Results 161 to 170 of about 139,358 (346)

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

Pricing instruments in environmental and climate policy when polluters are boundedly rational. [PDF]

NPJ Clim Action
Gsottbauer E, van den Bergh JCJM.
europepmc   +1 more source

Random Integrated Subdata Ensemble Method for Key Variable Selection in Rare Event Setting

Journal of Forecasting, EarlyView.
ABSTRACT We propose a general variable selection procedure to identify key input variables by applying elastic net regression to representative subdata in place of the full sample to select variables. We combine the lists of selected variables from each subdata through ensemble techniques, using the frequency of selecting the variable across different ...
Ching‐Chi Yang, Justin Deng, Lih‐Yuan Deng, Henry Horng‐Shing Lu   +3 more
wiley   +1 more source

Comparative models on low multiplier DRG classification for advanced lung cancer. [PDF]

Front Public Health
Yu M, Zhang Y.
europepmc   +1 more source

The Impact of Derivative Use on Default Probability Among Nonfinancial Firms: Evidence From European Firms

Journal of Futures Markets, EarlyView.
ABSTRACT This paper examines how institutional environments shape the effectiveness of derivative hedging in reducing corporate default risk. Using hand‐collected data from non‐financial firms across nine European countries and various econometric methods to control for endogeneity, we provide novel evidence that the risk‐reducing benefits of ...
Amrit Judge, Khai Le, Kim Ly
wiley   +1 more source

Application of the Alternating Direction Method of Multipliers to Separable Convex Programming Problems(Nonlinear Analysis and Mathematical Economics)

, 1992
Masao Fukushima
openalex   +2 more sources

Dynamic supply-side multipliers in China's marine economy: A neural network-enhanced Ghosh model for sustainable development. [PDF]

PLoS One
Jin J, Zhang M.
europepmc   +1 more source

The Case of Fleeting Orders and Flickering Quotes

Journal of Futures Markets, EarlyView.
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, Johannes Stadler, Andreas W. Rathgeber   +2 more
wiley   +1 more source

Trump's Drug Pricing Order and the Domestic Economic Trade-Off. [PDF]

Appl Health Econ Health Policy
Gandjour A.
europepmc   +1 more source

SBCM Economics: A Meso-Economic Framework for Maximizing Wealth Retention and Circulation -Redefining Regional Economic Cycles and Fiscal Multipliers via Standard

Hokuto Koyama
openalex   +1 more source