Multiscale neural dynamics in sleep transition volatility across age scales: a multimodal EEG-EMG-EOG analysis of temazepam effects. [PDF]
Sirpal P, Sikora WA, Refai HH.
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Perception and Prediction of Factors Influencing Carbon Price: Multisource, Spatiotemporal, Hierarchical Federated Learning Framework with Cross-Modal Feature Fusion. [PDF]
Wang P, Zhou X.
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High-frequency enhanced VaR: A robust univariate realized volatility model for diverse portfolios and market conditions. [PDF]
Kuang W.
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Selected Topics in Time Series Forecasting: Statistical Models vs. Machine Learning. [PDF]
Tjøstheim D.
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On the hedge and safe-haven abilities of bitcoin and gold against blue economy and green finance assets during global crises: Evidence from the DCC, ADCC and GO-GARCH models. [PDF]
Manzli YS +4 more
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Intelligent system for portfolio optimization for novel volatility forecasting using machine learning. [PDF]
Biswas T, Dey A, Mandal G, Ghosh N.
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Volatility, correlation and risk spillover effect between freight rates in BCI and BPI markets: Evidence from static and dynamic GARCH-Copula and dynamic CoVaR models. [PDF]
Zou Y, Xu J, Chen Y.
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Likelihood Inference for Factor Copula Models with Asymmetric Tail Dependence. [PDF]
Joe H, Li X.
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Robust Inference of Dynamic Covariance Using Wishart Processes and Sequential Monte Carlo. [PDF]
Huijsdens H +3 more
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The dependency structure of international commodity and stock markets after the Russia-Ukraine war. [PDF]
Zhang C, Liu S, Qin M, Gao B.
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