<i>Orangutan</i>: An R Package for Analyzing and Visualizing Phenotypic Data in the Context of Species Descriptions and Population Comparisons. [PDF]
Torres J.
europepmc +1 more source
Machine Learning Approaches to Forecast the Realized Volatility of Crude Oil Prices
ABSTRACT This paper presents an evaluation of the accuracy of machine learning (ML) techniques in forecasting the realized volatility of West Texas Intermediate (WTI) crude oil prices. We compare several ML algorithms, including regularization, regression trees, random forests, and neural networks, to several heterogeneous autoregressive (HAR) models ...
Talha Omer +3 more
wiley +1 more source
Change Point Detection in Panel Linear Regression Models Based on Jump Information Criterion. [PDF]
Zhao W, Fan L, Xia Z.
europepmc +1 more source
A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios
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
Perioperative Antibiotic Prophylaxis in Cesarean Section and the Maternal Gut Microbiome: Protocol for a Remote Observational Cohort Study. [PDF]
Feles EA, Mattner F.
europepmc +1 more source
Forecasting House Prices: The Role of Market Interconnectedness
ABSTRACT While the existing research uncovers interconnections between various housing markets, it largely ignores the question of whether such linkages can improve house price predictions. To address this issue, we proceed in two steps. First, we forecast disaggregated house price growth rates from Australia and China to determine whether ...
Zac Chen +3 more
wiley +1 more source
When are novel methods for analyzing complex chemical mixtures in epidemiology beneficial? [PDF]
Wiecha N +3 more
europepmc +1 more source
ABSTRACT This paper presents a new hybrid model for predicting German electricity prices. The algorithm is based on a combination of Gaussian process regression (GPR) and support vector regression (SVR). Although GPR is a competent model for learning stochastic patterns within data and for interpolation, its performance for out‐of‐sample data is not ...
Abhinav Das +2 more
wiley +1 more source
Statistical Inference for High-Dimensional Heteroscedastic Partially Single-Index Models. [PDF]
Fang J, Tian Z.
europepmc +1 more source

