Results 101 to 110 of about 115,259 (238)
ABSTRACT Using online job advertisement data improves the timeliness and granularity depth of analysis in the labor market in domains not covered by official data. Specifically, its variation over time may be used as an anticipator of official employment variations.
Pietro Giorgio Lovaglio +1 more
wiley +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
AI-Carbon-Energy: Spillover effects and drivers in interconnected markets. [PDF]
Zhang M, Pan Y, Su B, Zhou D.
europepmc +1 more source
Term Spread Volatility as a Leading Indicator of Economic Activity
ABSTRACT In this paper, we examine the macroeconomic predictive power of the volatility of the US Treasury yield curve slope (term spread volatility). Our forecasting exercise shows that US term spread volatility has significant predictive power for US industrial production and employment growth.
Anastasios Megaritis +3 more
wiley +1 more source
ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu +3 more
wiley +1 more source
Outlier Detection in Functional Data Using Adjusted Outlyingness. [PDF]
Feng Z, Hong X, Li Y, Song X, Zhang K.
europepmc +1 more source
Point and Risk estImation Using an enSemble of Models for Nowcasting: PRISM‐Now
ABSTRACT We propose PRISM‐Now, a novel ensemble forecasting system for near‐term GDP projection. Recognizing that relevant economic information evolves over time, we treat forecasts from multiple base models as draws from a mixture distribution of “good” and “bad” estimates, whose composition changes continuously and cannot be identified ex ante.
Beomseok Seo, Hyungbae Cho, Dongjae Lee
wiley +1 more source
Distribution of Toxic and Essential Elements in Autopsy Organs of Subjects Living in South-Eastern Poland. [PDF]
Flieger W +12 more
europepmc +1 more source
Chromosomal instability is a hallmark of cancer, but minimally invasive ways to detect systemic DNA damage and cancer risk remain limited. Here, using patient blood samples, the authors investigated lymphocyte micronuclei (MN) frequency as a potential marker of DNA damage across the progression from gastroesophageal reflux disease to Barrett's ...
Kathryn Munn +13 more
wiley +1 more source
A Review: Construction of Statistical Distributions. [PDF]
Fang KT, Lin YX, Deng YH.
europepmc +1 more source

