Results 151 to 160 of about 1,658,137 (243)

Beta Forecasting With Realized Beta Estimators and Machine Learning Algorithms

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT This paper applies machine learning algorithms to the modeling of realized betas for the purposes of forecasting stock systematic risk. Higher levels of beta forecast accuracy are demonstrated, relative to other studies in the literature. These improvements are also highly significant, both statistically and economically.
Bao Doan   +3 more
wiley   +1 more source

MARS‐Diff: Guarded Residual Diffusion for Leakage‐Disciplined Probabilistic Portfolio‐Loss Forecasting

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT This paper develops Masked Asset–Regime Scenario Diffusion (MARS‐Diff), a leakage‐disciplined framework for probabilistic forecasting of multiday portfolio losses. The framework combines a regularized heterogeneous autoregressive model with exogenous predictors (HAR‐X) as its anchor, a train‐only masked representation of a high‐dimensional ...
Çağlar Sözen, Mervenur Sözen
wiley   +1 more source

Developing a Z‐ESG Score Model for Assessing Corporate ESG Performance

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT In this study we develop a novel, unique ESG rating model that exploits the logic of the Z‐score by Altman (1968) to discriminate between ESG performing and non‐ESG performing firms using indicators of ESG performance for each of the three pillars (Environmental, Social, Governance) in place of financial ratios.
Edward I. Altman   +3 more
wiley   +1 more source

Nonvisual Support for Understanding and Reasoning about Data Structures. [PDF]

open access: yesProc SIGCHI Conf Hum Factor Comput Syst
Wimer BL   +7 more
europepmc   +1 more source

Multi‐command wearable magnetic human‐machine interface enabled by low‐noise sensing and time‐series deep learning

open access: yesInfoScience, EarlyView.
This study integrates a wrist‐worn sensing platform based on a low‐noise planar Hall magnetoresistive sensor with time‐series deep learning to enable long‐range, single‐sensor, multi‐command gesture recognition with high accuracy. Further evaluations show reliable generalization across different days, previously unseen users, wearing‐position ...
Guannan Mu   +5 more
wiley   +1 more source

Monolithic silicon carbide metasurfaces for engineering arbitrary 3D perfect vector vortex beams. [PDF]

open access: yesNat Commun
Liu M   +9 more
europepmc   +1 more source

Enhanced peripheral blood mononuclear cell lipid metabolism drives poor immunotherapy response via ferroptotic stress‐induced T cell exhaustion in hepatocellular carcinoma

open access: yesInterdisciplinary Medicine, EarlyView.
Integrated multi‐omics reveals that CD36‐mediated lipid overload in PBMCs drives T cell exhaustion via sub‐lethal ferroptotic stress and AKT suppression. This systemic metabolic signature serves as a robust predictor of immunotherapy response in HCC, suggesting that modulating lipid metabolism can rescue immune fitness.
Ying Zhu   +6 more
wiley   +1 more source

Electric field-guided random-access DNA data storage. [PDF]

open access: yesSci Adv
Lim D   +8 more
europepmc   +1 more source

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