Results 101 to 110 of about 43,930 (262)

Nonlinear permuted Granger causality

Canadian Journal of Statistics, EarlyView.
Abstract Granger causality is an established, contentious method that seeks causal temporal connections via association and precedence. While not true causal inference, it assists in mapping networks of information flow that may warrant further study.
Noah D. Gade, Jordan Rodu
wiley   +1 more source

Stochastic Gradient Descent in High Dimensions for Multi‐Spiked Tensor PCA

Communications on Pure and Applied Mathematics, EarlyView.
ABSTRACT We study the high‐dimensional dynamics of online stochastic gradient descent (SGD) for the multi‐spiked tensor model. This multi‐index model arises from the tensor principal component analysis (PCA) problem with multiple spikes, where the goal is to estimate the unknown signal vectors within the N$N$‐dimensional unit sphere through maximum ...
Gérard Ben Arous, Cédric Gerbelot, Vanessa Piccolo   +2 more
wiley   +1 more source

The in‐hospital administration of sacubitril/valsartan in acute myocardial infarction: A meta‐analysis

ESC Heart Failure, Volume 12, Issue 2, Page 998-1012, April 2025.
In patients with Acute Myocardial Infarction related heart failure, the in‐hospital administration of ARNIs was associated with a reduced risk of MACEs and re‐hospitalizations for heart failure, as well as cardiac remodeling, compared to standard therapy.
Gianluca Di Pietro, Riccardo Improta, Paolo Severino, Andrea D'Amato, Lucia Ilaria Birtolo, Ovidio De Filippo, Antonio Lattanzio, Raffaele De Cristofaro, Giacchino Galardo, Fabrizio D'Ascenzo, Roberto Badagliacca, Gennaro Sardella, Maurizio Volterrani, Francesco Fedele, Carmine Dario Vizza, Massimo Mancone   +15 more
wiley   +1 more source

Concept, Tests, and Optimum Design of Novel Negative Stiffness Friction Dampers for Seismic Protection of Long‐Span Bridges

Earthquake Engineering &Structural Dynamics, EarlyView.
ABSTRACT Viscous dampers (VDs) are widely used to mitigate the excessive responses of long‐span bridges. However, VDs face some intricate challenges in engineering practices, including high damping coefficient requirement, potential base shear amplification and tremendous damping force under high velocity. To address these issues, this study develops a
Ruisheng Ma, Shaodong Jiang, Kun Xu, Qiang Han, Xiuli Du, Kaiming Bi   +5 more
wiley   +1 more source

An Ocular Surface‐Targeting Nucleic Acid Hydrogel for Efficient Dry Eye Disease Treatment

Exploration, EarlyView.
A self‐assembled nucleic acid hydrogel modified with mucin‐1 (MUC1) aptamer is developed, which can actively target the mucin layer on the ocular surface and significantly extend its retention time after distillation. Inside the hydrogel, therapeutic siRNA is embedded and can effectively silence the inflammation gene expression, subsequently restoring ...
Yuhe Liu, Zimeng Zhai, Yangyang Huang, Fujun Wang, Zifei Wang, Lijuan Zhu, Ka Jiang, Xujiao Zhou, Xingtao Zhou, Ying Jie, Xiuming Jin, Chuan Zhang, Jiaxu Hong   +12 more
wiley   +1 more source

A New Implementation of Network GARCH Model for Stock Volatility and Co‐Volatility Forecasting

Journal of Forecasting, EarlyView.
ABSTRACT Volatility clustering and spillovers are key features of financial time series with many cross‐sectional assets. While network analysis links similar or correlated stocks and helps trace volatility spillovers, contemporary multivariate ARCH‐GARCH formulations struggle to represent structured network dependence and remain parsimonious.
Peiyi Zhou
wiley   +1 more source

Industry Portfolio Volatility Connections and Industry Portfolio Returns

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper tracks dynamic connections that form among daily US industry portfolio return volatilities using a Bayesian time‐varying parameter VAR model. Market participants often focus on sectors to filter vast amounts of information, and this focus results in cross‐industry return predictability. We characterise connections that form over the
Michael Ellington, Michalis Stamatogiannis, Yawen Zheng   +2 more
wiley   +1 more source

Exchange Rates and Sovereign Risk: A Nonlinear Approach Based on Local Gaussian Correlations

International Journal of Finance &Economics, EarlyView.
ABSTRACT We empirically assess the interlinkages between sovereign risk, measured in terms of CDS spreads, and exchange rates for a sample of emerging markets. Our period of analysis includes episodes of severe stress, such as the Global Financial Crisis, the COVID‐19 pandemic, and the Ukrainian War.
Reinhold Heinlein, Gabriella D. Legrenzi, Scott M. R. Mahadeo   +2 more
wiley   +1 more source

Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment

Journal of Applied Econometrics, EarlyView.
ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley   +1 more source

Traditional models chemical kinetics and potentially streaming equation for a closed system

Тонкие химические технологии, 2014
The paper analyzes the communication matrix coefficients reagiruemostey simple subsystems and the coefficient matrix formed independent subsystems simple reagents chemically reacting systems with chemical kinetics.
V. I. Bykov, I. E. Starostin
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