Results 71 to 80 of about 105,613 (301)

Continuous outcome estimation in N‐of‐1 trials for accelerated decision‐making

Epilepsia, EarlyView.
Abstract Objective N‐of‐1 trials aim to determine the therapeutic effect for a single individual. This individualized approach necessitates collecting multiple data points over time through repeated alternating periods of active treatment and a comparator or control condition.
Victoria Defelippe, František Bartoš, Eric‐Jan Wagenmakers, Kees P. J. Braun, Floor E. Jansen, Willem M. Otte   +5 more
wiley   +1 more source

A Fuzzy Framework for Realized Volatility Prediction: Empirical Evidence From Equity Markets

Journal of Forecasting, EarlyView.
ABSTRACT This study introduces a realized volatility fuzzy time series (RV‐FTS) model that applies a fuzzy c‐means clustering algorithm to estimate time‐varying c$$ c $$ latent volatility states and their corresponding membership degrees. These memberships are used to construct a fuzzified volatility estimate as a weighted average of cluster centroids.
Shafqat Iqbal, Štefan Lyócsa
wiley   +1 more source

Has the G7 business cycle become more synchronized ? [PDF]

This paper adopts Friedman’s Plucking Markov Switching Model to decompose G7 real GDPs into common permanent components, common transitory components, infrequent Markov Switching negative shock and domestic idiosyncratic components.
Jae Ho, Yoon
core  

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, EarlyView.
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, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

Ergodic stationary distribution and extinction of stochastic pertussis model with immune and Markov switching

Electronic Research Archive
Temperature, humidity, and other environmental factors can influence the spread of diseases. To investigate the impact of environmental perturbations and state changes on pertussis, this study established a random pertussis model with immunity and Markov
Jia Chen, Yuming Chen, Qimin Zhang
doaj   +1 more source

A tunable microwave absorption metamaterial inspired by moths evading bat detection

InfoMat, EarlyView.
Electromagnetic radiation in the current environment has become complex and uncontrollable due to the advancement of wireless technology. Inspired by the moth surface cilia to bend and evade bat sonar detection, our work introduces a metamaterial incorporating broadband and tunable microwave absorption properties combined with deep learning algorithms.
Yijie Liu, Weimeng Chu, Jintang Zhou, Zhenyu Cheng, Yi Yan, Yuanming Yang, Ruiyang Tan, Shiju Liu, Ping Chen, Yucheng Wang, Lvtong Duan, Yao Ma, Xiangshuai Song, Zhengjun Yao   +13 more
wiley   +1 more source

Real effects of inflation uncertainty in the US [PDF]

We empirically investigate the effects of inflation uncertainty on output growth for the US using both monthly and quarterly data over 1985-2009. Employing a Markov regime switching approach to model output dynamics, we show that inflation uncertainty ...
Kostas Mouratidis, Mustafa Caglayan, Ozge Kandemir   +2 more
core   +1 more source

Forecasting Natural Gas Prices in Real Time

Journal of Applied Econometrics, EarlyView.
ABSTRACT This paper provides a comprehensive analysis of the forecastability of the real price of natural gas in the United States at the monthly frequency considering a universe of models that differ in complexity and economic content. We find that considerable reductions in mean‐squared prediction error relative to a no‐change benchmark can be ...
Christiane Baumeister, Florian Huber, Thomas K. Lee, Francesco Ravazzolo   +3 more
wiley   +1 more source

ENHANCING STOCK PORTFOLIO PERFORMANCE USING MARKOV-SWITCHING MODELS AND CANDLESTICK PATTERNS FOR LONG-TERM INVESTMENT

Barekeng
Islamic stocks in Indonesia face challenges in portfolio management due to the limited number of issuers and low diversification. The change in market regime from bullish to bearish makes the portfolio more vulnerable, especially since some investors do ...
Denny Nurdiansyah, Agus Sulistiawan
doaj   +1 more source

Subsquares in Random Latin Squares and Rectangles

Journal of Combinatorial Designs, EarlyView.
ABSTRACT A k×n $k\times n$ partial Latin rectangle is C‐sparse $C \mbox{-} \mathrm{sparse}$ if the number of nonempty entries in each row and column is at most C $C$ and each symbol is used at most C $C$ times. We prove that the probability a uniformly random k×n $k\times n$ Latin rectangle, where k<(1∕2−α)n $k\lt (1\unicode{x02215}2-\alpha )n ...
Alexander Divoux, Tom Kelly, Camille Kennedy, Jasdeep Sidhu   +3 more
wiley   +1 more source