A new energy paradigm assisted by AI. ABSTRACT The tremendous penetration of renewable energy sources and the integration of power electronics components increase the complexity of the operation and power system control. The advancements in Artificial Intelligence and machine learning have demonstrated proficiency in processing tasks requiring ...
Balasundaram Bharaneedharan +4 more
wiley +1 more source
Budget Impact and Investment Case for HEARTS Hypertension Control Programs in 4 Low- and Middle-Income Countries. [PDF]
Garcia W +11 more
europepmc +1 more source
When Are Statistical Forecast Gains Economically Relevant? Evidence From Bitcoin Returns
ABSTRACT We study how statistical forecast gains for Bitcoin translate into trading profits. Using real‐time out‐of‐sample forecasts from daily bivariate VARs from October 2021 to February 2024, we show that Bitcoin returns are forecastable and that seven predictive indices yield significant gains in directional accuracy (DA).
Rehan Arain, Stephen Snudden
wiley +1 more source
A cost-benefit analysis of adult immunization programs across ten countries: Modeling the socioeconomic value of immunization for older populations compared to no vaccination. [PDF]
Chowdhury S +5 more
europepmc +1 more source
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann +2 more
wiley +1 more source
Macro-financial models of Canadian dollar interest rate swap yields. [PDF]
Akram T, Mamun K.
europepmc +1 more source
A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios
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
Rupiah exchange rate prediction against the US Dollar using a deep neural network with a multi-output sliding window approach. [PDF]
Amri IF +3 more
europepmc +1 more source
The Case of Fleeting Orders and Flickering Quotes
ABSTRACT The literature controversially discusses the ambiguous motives and driving forces behind quickly cancelled limit orders (fleeting orders), which are characteristic of high‐frequency markets. In particular, manipulative and dysfunctional characteristics are feared. We analyze top‐of‐book fleeting orders—so‐called flickering quotes—and show with
Markus Ulze +2 more
wiley +1 more source
Cost-effectiveness of ceftolozane/tazobactam compared to meropenem in ventilator-associated pneumonia. [PDF]
Buendía JA +2 more
europepmc +1 more source

