Results 211 to 220 of about 83,313 (304)

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, Kristofer Månsson, Pär Sjölander, Gazi Salah Uddin   +3 more
wiley   +1 more source

Investigating the Impact of Different Drying Methods on the Aroma of Citri Reticulatae Pericarpium Using GC-MS/GC-IMS and E-Nose Technology. [PDF]

Foods
Alim A, Huang C, Zhao X, Gaowa S, Zhang R, Zhang J, Zhang X, Jin Y, Hu W.   +8 more
europepmc   +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

Properties of foamed concrete utilizing Fe(II) as foam stabilizer for hydrolyzed pumpkin seed protein. [PDF]

Sci Rep
Song N, Zhang Z, Ma C, Hu G, Lai Y, Cui J.   +5 more
europepmc   +1 more source

Exploring the Nexus Between Sustainability Index and Central European Stock Markets Competitiveness: Evidence Through Time–Frequency Analysis and SHAP

Journal of Forecasting, EarlyView.
ABSTRACT Sustainability has become an important factor shaping financial markets and investor behavior. This paper examines the relationship between sustainability indices and Central European stock markets using a time–frequency approach. Wavelet coherence is employed to capture time‐varying co‐movements between sustainability indices and stock market
Zuzana Janková, Dipak Kumar Jana, Michal Páleš, Elena Fleaca, Petr Dostál   +4 more
wiley   +1 more source

Effect of Wall Material Concentrations on Microencapsulation Efficiency and Oxidative Stability of Pomegranate Seed Oil

Food Safety and Health, EarlyView.
This study demonstrates how different wall materials influence the efficiency, stability, and quality of oil encapsulation, highlighting optimal formulations that enhance protection against oxidation. ABSTRACT The purpose of this study is to evaluate how different compositions of wall materials affect the efficiency and oxidative stability of ...
Hala Rabea Damen, Nameer Khairullah Mohammed, Anis Shobirin Meor Hussin, Belal J. Muhialdin, Muammar Talib Hamad, Arpit Shrivastava   +5 more
wiley   +1 more source

On the Comovement of Contango and Backwardation Across Futures Commodity Markets

Journal of Futures Markets, EarlyView.
ABSTRACT We examine the time‐varying nature of the comovement of the slope of the futures curve in major agricultural, metals and energy commodity futures markets in a Global Vector Autoregressive model. We find significant comovement between the slopes, indicating the co‐existence of backwardation and contango in many seemingly unrelated commodity ...
Angelo Luisi, Francesco Roccazzella, Athanasios Triantafyllou   +2 more
wiley   +1 more source

Evaluation of Solid and Hollow Sand Brick Properties with Partial Replacement of Fine Aggregates by Ground Granulated Blast Furnace Slag. [PDF]

Materials (Basel)
Hosen K, Bărbulescu A.
europepmc   +1 more source