Results 231 to 240 of about 23,032 (275)
A Fuzzy Framework for Realized Volatility Prediction: Empirical Evidence From Equity Markets
Journal of Forecasting, EarlyView.ABSTRACT This study introduces a realized volatility fuzzy time series (RV‐FTS) model that applies a fuzzy c‐means clustering algorithm to estimate time‐varying c$$ c $$ latent volatility states and their corresponding membership degrees. These memberships are used to construct a fuzzified volatility estimate as a weighted average of cluster centroids.
Shafqat Iqbal, Štefan Lyócsa
wiley +1 more source
Portfolio optimization for seed selection in diverse weather scenarios. [PDF]
PLoS One, 2017 Marko O +6 more
europepmc +1 more source
Estimation Error and Portfolio Optimization: A Resampling Solution
, 2007 Richard O. Michaud, Robert Michaud
openalex +1 more source
A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios
Journal of Forecasting, EarlyView.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
Oil Futures Prices, Inflation Expectations, and Bond Risk Premiums
Journal of Futures Markets, EarlyView.ABSTRACT By decomposing West Texas Intermediate futures price changes into structural supply and demand shocks, this paper shows that dissecting the oil price significantly improves inflation forecasts. Empirically, demand‐driven shocks predict a negative real bond risk premium but a positive inflation risk premium; these opposing effects result in an ...
Haibo Jiang
wiley +1 more source
Greenhouse Gases: Science and Technology, EarlyView.ABSTRACT Geologic carbon storage in depleted oil and gas reservoirs is a key CO2 mitigation strategy, utilizing existing infrastructure such as injection wells and pipelines, while capitalizing on well‐characterized subsurface properties. This article introduces a versatile methodology designed to estimate critical parameters, including the number of ...
Nívia Morgana de Oliveira +2 more
wiley +1 more source
Hydrogen Halide Gas Sensors: Active Materials, Operation Principles, and Emerging Technologies
Interdisciplinary Materials, EarlyView.This review considers hydrogen halide (HX) gas sensors across functional materials and principles: acoustic, chemical, optical and nanophotonic. The strong acidity and reactivity of HX gases are discussed as constraints for stability and selectivity of these devices.
Xiuzhen Liu +12 more
wiley +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper examines how Corporate Venture Capital (CVC), Independent Venture Capital (IVC) and Venture Capital Syndicate (VCS) promote innovation among startups. Drawing on a dataset of 4406 venture‐backed deals in North America, spanning 1998–2019, it explores how the configurations of investors and their contextual factors influence ...
Fatima Shuwaikh +3 more
wiley +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT One of the critical risks associated with cryptocurrency assets is the so‐called downside risk, or tail risk. Conditional Value‐at‐Risk (CVaR) is a measure of tail risks that is not normally considered in the construction of a cryptocurrency portfolio.
Xinran Huang +3 more
wiley +1 more source