Real estate appraisal functions as a decision support system in pivotal financial, economic, and business processes, encompassing buying and selling houses, property tax, bank lending, and insurance companies.
Jamal A.A. Numan, Izham Mohamad Yusoff
doaj +1 more source
The Nonstationarity-Complexity Tradeoff in Return Prediction
We investigate machine learning models for stock return prediction in non-stationary environments, revealing a fundamental nonstationarity-complexity tradeoff: complex models reduce misspecification error but require longer training windows that introduce stronger non-stationarity.
Agostino Capponi +4 more
openaire +2 more sources
Inflation Control in a CVAR Model With an Application to the Burns/Miller Period in the USA
ABSTRACT The paper addresses the problem of “how to make a nonstationary inflation rate stationary by controlling the policy instrument”. It shows that a necessary condition is a significant non‐zero element in the long‐run impact matrix. An application to US data covering the Burns/Miller periods finds a significant, but positive, long‐run impact on ...
Søren Johansen, Katarina Juselius
wiley +1 more source
Statistical models for the utilization process of aviation radio equipment
The reliability of aviation equipment is a critical factor that directly influences the efficiency of tasks associated with flight operations. To assess reliability, various indicators are commonly employed, including mean time between failures, mean ...
Maksym Zaliskyi +4 more
doaj +1 more source
Detecting Sparse Cointegration
ABSTRACT We propose a two‐step procedure for detecting sparse cointegration in high‐dimensional single‐equation models. First, we employ the adaptive lasso to identify the subset of integrated covariates driving the long‐run equilibrium relationship.
Jesús Gonzalo, Jean‐Yves Pitarakis
wiley +1 more source
Detection of Nonstationarity in Peak Flow, Volume, and Duration in an Urbanizing Catchment
Urban catchments are increasingly vulnerable to hydrologic extremes driven by land-use change and climate variability, challenging the traditional assumption of stationarity.
Aure Flo Oraya +2 more
doaj +1 more source
Review of Recent Advances in Implantable Brain-Computer Interfaces for the Restoration of Motor Function in Patients With Paralysis. [PDF]
Yang D, Liu X, Hu J, Zhang W.
europepmc +1 more source
Toward AI foundation models for epidemics: Promise, challenges, and paths forward. [PDF]
Lau MSY +4 more
europepmc +1 more source
An investigation into in-sample and out-of-sample model selection for nonstationary autoregressive models. [PDF]
Zhang Y +4 more
europepmc +1 more source
From Global to Local: A Multiscale Geographically Weighted Regression Analysis of Bovine Brucellosis Risk Factors. [PDF]
Tian Z +9 more
europepmc +1 more source

