The importance of considering regimes in long‐term asset allocation to real estate
Abstract We investigate the long‐term, regime‐dependent asset allocation of an investor's wealth in a mixed‐asset portfolio that includes publicly traded real estate. We show that augmenting standard VAR models with Markov‐switching features not only improves predictive power for asset returns but also introduces economically meaningful horizon effects
Massimo Guidolin +2 more
wiley +1 more source
A multi-period robust portfolio optimization framework using yager's entropy. [PDF]
Khosravi A, Sadjadi SJ.
europepmc +1 more source
It's Complicated: How Sex, Family, and Season Affect Growth of a Sexually Size Dimorphic Spider
Extreme female‐biased sexual size dimorphism (SSD) in Nephilingis cruentata emerges when male and female growth trajectories diverge mid‐development. Seasonal effects influence both sexes similarly, but family effects are strongly sex‐specific. These patterns identify a critical developmental window for mechanistic studies of SSD.
Tim Prezelj +3 more
wiley +1 more source
Portfolio Optimization: A Neurodynamic Approach Based on Spiking Neural Networks. [PDF]
Khan AH, Mohammed AM, Li S.
europepmc +1 more source
Abstract Background and aims Ketamine assisted psychotherapy is a promising new treatment for alcohol use disorder (AUD). The psychoactive effects of repeated intravenous (IV) ketamine infusions in people with AUD and their mechanistic role in treating AUD are largely unknown.
Cassie Bloy +11 more
wiley +1 more source
Research on emergency truck dispatching scheme for the high speed railway freight interruption. [PDF]
Guo S, Hu Z, Zhao S, Feng J.
europepmc +1 more source
A tutorial for understanding SEM using R: Where do all the numbers come from?
Abstract Structural equation modeling (SEM) is often seen as a complex and difficult method, especially for those who want to understand how the numbers in SEM software output are actually computed. Although many open‐source SEM tools are now available—especially in the R programming environment—looking into their source code to understand the ...
Yves Rosseel, Marc Vidal
wiley +1 more source
Energy management strategies for solar photovoltaic-based EV parking lots with consideration of battery degradation cost. [PDF]
Khan MO +5 more
europepmc +1 more source
Latent Poisson count models for action count data from technology‐enhanced assessments
Abstract Recent advances in computerized assessments have enabled the use of innovative item formats (e.g., drag‐and‐drop, scenario‐based), necessitating a flexible model that can capture systematic influence of item types on action counts. In this study, we present a refinement scheme that can explicitly model common features of items and allows ...
Gregory Arbet, Hyeon‐Ah Kang
wiley +1 more source
Using Quadratic Programming to Reconstruct Data From Published Survival and Competing Risks Analyses. [PDF]
Titman AC.
europepmc +1 more source

