Results 201 to 210 of about 698,809 (305)

Forecasting Duration in High‐Frequency Financial Data Using a Self‐Exciting Flexible Residual Point Process

Journal of Forecasting, EarlyView.
ABSTRACT This paper presents a method for forecasting limit order book durations using a self‐exciting flexible residual point process. High‐frequency events in modern exchanges exhibit heavy‐tailed interarrival times, posing a significant challenge for accurate prediction.
Kyungsub Lee
wiley   +1 more source

Scoping review of methodology for aiding generalisability and transportability of clinical prediction models. [PDF]

Diagn Progn Res
Ploddi K, Martin GP, O'Connell M, Sperrin M.   +3 more
europepmc   +1 more source

Temporal Robustness in Cross‐Country Gross Domestic Product Forecasting: Evidence From Classical, Regime‐Switching, and Ensemble Models

Journal of Forecasting, EarlyView.
ABSTRACT This study evaluates whether the relative performance of gross domestic product forecasting models is temporally robust across economies and changing macroeconomic conditions. Using annual real gross domestic product data from the World Bank for 177 separately reported economies and territories, we conduct a common‐vintage pseudo‐out‐of‐sample
Achilleas Tampouris, Chaido Dritsaki
wiley   +1 more source

Sleep bruxism: a novel theoretical perspective through the lens of the free energy principle (FEP). [PDF]

Front Behav Neurosci
Owens E, Mayoral P.
europepmc   +1 more source

Bayesian Multivariate Two‐Stage Volatility‐Return Models (MTS‐VR)

Journal of Forecasting, EarlyView.
ABSTRACT This paper develops a class of models to capture the joint dynamics of asset returns and multivariate volatility. Owing to its two‐stage construction, this class is referred to as the multivariate two‐stage volatility‐return (MTS‐VR) model.
Zhenglyu Huang, Jennifer S. K. Chan, Gareth W. Peters   +2 more
wiley   +1 more source

From Representation to Enactment: The ABC Framework of the Translating Mind. [PDF]

Behav Sci (Basel)
Carl M, Mizowaki T, Raj A, Yamada M, Bandaru DS, Wei Y, Ren X.   +6 more
europepmc   +1 more source

State‐Dependent Market (In)Efficiency in Cryptocurrency Markets

Journal of Futures Markets, EarlyView.
ABSTRACT This paper develops a meta‐learning framework to test whether cryptocurrency market inefficiency is static or state‐dependent. To resolve competing claims between the Efficient and Adaptive Market Hypotheses (AMH), we construct an adaptive trading strategy using high‐frequency data for 50 major cryptocurrencies.
Sasan Barak, Siavash Razmi, Alireza Mousavi   +2 more
wiley   +1 more source

A Tale of Two Principles-Towards a Relational Perspective on the Free Energy Principle. [PDF]

Entropy (Basel)
Guénin-Carlut A.
europepmc   +1 more source

Effectiveness of a Primary‐Care‐Centered Integrated Care Intervention for Stratified Cardiovascular Risk Control in China: Study Protocol for a Pragmatic Cluster Randomized Controlled Trial

Health Care Science, EarlyView.
This study developed a multifaceted intervention to strengthen primary care for cardiovascular risk management by leveraging both primary care and county hospitals in rural China. The purpose of this multicentre, cluster‐randomized controlled trial is to evaluate the effectiveness of intervention on the prevention of cardiovascular risks among patients
Weijia Lu, Xinxin Xia, Ziming Wang, Yaoyun Zhang, Yiting Lin, Wuxiang Xie, Jin Xu   +6 more
wiley   +1 more source

Disentangling direct and pleiotropic SNP effects in alfalfa (Medicago sativa L.) using causal graph learning. [PDF]

Sci Rep
Lee Y, Medina CA, Xu Z.
europepmc   +1 more source