Results 91 to 100 of about 10,511 (262)

Multivariate Hydrological Modeling Based on Long Short-Term Memory Networks for Water Level Forecasting

Information
In the Department of Chocó, flooding poses a recurrent and significant challenge due to heavy rainfall and the dense network of rivers characterizing the region.
Jackson B. Renteria-Mena, Douglas Plaza, Eduardo Giraldo   +2 more
doaj   +1 more source

Nonlinearity Behaviors in Relationship between Economic Growth and Export in Caspian Sea Border Countries [PDF]

پژوهشهای اقتصادی, 2012
The assumption of a linear relationship between export and economic growth in previous investigations may lead to invalid inference if the actual relationship is nonlinear. In present study the relationship between export and economic growth in economies
Ismat Mojarad, Ali Reza Karbasi
doaj  

Analysing the Drivers of Cropland Footprint in Leading Agricultural Nations: Evidence From MMQR Approach

Geological Journal, EarlyView.
ABSTRACT Climate change represents the biggest current challenge for us and for future generations. Its impact on agriculture is undeniable, considering the food security goal. Thus, the cropland footprint has been distinguished as a comprehensive index for assessing the impact of environmental changes in agricultural areas determined by the increased ...
Ibrahim Cutcu, Magdalena Radulescu
wiley   +1 more source

Risk Aversion and Economic Policy Uncertainty Impacts on Investor Attention: Evidence From International Stock Markets Indices

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper examines the relationship between economic policy uncertainty, risk aversion, and investors' attention for 15 equity indices across Asia, Europe, and North America. Our empirical results indicate that both risk aversion and economic uncertainty significantly increase the Google Search Volume across all equity indices.
Stephanos Papadamou, Athanasios P. Fassas, Nikoletta Poutachidou   +2 more
wiley   +1 more source

Ajuste de un modelo no lineal a la variable precipitación en una estación hidro-meteorológica de Colombia Fitting a nonlinear model to the precipitation variable in a Colombian hydrological/meteorological station

Revista Colombiana de Estadística, 2005
En la literatura sobre análisis de series temporales, se ha establecido en años recientes que las series hidrológicas y meteorológicas se describen apropiadamente por modelos no lineales, en particular por los modelos SETAR (Self-exciting threshold ...
ÁNGELA P BRIÑEZ, FABIO H NIETO
doaj  

From Reactive to Proactive Volatility Modeling With Hemisphere Neural Networks

Journal of Applied Econometrics, EarlyView.
ABSTRACT We revisit maximum likelihood estimation (MLE) for macroeconomic density forecasting through a novel neural network architecture with dedicated mean and variance hemispheres. Our architecture features several key ingredients making MLE work in this context.
Philippe Goulet Coulombe, Mikael Frenette, Karin Klieber   +2 more
wiley   +1 more source

FITTING A NONLINEAR MODEL TO THE PRECIPITATION VARIABLE IN A COLOMBIAN HYDROLOGICAL/METEOROLOGICAL STATION AJUSTE DE UN MODELO NO LINEAL A LA VARIABLE PRECIPITACIÓN EN UNA ESTACIÓN HIDRO-METEOROLÓGICA DE COLOMBIA

Revista Colombiana de Estadística, 2005
In the literature on time series analysis it has been established in recent years that the hydrological/meteorological time series are well described by nonlinear models, in particular by the SETAR (Self- exciting threshold autoregressive) models.
Briñez Ángela P., Nieto Fabio H.
doaj  

Count Data Models With Heterogeneous Peer Effects Under Rational Expectations

Journal of Applied Econometrics, EarlyView.
ABSTRACT This paper develops a peer effect model for count responses under rational expectations. The model accounts for heterogeneity in peer effects across groups based on observed characteristics. Identification is based on the linear model condition that requires the presence of friends of friends who are not direct friends.
Aristide Houndetoungan
wiley   +1 more source

Dynamic risk prediction in financial-production systems using temporal self-attention and adaptive autoregressive models

Frontiers in Physics
In financial production systems, accurate risk prediction is crucial for decision- makers. Traditional forecasting methods face certain limitations when dealing with complex time-series data and nonlinear dependencies between systems, especially under ...
Xuduo Lin, Ziang Qi 
doaj   +1 more source

Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment

Journal of Applied Econometrics, EarlyView.
ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley   +1 more source