Results 91 to 100 of about 2,559 (193)

Deep Learning for Bond Yield Forecasting: The LSTM‐LagLasso

International Journal of Finance &Economics, EarlyView.
ABSTRACT We present long short‐term memory (LSTM)‐LagLasso, a novel explainable deep learning approach applied to bond yield forecasting. Our method involves feature selection from a large universe of potential features and forecasts bond yields using dynamic LSTM networks.
Manuel Nunes, Enrico Gerding, Frank McGroarty, Mahesan Niranjan, Georgios Sermpinis   +4 more
wiley   +1 more source

Exploring the Impact of Non-normality on Spatial Non-stationarity in Geographically Weighted Regression Analyses: Tobacco Outlet Density in New Jersey [PDF]

, 2009
Danlin Yu, N. Andrew Peterson, Robert J. Reid   +2 more
openalex   +1 more source

Assessing US and Global Economic Policy Uncertainty Effects on Non‐Performing Loans in MENA's Islamic and Conventional Banks

International Journal of Finance &Economics, EarlyView.
ABSTRACT Banks within the MENA regions serve as pivotal agents in fostering economic growth through extensive lending to businesses, individuals and corporations, thereby amplifying employment within the banking sector. A pressing concern affecting these banks is the proliferation of NPLs, which not only diminishes net earnings but also escalates ...
Shadi Ratib Mohammad Aledeimat, Murad Abdurahman Bein   +1 more
wiley   +1 more source

Analysis of stationary and non-stationary hydrological extremes under a changing environment: A systematic review

HydroResearch
Research on hydrological extremes has increased due to their increasing frequency and destructive power, with their non-stationarity attributed to human activities and climate change.
Maximo Basheija Twinomuhangi, Yazidhi Bamutaze, Isa Kabenge, Joshua Wanyama, Michael Kizza, Geoffrey Gabiri, Pascal Emanuel Egli   +6 more
doaj  

The Role of Uncertainty, Regulatory and Economic Environment and Quantitative Tightening in Banks’ Performance

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study analyses the implications of uncertainty, the regulatory and economic environment, and the monetary policy regime for bank performance. Employing multiple indicators of bank performance and underlying explanatory factors, we used a novel set of empirical approaches including Fixed Effects, Random Effects, Panel Fully Modified Least ...
Asma Nasim, Gareth Downing, Muhammad Ali Nasir   +2 more
wiley   +1 more source

Exchange Rate Risk and Deviations From Purchasing Power Parity

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper proposes a new solution to the purchasing power parity (PPP) puzzles, arguing that investors' higher‐order risk attitudes, combined with higher‐order uncertainty about nominal exchange rates, as reflected by skewness and kurtosis, drive a risk premium that leads to deviations from PPP.
Michael G. Arghyrou, Wenna Lu, Panayiotis M. Pourpourides   +2 more
wiley   +1 more source

Non-stationarity and power spectral shifts in EMG activity reflect motor unit recruitment in rat diaphragm muscle [PDF]

, 2012
Yasin B. Seven, Carlos B. Mantilla, Wen-Zhi Zhan, Gary C. Sieck   +3 more
openalex   +1 more source

Noncausal AR‐ARCH Model and Its Applications to Financial Time Series

International Journal of Finance &Economics, EarlyView.
ABSTRACT We extend the noncausal autoregressive models by introducing noncausality into the variance component, allowing the volatility to depend on future prices as well. We refer to this model as the noncausal AR‐ARCH model, and it enables us to account for shocks arising from market agents who possess more information and engage in forward‐looking ...
Yaosong Zhan, Shiqing Ling, Zhenya Liu, Shixuan Wang   +3 more
wiley   +1 more source

Robust assessment of spatial non-stationarity in model associations related to pediatric mortality due to diarrheal disease in Brazil [PDF]

, 2012
Stefan Leyk, Petra Norlund, John R. Nuckols   +2 more
openalex   +1 more source

Enhance decoding of lower limb motor imagery‐electroencephalography patterns by Riemannian clustering

Interdisciplinary Medicine, EarlyView.
Abstract Brain‐Computer Interface (BCI) based on motor imagery (MI) has attracted great interest as a new rehabilitation method for stroke. Riemannian geometry‐based classification algorithms are widely used in MI‐BCI due to their strong robustness and generalization capabilities.
Xinwei Sun, Tuo Liu, Kun Wang, Lincong Pan, Lin Meng, Xinmin Ding, Weibo Yi, Minpeng Xu, Dong Ming   +8 more
wiley   +1 more source