Results 81 to 90 of about 5,271 (207)
Quantifying Model Selection Uncertainty in Structural Analysis: Methodology and Application
Earthquake Engineering &Structural Dynamics, EarlyView.ABSTRACT With increasing focus on complex engineering systems under rare events, computational models are critical for predictions due to the scarcity or absence of data. However, selecting an appropriate model can be challenging. Using a single model without available test calibration could result in significant bias in performance predictions. A case
Ya‐Heng Yang, Tracy C. Becker
wiley +1 more source
European Journal of Personality, EarlyView., 2020 Abstract Vocational interests are traditionally conceived as stable preferences for different activities. However, recent theorizing suggests their intraindividual variability. This preregistered experience sampling study examined intraindividual variation in selected vocational interests states and related situation and person factors (N = 237 ...
Lena Roemer +3 more
wiley +1 more source
Phylogenetic reconciliation. [PDF]
PLoS Comput Biol, 2022 Menet H, Daubin V, Tannier E.
europepmc +1 more source
Equine Veterinary Journal, EarlyView.Abstract Background Racehorses undergo profound physiological changes with training and competition, but current biomarkers inadequately capture the complex molecular dynamics of exercise. This study aimed to identify novel plasma biomarkers of training adaptation and peak load using high‐throughput proteomics.
Jowita Grzędzicka +4 more
wiley +1 more source
Do Sojourn Effects on Personality Trait Changes Last? A Five‐Year Longitudinal Study
European Journal of Personality, EarlyView., 2020 Abstract This study examined sojourners' long‐term personality trait changes over five years, extending previous research on immediate sojourn effects. A sample of German students (N = 1095) was surveyed thrice (T1–T3) over the course of an academic year.
Julia Richter +4 more
wiley +1 more source
Coherent Forecasting of Realized Volatility
Journal of Forecasting, EarlyView.ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley +1 more source
Random Integrated Subdata Ensemble Method for Key Variable Selection in Rare Event Setting
Journal of Forecasting, EarlyView.ABSTRACT We propose a general variable selection procedure to identify key input variables by applying elastic net regression to representative subdata in place of the full sample to select variables. We combine the lists of selected variables from each subdata through ensemble techniques, using the frequency of selecting the variable across different ...
Ching‐Chi Yang +3 more
wiley +1 more source
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 +3 more
wiley +1 more source
Tree Reconciliation Methods for Host-Symbiont Cophylogenetic Analyses. [PDF]
Life (Basel), 2022 Libeskind-Hadas R.
europepmc +1 more source
DSGE Model Forecasting: Rational Expectations Versus Adaptive Learning
Journal of Forecasting, EarlyView.ABSTRACT This paper compares within‐sample and out‐of‐sample fit of a DSGE model with rational expectations to a model with adaptive learning. The Galí, Smets, and Wouters model is the chosen laboratory using quarterly real‐time euro area data vintages, covering 2001Q1–2019Q4.
Anders Warne
wiley +1 more source