Results 171 to 180 of about 387,199 (302)

Causal networks guiding large language models: application to COVID-19. [PDF]

Health Care Manag Sci
Alemi F, Lybarger KJ, Vang J, Lin Y, Elyazori HRA, Cardenas VF.   +5 more
europepmc   +1 more source

A Constrained Local Neighborhood Approach for Efficient Markov Blanket Discovery in Undirected Independent Graphs

Computers, Materials & Continua
Kun Liu, Peiran Li, Yu Zhang, Jia Ren, Ming Li, Xianyu Wang, Cong Li   +6 more
semanticscholar   +1 more source

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

Informative Priors for Markov Blanket Discovery [PDF]

, 2012
We present a novel interpretation of information theoretic feature selection as optimization of a discriminative model. We show that this formulation coincides with a group of mutual information based filter heuristics in the literature, and show how our probabilistic framework gives a well-founded extension for informative priors.
openaire   +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

Regime‐Dependent Nowcasting of the Austrian Economy

Journal of Forecasting, EarlyView.
ABSTRACT We nowcast and forecast economic activity in Austria, namely, real gross domestic product (GDP), consumption, and investment, which are available at a quarterly frequency, using a preselected number of monthly indicators based on a combination of statistical procedures.
Jaroslava Hlouskova, Ines Fortin
wiley   +1 more source

Bayesian Network Modeling of Environmental, Social, and Behavioral Determinants of Cardiovascular Disease Risk. [PDF]

Int J Environ Res Public Health
Nyavor H, Obeng-Gyasi E.
europepmc   +1 more source

Using DSGE and Machine Learning to Forecast Public Debt for France

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting public debt is essential for effective policymaking and economic stability, yet traditional approaches face challenges due to data scarcity. While machine learning (ML) has demonstrated success in financial forecasting, its application to macroeconomic forecasting remains underexplored, hindered by short historical time series and ...
Emmanouil Sofianos, Thierry Betti, Theophilos Papadimitriou, Amélie Barbier‐Gauchard, Periklis Gogas   +4 more
wiley   +1 more source

Integrating Machine Learning and Dynamic Bayesian Networks to Identify the Factors Associated with Subsequent Intrapulmonary Metastasis Classification After Initial Single Primary Lung Cancer. [PDF]

Cancers (Basel)
Liu W, Chang ATC, Chan JWY, Chan JCS, Lau RWH, Mok TSK, Ng CSH.   +6 more
europepmc   +1 more source

Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models

Journal of Forecasting, EarlyView.
ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu, Mawuli Segnon, Oguzhan Cepni, Rangan Gupta   +3 more
wiley   +1 more source