Results 121 to 130 of about 1,704,441 (287)

Point and Risk estImation Using an enSemble of Models for Nowcasting: PRISM‐Now

Journal of Forecasting, EarlyView.
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

A thorough assessment of the non-IID data impact in federated learning

Journal of Industrial Information Integration
Federated learning (FL) allows collaborative machine learning (ML) model training among decentralized clients' information, ensuring data privacy. The decentralized nature of FL deals with non-independent and identically distributed (non-IID) data. This open problem has notable consequences, such as decreased model performance and more significant ...
Daniel Mauricio Jimenez Gutierrez, Mehrdad Hassanzadeh, Aris Anagnostopoulos, Ioannis Chatzigiannakis, Andrea Vitaletti   +4 more
openaire   +2 more sources

Nowcasting World Trade With Machine Learning: A Three‐Step Approach

Journal of Forecasting, EarlyView.
ABSTRACT We nowcast world trade using machine learning, distinguishing between tree‐based methods (random forest and gradient boosting) and their linear‐regression‐based counterparts (macroeconomic random forest and gradient boosting—linear). While much less used in the literature, the latter are found to outperform not only the tree‐based techniques ...
Menzie Chinn, Baptiste Meunier, Sebastian Stumpner   +2 more
wiley   +1 more source

FedDB: A Federated Learning Approach Using DBSCAN for DDoS Attack Detection

Applied Sciences
The rise of Distributed Denial of Service (DDoS) attacks on the internet has necessitated the development of robust and efficient detection mechanisms. DDoS attacks continue to present a significant threat, making it imperative to find efficient ways to ...
Yi-Chen Lee, Wei-Che Chien, Yao-Chung Chang   +2 more
doaj   +1 more source

Threshold Asymmetric Conditional Autoregressive Range (TACARR) Model

Journal of Forecasting, EarlyView.
ABSTRACT This paper introduces a Threshold Asymmetric Conditional Autoregressive Range (TACARR) model for analyzing the daily price ranges of financial assets. The proposed formulation assumes that the conditional expected range switches between two regimes, representing upward and downward market states, with the disturbance distribution also allowed ...
Isuru Ratnayake, V. A. Samaranayake
wiley   +1 more source

Differentially Private Federated Clustering Over Non-IID Data

IEEE Internet of Things Journal
34 pages, 4 figures, 1 ...
Yiwei Li 0003, Shuai Wang 0033, Chong-Yung Chi, Tony Q. S. Quek   +3 more
openaire   +2 more sources

Climate Change Laws and European Stock Markets: An Event Analysis

International Journal of Finance &Economics, EarlyView.
ABSTRACT Under the context of the climate change we assess the impact of EU's legislative initiative on European stock markets. Specifically, we focus on its impact on energy and Environmental Social Governance (ESG) sectors for equity returns and volatility for a representative basket of EU countries (participating also in Eurozone) as well as ...
Theodoros Bratis, Georgios P. Kouretas, Evangelos Salachas   +2 more
wiley   +1 more source

Comparative Analysis of Centralized and Federated Intrusion Detection in IoT-Enabled Cyber-Physical Systems Under Data and Label-Skew

IEEE Access
Cyber-Physical Systems (CPS) increasingly leverage Internet of Things (IoT) technologies to enable seamless communication and control across distributed devices.
Muhammad Ali Khan, Rao Naveed Bin Rais, Osman Khalid, Mohamed Deriche   +3 more
doaj   +1 more source

Inconsistency of the Capital Asset Pricing Model in a Multi‐Currency Environment

International Journal of Finance &Economics, EarlyView.
ABSTRACT The capital asset pricing model (CAPM) is a widely adopted model in asset pricing theory and portfolio construction because of its intuitive nature. One of its main conclusions is that there exists a global market portfolio that each rational investor should hold in proportion to the risk‐free asset. In this paper, we demonstrate theoretically
Khalifa Al‐Thani, Domenico Mignacca, Gianluca Fusai, Fabio Caccioli, Guido Germano   +4 more
wiley   +1 more source

Split Averaging: Bridging the Heterogeneity Gap in Clients Data for Federated Learning

IEEE Access
Federated Learning (FL) has gained significant prominence to overcome the issue of data silos in various domains. However, since its introduction FL has been confronted with the presence of Non-Independent and Identically Distributed (Non-IID) data ...
Sajjad Khan, Nikita Karetnikov, Muhammad Habib Ur Rehman, Davor Svetinovic   +3 more
doaj   +1 more source