The impact of deep brain stimulation payment adjustments on healthcare utilization in Shanghai, China: a regression discontinuity analysis of health insurance claims. [PDF]
Xing Q +6 more
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
Changes in Passive Muscle Stiffness Following Biceps Femoris Strain Injury in Track-and-Field Athletes: Cross-Sectional and Longitudinal Analyses. [PDF]
Kukuchi S +6 more
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
Nonparametric Bayesian Adjustment of Unmeasured Confounders in Cox Proportional Hazards Models. [PDF]
Orihara S +5 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
Assessment of PlanetScope Spectral Data for Estimation of Peanut Leaf Area Index Using Machine Learning and Statistical Methods. [PDF]
Ekwe M +5 more
europepmc +1 more source
The Role of Price‐Volatility Cojumps in Volatility Forecasting
ABSTRACT This paper investigates whether simultaneous jumps in prices and volatility improve volatility forecasting. Using up‐to‐date high‐frequency S&P 500 and VIX data, we identify price‐volatility cojumps at the intraday granularity and construct upside, downside, and asymmetric measures.
Kefu Liao
wiley +1 more source
Depression and daytime dysfunction centralize the fatigue-sleep cascade in island firefighters: a symptom network and Bayesian DAG study. [PDF]
Liu Y +6 more
europepmc +1 more source

