Results 121 to 130 of about 159,722 (293)

Local Polynomial Regression and Filtering for a Versatile Mesh‐Free PDE Solver

International Journal for Numerical Methods in Fluids, EarlyView.
A high‐order, mesh‐free finite difference method for solving differential equations is presented. Both derivative approximation and scheme stabilisation is carried out by parametric or non‐parametric local polynomial regression, making the resulting numerical method accurate, simple and versatile. Numerous numerical benchmark tests are investigated for
Alberto M. Gambaruto
wiley   +1 more source

Three solutions for quasilinear equations in Rⁿ near resonance

Electronic Journal of Differential Equations, 2001
We use minimax methods to prove the existence of at least three solutions for a quasilinear elliptic equation in $mathbb {R}^n$ near resonance.
Pablo De Napoli, Maria Cristina Mariani
doaj  

A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios

Journal of Forecasting, EarlyView.
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

Intraday Functional PCA Forecasting of Cryptocurrency Returns

Journal of Forecasting, EarlyView.
ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley   +1 more source

Forecasting With Dynamic Factor Models Estimated by Partial Least Squares

Journal of Forecasting, EarlyView.
ABSTRACT Dynamic factor models (DFMs) have found great success in nowcasting and short‐term macroeconomic forecasting when incorporating large sets of predictive information. The factor loadings are typically estimated cross‐sectionally with principal component analysis (PCA) or maximum likelihood (ML), which ignore whether the factors have predictive ...
Samuel Rauhala
wiley   +1 more source

Note on a Nonlinear Eigenvalue Problem

Rocky Mountain Journal of Mathematics, 1993
Consider the nonlinear eigenvalue problem \({d \over dx} (| u' |^{p-2}u')+ \lambda | u |^{p-2}u=0\). It is observed that the first positive eigenvalue \(\lambda_ p\) satisfies a conjugacy condition \(\lambda_ p^{1/p}=\lambda_ q^{1/p}\), \({1 \over p} + {1 \over q}=1\). Also the corresponding eigenfunctions are related.
openaire   +2 more sources

Protective Factors Associated With Perceived Risk of Exclusion From Education and Work Among Vocational Students

Journal of Adolescence, EarlyView.
ABSTRACT Introduction Perceived risk of experiencing NEET status (Not in Education, Employment, or Training) reflects young people's sense of vulnerability in the transition from school to work. Identifying protective factors linked with lower perceived risk may help inform early prevention.
Kati Kajastus
wiley   +1 more source

On a Nonlinear Elliptic Eigenvalue Problem

Journal of Differential Equations, 1995
The eigenvalue problem \(- \Delta u- \mu u= \lambda g(x, u)\) in \(D\), \(u= 0\) on \(\partial D\), with prescribed energy condition is considered. Multiplicity results are proved, based on Lyusternik-Schnirelman theory.
openaire   +2 more sources

Between Dependence and Alienation: Understanding the Digital Minimalist Behavior of Chinese Millennials—An Analysis Based on SEM and fsQCA

Journal of Adolescence, EarlyView.
ABSTRACT Introduction Following rapid iterations in media technologies, Chinese millennials (born between 1980 and 1995) find themselves in a paradoxical state where digital saturation exists alongside fatigue, making them central practitioners of digital minimalist behavior.
Chao Zhang, Yinze Hao, Jingwen Li
wiley   +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