Results 41 to 50 of about 28,250 (266)

Forecasting With Dynamic Factor Models Estimated by Partial Least Squares

Journal of Forecasting, EarlyView.
ABSTRACT Dynamic factor models (DFMs) have found great success in nowcasting and short‐term macroeconomic forecasting when incorporating large sets of predictive information. The factor loadings are typically estimated cross‐sectionally with principal component analysis (PCA) or maximum likelihood (ML), which ignore whether the factors have predictive ...
Samuel Rauhala
wiley   +1 more source

Point and Risk estImation Using an enSemble of Models for Nowcasting: PRISM‐Now

Journal of Forecasting, EarlyView.
ABSTRACT We propose PRISM‐Now, a novel ensemble forecasting system for near‐term GDP projection. Recognizing that relevant economic information evolves over time, we treat forecasts from multiple base models as draws from a mixture distribution of “good” and “bad” estimates, whose composition changes continuously and cannot be identified ex ante.
Beomseok Seo, Hyungbae Cho, Dongjae Lee
wiley   +1 more source

Nowcasting World Trade With Machine Learning: A Three‐Step Approach

Journal of Forecasting, EarlyView.
ABSTRACT We nowcast world trade using machine learning, distinguishing between tree‐based methods (random forest and gradient boosting) and their linear‐regression‐based counterparts (macroeconomic random forest and gradient boosting—linear). While much less used in the literature, the latter are found to outperform not only the tree‐based techniques ...
Menzie Chinn, Baptiste Meunier, Sebastian Stumpner   +2 more
wiley   +1 more source

Threshold Asymmetric Conditional Autoregressive Range (TACARR) Model

Journal of Forecasting, EarlyView.
ABSTRACT This paper introduces a Threshold Asymmetric Conditional Autoregressive Range (TACARR) model for analyzing the daily price ranges of financial assets. The proposed formulation assumes that the conditional expected range switches between two regimes, representing upward and downward market states, with the disturbance distribution also allowed ...
Isuru Ratnayake, V. A. Samaranayake
wiley   +1 more source

Varietal Performance of Sweet Potato (Ipomoea batatas l.) Planted in Between Mulberry (Morus alba l.) Trees

Journal of Agroforestry and Environment
This study, conducted at the Sericulture Research Area of Don Mariano Marcos Memorial State University, evaluated the performance of ten sweet potato (Ipomoea batatas L.) varieties intercropped with mulberry (Morus alba) trees.
Mark Anthony A. Boisa, Lilia O. Sampaga, Lieslea M. Wagayen2   +2 more
doaj   +1 more source

A New Implementation of Network GARCH Model for Stock Volatility and Co‐Volatility Forecasting

Journal of Forecasting, EarlyView.
ABSTRACT Volatility clustering and spillovers are key features of financial time series with many cross‐sectional assets. While network analysis links similar or correlated stocks and helps trace volatility spillovers, contemporary multivariate ARCH‐GARCH formulations struggle to represent structured network dependence and remain parsimonious.
Peiyi Zhou
wiley   +1 more source

Mathematics Anxiety and Parental Expectations: A Correlational Study on Secondary School Students

Diversitas Journal
This qualitative study explores the influence of perceived parental expectations on junior high school students’ experiences of mathematics anxiety in a public secondary school.
Regina Grace Ferrer, Jefferson Isidro, Eduard Albay   +2 more
doaj   +1 more source

HPV Serology and Circulating Viral DNA for Detection, Genotyping, and Measurement of Disease Burden in Oropharyngeal Cancer

International Journal of Cancer, EarlyView.
ABSTRACT The incidence of human papillomavirus‐positive (HPV+) oropharyngeal cancer (OPC) has increased rapidly, and HPV early antigen serology has been proposed as a scalable and cost‐effective early detection test. HPV seropositivity can precede clinical presentation of OPC by several years, so additional surveillance procedures may be necessary to ...
Lucas Penny, Eric Yang Stutheit‐Zhao, Birgitta E. Michels, Fabian Rosing, Zhen Zhao, Yangqiao Zheng, Jinfeng Zou, Shao Hui Huang, Johnny Carlton, Andrew McPartlin, John R. de Almeida, David Goldstein, Andrew Hope, Ali Hosni, John Kim, Fei‐Fei Liu, C. Jillian Tsai, John N. Waldron, Anna Spreafico, Enrique Sanz‐Garcia, Lillian L. Siu, Tim Waterboer, Geoffrey Liu, Scott V. Bratman   +23 more
wiley   +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

Psychometric properties of the Edinburgh postnatal depression scale in a large‐scale community‐based perinatal sample in the Philippines

International Journal of Gynecology &Obstetrics, EarlyView.
Abstract Objective This study examined the psychometric properties of the Edinburgh Postpartum Depression scale (EPDS) in a large‐scale community‐based perinatal sample in the Philippines. Methods This study involved a total of 1025 pregnant women (n = 356), postpartum women (n = 500), and women who experienced stillbirth or neonatal death (n = 169 ...
Arbie Diane Flores‐Davantes, Joyce Lisa Acena, Rebecca A. Guarino, Reinalyn Lim Cardenas, Charlene Joy Mendoza Sta. Maria, Angelica Villanueva Felipe, Mayla Rivera, Wilfredo Quijencio Jr., Pearl Angeline B. Pertubal, Rosemarie Quilala, Rachelle Sarmiento, Ana Nelia Jumamil, Joycelyn Abiog Filoteo, Joemer Calderon Maravilla   +13 more
wiley   +1 more source