Results 51 to 60 of about 478,402 (291)
Machine Learning Approaches to Forecast the Realized Volatility of Crude Oil Prices
Journal of Forecasting, EarlyView.ABSTRACT This paper presents an evaluation of the accuracy of machine learning (ML) techniques in forecasting the realized volatility of West Texas Intermediate (WTI) crude oil prices. We compare several ML algorithms, including regularization, regression trees, random forests, and neural networks, to several heterogeneous autoregressive (HAR) models ...
Talha Omer +3 more
wiley +1 more source
Volver al futuro. Los refundaciones discursivas en la Argentina contemporánea (2001-2015)
Pensamiento al Margen, 2017 This paper offers some new results in a long-run research in the area of Political Rhetoric. The chief aim has been to elucidate the nature of discourse hegemony and political identities in XXI Century Argentina.
Mariano Dagatti
doaj
Medicina Clínica y SocialIntroducción: La artritis reumatoide es una patología caracterizada por dolor en las articulaciones, fatiga, dificultad para realizar actividades cotidianas, inflamación persistente y daño progresivo en los tejidos.
Olga Sosa Aquino +5 more
doaj +1 more source
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
Towards metropolitan regionalism. Stuttgart and Rome: two models in comparison [PDF]
, 2012 The process of “metropolisation” that has characterized the development of urbanization in contemporary cities over the last few decades, is being subjected to a transformation process oriented towards “regionalization” dynamics, where metropolitan ...
MARIANO, Carmela
core
A gynandromorph of Xylocopa augusti and an unusual record of X. iris from Brazil (Hymenoptera: Apidae: Xylocopini) [PDF]
, 2015 We describe and illustrate for the first time a mixed gynandromorph of Xylocopa(Neoxylocopa) augusti Lepeletier de Saint Fargeau from Buenos Aires, Argentina. Also, we document and discuss a historical specimen of the Old World carpenter bee X. (Copoxyla)
Gonzalez, Victor H. +2 more
core +4 more sources
Enhancing Volatility Prediction: A Wavelet‐Based Hierarchical Forecast Reconciliation Approach
Journal of Forecasting, EarlyView.ABSTRACT Forecasting realized volatility (RV) has been widely studied, with numerous techniques developed to enhance predictive accuracy. Among these techniques, the use of RV decompositions based on intraday asset returns has been applied. However, the use of a frequency‐based decomposition, which provides unique insights into the dynamics of RV ...
Adam Clements, Ajith Perera
wiley +1 more source
Coherent Forecasting of Realized Volatility
Journal of Forecasting, EarlyView.ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley +1 more source
Una nueva especie de Bryophaenocladius (Diptera: Chironomidae) de Argentina [PDF]
, 2011 Se describe y se dibuja el macho de Bryophaenocladius carolinae sp. nov. La especie puede separarse del resto de las especies Neotropicales porque posee una punta anal hialina y triangular, con su punta redondeada; la volsella inferior sub-rectangular y ...
Donato, Mariano Humberto
core +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 +3 more
wiley +1 more source