Results 181 to 190 of about 20,283,454 (331)

Neural barcoding representing cortical spatiotemporal dynamics based on continuous-time Markov chains. [PDF]

open access: yesCell Rep Methods
Culp JM   +5 more
europepmc   +1 more source

A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios

open access: yesJournal 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

open access: yesJournal 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

Detection of Changes in the Characteristics of a Gauss-Markov Process

open access: yesIEEE Transactions on Aerospace and Electronic Systems, 1968
P. Newbold, Y. Ho
semanticscholar   +1 more source

Using DSGE and Machine Learning to Forecast Public Debt for France

open access: yesJournal 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   +4 more
wiley   +1 more source

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