Results 111 to 120 of about 810,691 (251)

A Practical Formulation for Seismic Damage Accumulation on Multiple Mainshock‐Aftershock Sequences Based on Disaggregation of the Mainshock Hazard

Earthquake Engineering &Structural Dynamics, EarlyView.
ABSTRACT Earthquakes often occur in clusters (foreshocks, mainshocks, and aftershocks) and can lead to cumulative structural damage. Many studies have extended traditional performance‐based earthquake engineering (PBEE) to account for damage accumulation in multiple mainshock‐aftershock (MS‐AS) sequences using Markov chain processes and state‐dependent
Babak Ghods, A. H. M. Muntasir Billah
wiley   +1 more source

Energy‐Flow Regimes and Their Temporal Transitions in a PV‐Building System

Energy Science &Engineering, EarlyView.
Unlike production and consumption, which act as external factors, generated energy flows reflect the system's internal behavior regarding energy allocation at each time step. The combination of self‐consumption, surplus, and import of surplus energy into the power grid characterizes how electricity is routed between the building's local consumption and
Jacek Caban, Arkadiusz Małek, Iryna Boretska, Kazimierz Drozd   +3 more
wiley   +1 more source

A New Implementation of Network GARCH Model for Stock Volatility and Co‐Volatility Forecasting

Journal of Forecasting, EarlyView.
ABSTRACT Volatility clustering and spillovers are key features of financial time series with many cross‐sectional assets. While network analysis links similar or correlated stocks and helps trace volatility spillovers, contemporary multivariate ARCH‐GARCH formulations struggle to represent structured network dependence and remain parsimonious.
Peiyi Zhou
wiley   +1 more source

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

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

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

Trigonometric words ranking model for spam message classification

IET Networks, EarlyView., 2022
Abstract The significant increase in the volume of fake (spam) messages has led to an urgent need to develop and implement a robust anti‐spam method. Several of the current anti‐spam systems depend mainly on the word order of the message in determining the spam message, which results in the system's inability to predict the correct type of message when
Suha Mohammed Hadi, Ali Hakem Alsaeedi, Dhiah Al‐Shammary, Zaid Abdi Alkareem Alyasseri, Mazin Abed Mohammed, Karrar Hameed Abdulkareem, Riyadh Rahef Nuiaa, Mustafa Musa Jaber   +7 more
wiley   +1 more source

Multilevel Flow-Based Markov Clustering for Design Structure Matrices

, 2016
For decomposition and integration of systems one requires extensive knowledge on system structure. A Design Structure Matrix (DSM) can provide a simple, compact and visual representation of dependencies between system elements.
Rooda, J.E., I. J. B. F. Adan, Adan, I.J.B.F.; id_orcid, J. E. Rooda, Wilschut, T., T. Wilschut, Etman, P.L.F., Etman, L.F.P., L. F. P. Etman   +8 more
core   +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

Ward Clustering Improves Cross-Validated Markov State Models of Protein Folding

, 2017
Markov state models (MSMs) are a powerful framework for analyzing protein dynamics. MSMs require the decomposition of conformation space into states via clustering, which can be cross-validated when a prediction method is available for the clustering ...
Brooke E. Husic (3754168), Vijay S. Pande (187500)   +1 more
core   +1 more source