Results 81 to 90 of about 77,552 (290)
Robust Portfolio Optimization with Environmental, Social, and Corporate Governance Preference
RisksThis study addresses the crucial but under-explored topic of ambiguity aversion, i.e., model misspecification, in the area of environmental, social, and corporate governance (ESG) within portfolio decisions.
Marcos Escobar-Anel, Yiyao Jiao
doaj +1 more source
Botanical Sciences, 2014 The timing of angiosperm origin and diversification is crucial to understand the evolution of terrestrial ecosystems as we know them today. The fossil record and relaxed molecular clocks provide substantially different estimates of the time in which ...
Susana Magallón
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The Visual Predictive Check and Real‐World Data
Clinical Pharmacology &Therapeutics, EarlyView.The visual predictive check (VPC) is a standard tool for assessing pharmacometric model suitability, producing visualizations that compare observed data with simulated data such that both model structure and model variability terms can be assessed. However, real‐world data commonly reflect clinical decision‐making that adapts therapy in response to ...
Jasmine H. Hughes +2 more
wiley +1 more source
On valid descriptive inference from non-probability sample
Statistical Theory and Related Fields, 2019 We examine the conditions under which descriptive inference can be based directly on the observed distribution in a non-probability sample, under both the super-population and quasi-randomisation modelling approaches.
Li-Chun Zhang
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Inflation persistence, structural breaks and omitted variables: a critical view [PDF]
Recent empirical contributions assess time changes in inflation persistence by means of simple autoregressive models. Their reliability is discussed in the light of the econometric literature on model misspecification and it is showed that their results ...
Andrea Vaona
core
Model robustness of finite state nonlinear filtering over the infinite time horizon
, 2007 We investigate the robustness of nonlinear filtering for continuous time finite state Markov chains, observed in white noise, with respect to misspecification of the model parameters. It is shown that the distance between the optimal filter and that with
Chigansky, Pavel, van Handel, Ramon
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CEO Overconfidence, Industry Competition, and ESG Performance
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This study examines the interplay among CEO overconfidence, industry competition, and firms' ESG (Environmental, Social, and Governance) performance. With the growing importance of ESG management, firms are investing more in ESG initiatives as a strategic approach to mitigating downside risk. However, overconfident CEOs, characterized by their
Taehyung Kim, Jaeseog Na
wiley +1 more source
Bayesian Model Averaging for Model Implied Instrumental Variable Two Stage Least Squares Estimators
, 2018 Model-Implied Instrumental Variable Two-Stage Least Squares (MIIV-2SLS) is a limited information, equation-by-equation, non-iterative estimator for latent variable models.
Bollen, Kenneth A. +2 more
core
Deep Underground Science and Engineering, EarlyView.In this work, we propose an improved particle swarm optimization (PSO) algorithm and develop an improved PSO‐relevance vector machine (RVM) model as a substitute for traditional true‐triaxial testing. The model's high prediction accuracy was validated through comparisons with two other machine learning methods and five three‐dimensional Hoek–Brown type
Qi Zhang +4 more
wiley +1 more source
Uncertainty quantification for misspecified machine learned interatomic potentials
npj Computational MaterialsThe use of high-dimensional regression techniques from machine learning has significantly improved the quantitative accuracy of interatomic potentials. Atomic simulations can now plausibly target quantitative predictions in a variety of settings, which ...
Danny Perez +3 more
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