. While adult oncology literature has identified predictors of withdrawal, little is known about caregiver decision‐making for child participation in ...
Kimberly L. Stathas   +3 more
wiley   +1 more source

Performance of the Multifractal Model of Asset Returns (MMAR): Evidence from Emerging Stock Markets

open access: yesInternational Journal of Financial Studies, 2016
In this study, the performance of the Multifractal Model of Asset Returns (MMAR) was examined for stock index returns of four emerging markets. The MMAR, which takes into account stylized facts of financial time series, such as long memory, fat tails and
Samet Günay
doaj   +1 more source

Simplicial Persistence of Financial Markets: Filtering, Generative Processes and Structural Risk

open access: yesEntropy, 2022
We introduce simplicial persistence, a measure of time evolution of motifs in networks obtained from correlation filtering. We observe long memory in the evolution of structures, with a two power law decay regimes in the number of persistent simplicial ...
Jeremy Turiel   +2 more
doaj   +1 more source

Gut microbiome and aging—A dynamic interplay of microbes, metabolites, and the immune system

open access: yesFEBS Letters, EarlyView.
Age‐dependent shifts in microbial communities engender shifts in microbial metabolite profiles. These in turn drive shifts in barrier surface permeability of the gut and brain and induce immune activation. When paired with preexisting age‐related chronic inflammation this increases the risk of neuroinflammation and neurodegenerative diseases.
Aaron Mehl, Eran Blacher
wiley   +1 more source

PEMODELAN AUTOREGRESSIVE FRACTIONALLY INTEGRATED MOVING AVERAGE (ARFIMA) UNTUK AKTIVITAS CURAH HUJAN DI KOTA MEDAN

open access: yesJurnal Lebesgue
The Autoregressive Fractionally Integrated Moving Average (ARFIMA) model is a development of the ARIMA model with the differencing values ​​being fractional numbers.
Muhammad Reja Sinaga   +2 more
doaj   +1 more source

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