A Fuzzy Framework for Realized Volatility Prediction: Empirical Evidence From Equity Markets
ABSTRACT This study introduces a realized volatility fuzzy time series (RV‐FTS) model that applies a fuzzy c‐means clustering algorithm to estimate time‐varying c latent volatility states and their corresponding membership degrees. These memberships are used to construct a fuzzified volatility estimate as a weighted average of cluster centroids.
Shafqat Iqbal, Štefan Lyócsa
wiley +1 more source
End‐to‐End Portfolio Optimization with Hybrid Quantum Annealing
This works presents a hybrid quantum‐classical framework for portfolio optimization that combines quantum assisted asset selection and rebalancing with classical weight allocation. The approach processes real market data, embeds it into Quadratic Unconstrained Binary Optimization formulations, and evaluates performance within a unified workflow ...
Sai Nandan Morapakula +5 more
wiley +1 more source
ABSTRACT Understanding watershed water quality dynamics is essential for sustainable management, yet accurate nutrient load prediction remains challenging under strong inter‐annual variability. To address this limitation, this study presents a hybrid modelling framework that integrates baseflow information into a machine‐learning structure to improve ...
Bisrat Ayalew Yifru +4 more
wiley +1 more source
ABSTRACT Classifying urban traffic crash severity remains challenging because severe incidents are underrepresented in highly imbalanced datasets. This challenge is further intensified by spatiotemporal shifts in data distributions, which can degrade model performance over time.
Reza Mohammadi, Mohammad Taleai
wiley +1 more source
On the Mean‐Field Limit of Consensus‐Based Methods
ABSTRACT Consensus‐based optimization (CBO) employs a swarm of particles evolving as a system of stochastic differential equations (SDEs). Recently, it has been adapted to yield a derivative free sampling method referred to as consensus‐based sampling (CBS). In this paper, we investigate the “mean‐field limit” of a class of consensus methods, including
Marvin Koß, Simon Weissmann, Jakob Zech
wiley +1 more source
Bioinspired Optimization for Feature Selection in Post-Compliance Risk Prediction. [PDF]
Paz Á +10 more
europepmc +1 more source
Crack Contour Modeling Based on a Metaheuristic Algorithm and Micro-Laser Line Projection. [PDF]
Muñoz Rodríguez JA.
europepmc +1 more source
A hybrid metaheuristic algorithm with machine learning for detecting denial-of-service attacks in wireless sensor networks. [PDF]
Prasad A, Arockiasamy K, Gunasekaran K.
europepmc +1 more source
Enhanced paddy leaf disease detection using novel dual metaheuristic loss functions in generative adversarial networks with identity block preservation for thermal image augmentation. [PDF]
Khalil HM +3 more
europepmc +1 more source
Enhancing strawberry maturity assessment using mid-infrared spectral analysis with advanced variable selection and supervised classification. [PDF]
Rammal A, Assaf R, Perrin E, Vrabie V.
europepmc +1 more source

