Enhancing Volatility Prediction: A Wavelet‐Based Hierarchical Forecast Reconciliation Approach
ABSTRACT Forecasting realized volatility (RV) has been widely studied, with numerous techniques developed to enhance predictive accuracy. Among these techniques, the use of RV decompositions based on intraday asset returns has been applied. However, the use of a frequency‐based decomposition, which provides unique insights into the dynamics of RV ...
Adam Clements, Ajith Perera
wiley +1 more source
Prosumer Web City: a novel energy market framework for enabling dynamic bidding and scalable integration of distributed energy participants. [PDF]
Ali Y +4 more
europepmc +1 more source
ABSTRACT This paper uses GARCH‐MIDAS to predict US natural gas futures volatility using national and state‐level Climate Concern Indexes (CCIs). We find that both national and state‐level CCIs positively affect price volatility. Notably, models using state‐level data—specifically those utilizing least‐squares (LS) weighting combinations—surpass the ...
Afees A. Salisu +3 more
wiley +1 more source
Real-world effectiveness of remdesivir in immunocompromised patients hospitalized due to SARS-CoV-2 Infection: Insights to inform pharmacy practice. [PDF]
Kalil AC +6 more
europepmc +1 more source
Multifactorial Screening for Fine‐Scale Selection of CCS Industrial Clusters and Hubs in Brazil
ABSTRACT As Brazil moves toward implementing its decarbonization commitments, carbon capture and storage (CCS) hubs are emerging as a key pathway for large‐scale CO2 abatement in hard‐to‐abate sectors. This paper presents a multifactorial, data‐driven framework to screen and prioritize potential CCS industrial clusters and hubs across Brazilian regions,
Gustavo P. Oliveira +5 more
wiley +1 more source
LHW-Net: An ensemble-based machine learning framework for brain tumor classification. [PDF]
Suryadevara T, Mahamkali N, Rafi M.
europepmc +1 more source
Time-Driven, Activity-Based Cost Analysis of Secondary Intraocular Lens Implantation. [PDF]
Meshkin RS +15 more
europepmc +1 more source
Identifying the Gaps in the Methodology of NH Farm Injury Surveillance Using Hospital Discharge Data [PDF]
Armenti, Karla R., Weiss, D.
core +2 more sources

