Results 151 to 160 of about 8,945 (319)
Lost in Translation? Risk‐Adjusting RMSE for Economic Forecast Performance
ABSTRACT When used for parameter optimization and/or model selection, traditional mean squared error (MSE)–based measures of forecast accuracy often exhibit a weak or even negative correlation with the economic value of return forecasts measured by, for example, the Sharpe ratios of the resulting portfolios.
Lukas Salcher +2 more
wiley +1 more source
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 Forecasting in Shipping Exchange‐Traded‐Fund (ETF) Markets
ABSTRACT This article examines the risk properties of freight‐derivative‐based exchange‐traded funds (ETFs), focusing on the Breakwave Dry Bulk Shipping ETF (BDRY), and evaluates the accuracy of Value‐at‐Risk (VaR) and Expected Shortfall (ES) forecasts across a range of econometric models.
Christos Katris +2 more
wiley +1 more source
Bio‐inspired nanophotonics: Structural color, chirality, and resonance metasurfaces
A butterfly‐wing‐inspired anisotropic plasmonic flatband resonant metasurface. Insets, photo of the butterfly, Sasakia charonda, and the SEM image of its wing scale (above); the SEM image of the metasurface (below). Abstract The dazzling colors of butterfly wings and hummingbird feathers are not painted with pigments, but crafted by nature's invisible ...
Weihan Liu, Yao Liang, Din Ping Tsai
wiley +1 more source
A static mixed boundary value problem (BVP) of physically nonlinear elasticity for a continuously inhomogeneous body is considered. Using the two-operator Green-Betti formula and the fundamental solution of an auxiliary linear operator, a non-standard ...
Mikhailov, SE
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Designing chiral organic small molecules for circularly polarized light detection via group theory
The chiral point group determines the arrangement of the μ‐m of chiral organic small molecules, thereby influencing their chiral photoelectric properties. In particular, chiral molecules with the D2 point group can effectively align the μ‐m to be either 0° or 180°, an effective strategy for high‐performance circularly polarized light photodetectors ...
Zhenping Li +10 more
wiley +1 more source
New Drain Spacing Formulas Using the Variational Iteration Method
ABSTRACT In this study, the drain spacing is computed using the variational iteration method (VIM) to the linearized Boussinesq equation. By applying at most two iterations of the VIM method under three different initial condition scenarios, three equations for drain spacing calculation were derived. These equations predict values of drain spacing that
George Kargas +2 more
wiley +1 more source
G2‐PASE: A Novel, Rapid, and Reliable Measure of Plaque Psoriasis Severity
ABSTRACT Background The Psoriasis Area and Severity Index (PASI), a composite measure of plaque psoriasis disease severity, is commonly used to determine treatment eligibility and response, but is time consuming for every‐day clinical use. The Gulliver‐Gestalt‐Psoriasis Area Severity Estimate (G2‐PASE) was developed to approximate PASI scores using ...
Wayne P. Gulliver +10 more
wiley +1 more source
On the viscosity solutions of a stochastic differential utility problem [PDF]
We prove existence, uniqueness and gradient estimates of stochastic differential utility as a solution of the Cauchy problem for degenerate nonlinear partial differential equation.
Andrea Pascucci, Fabio Antonelli
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