Results 91 to 100 of about 40,373 (225)

Intraday Functional PCA Forecasting of Cryptocurrency Returns

Journal of Forecasting, EarlyView.
ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley   +1 more source

The Impact of Uncertainty on Forecasting the US Economy

Journal of Forecasting, EarlyView.
ABSTRACT This paper examines the predictive value of uncertainty measures for key macroeconomic indicators across multiple forecast horizons. We evaluate how different uncertainty proxies—economic policy uncertainty (EPU), VIX, geopolitical risk, and measures of macroeconomic and financial uncertainty—enhance forecast accuracy for industrial production,
Angelica Ghiselli
wiley   +1 more source

Industry Portfolio Volatility Connections and Industry Portfolio Returns

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper tracks dynamic connections that form among daily US industry portfolio return volatilities using a Bayesian time‐varying parameter VAR model. Market participants often focus on sectors to filter vast amounts of information, and this focus results in cross‐industry return predictability. We characterise connections that form over the
Michael Ellington, Michalis Stamatogiannis, Yawen Zheng   +2 more
wiley   +1 more source

Similarity and substitution: Using pile sorting methods to explore economic behavior

Journal of the Agricultural and Applied Economics Association, EarlyView.
Abstract Despite the common intuition that similar products are stronger demand substitutes, this study shows a more nuanced relationship between perceived similarity and utility substitution. Using pile sorting, a method where items are sorted into groups according to their similarity, we conduct large‐scale consumer surveys on purchasing 21 foods for
Jayson L. Lusk, Vincenzina Caputo, Amelia Ahles   +2 more
wiley   +1 more source

Matrix-valued θ-deformed bi-orthogonal polynomials, non-commutative Toda theory and Bäcklund transformation

Nonlinearity
Abstract This paper is devoted to revealing the relationship between matrix-valued θ-deformed bi-orthogonal polynomials and non-commutative Toda-type hierarchies. In this procedure, Wronski quasi-determinants are widely used and play the role of non-commutative τ-functions. At the same time, Bäcklund transformations are realised by using
Claire Gilson, Shi-Hao Li, Ying Shi
openaire   +3 more sources

Decadal Changes of UV Aerosol Optical Depth in Hobart, Australia Measured With a Brewer MKIII: Relationship to Bushfire Events and Climate Indices

International Journal of Climatology, EarlyView.
Monthly average aerosol optical depth at 320 nm obtained with a Brewer MKIII spectrophotometer for Hobart, Australia (42.8806° S, 147.3250° E) over a 21‐year period. There is a linear trend of 15.4% per decade. There are 9 months when the average aerosol optical depth exceeds twice the monthly standard deviation.
Manuel Nuñez, Antonio Serrano, Peter Love, Nels Larson   +3 more
wiley   +1 more source

Algebraic interpretation of discrete families of matrix valued orthogonal polynomials

An algebraic interpretation of matrix-valued orthogonal polynomials (MVOPs) is provided. The construction is based on representations of a ($q$-deformed) Lie algebra $\mathfrak{g}$ into the algebra $\operatorname{End}_{M_n(\mathbb{C})}(M)$ of $M_n(\mathbb{C})$-linear maps over a $M_n(\mathbb{C})$-module $M$.
Labriet, Quentin, Morey, Lucia, Vinet, Luc   +2 more
openaire   +2 more sources

Managing Spectral Intensity Variations With In‐Line Fiber‐Optic High‐Volume Noncontact Raman Probes: A Strategy Exploration

Journal of Raman Spectroscopy, EarlyView.
Robust quantification in noncontact Raman sensing requires dedicated correction of working distance dependent background effects, while laser power variations are readily stabilized using internal reference signals. Chemically relevant Raman intensity can be preserved for bulk composition measurements, under variable laser power and working distance ...
Tiril Aurora Lintvedt, Petter Vejle Andersen, Jens Petter Wold, Nils Kristian Afseth   +3 more
wiley   +1 more source

Finite Biorthogonal Polynomials Suggested by the Finite Orthogonal Polynomials Mnp,qx$$ {M}_n^{\left(p,q\right)}(x) $$

Mathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT Constructing a biorthogonal structure from scratch, that is, defining a biorthogonal pair is quite tough. Because here the orthogonality must be established between two different sets. There are four known univariate biorthogonal polynomial sets, suggested by Laguerre, Jacobi, Hermite and Szegő‐Hermite polynomials, in the literature.
Esra Güldoğan Lekesiz
wiley   +1 more source

Matrix-valued orthogonal polynomials related to the quantum analogue of (SU (2) x SU(2), diag)

, 2017
Matrix-valued spherical functions related to the quantum symmetric pair for the quantum analogue of (SU (2) × SU (2) , diag) are introduced and studied in detail. The quantum symmetric pair is given in terms of a quantised universal enveloping algebra with a coideal subalgebra. The matrix-valued spherical functions give rise to matrix-valued orthogonal
N. Aldenhoven, Koelink, Hendrik Tjerk, Román, Pablo Manuel   +2 more
openaire   +4 more sources