Results 201 to 210 of about 252,925 (275)

Optimization of ISAC Trade-Off via Covariance Matrix Allocation in Multi-User Systems. [PDF]

Entropy (Basel)
Prado-Alvarez D, Calabuig D, Inca S, Monserrat JF.   +3 more
europepmc   +1 more source

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

Journal 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

Research on wind power penetration limit considering voltage stability. [PDF]

Sci Rep
Liu X, Zhang Y, Li H, Zu W.
europepmc   +1 more source

Forecasting House Prices: The Role of Market Interconnectedness

Journal of Forecasting, EarlyView.
ABSTRACT While the existing research uncovers interconnections between various housing markets, it largely ignores the question of whether such linkages can improve house price predictions. To address this issue, we proceed in two steps. First, we forecast disaggregated house price growth rates from Australia and China to determine whether ...
Zac Chen, George Milunovich, Shuping Shi, Ben Wang   +3 more
wiley   +1 more source

Predicting NMR Relaxation Using a First-Principles Brownian Dynamics Approach. [PDF]

J Chem Theory Comput
Zerbetto M, Rampino S, Polimeno A.
europepmc   +1 more source

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

Graph-Theoretic Limits of Distributed Computation: Entropy, Eigenvalues, and Chromatic Numbers. [PDF]

Entropy (Basel)
Deylam Salehi MR, Malak D.
europepmc   +1 more source

Lost in Translation? Risk‐Adjusting RMSE for Economic Forecast Performance

Journal of Forecasting, EarlyView.
ABSTRACT When used for parameter optimization and/or model selection, traditional mean squared error (MSE)–based measures of forecast accuracy often exhibit a weak or even negative correlation with the economic value of return forecasts measured by, for example, the Sharpe ratios of the resulting portfolios.
Lukas Salcher, Sebastian Stöckl, Michael Hanke   +2 more
wiley   +1 more source

A More Robust Approach to Multivariable Mendelian Randomization. [PDF]

Biometrika
Wu Y, Kang H, Ye T.
europepmc   +1 more source