Results 231 to 240 of about 4,257 (300)
Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment
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
ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley +1 more source
Modeling dysentery spread and the impact of public awareness on control dynamics. [PDF]
Ahmed KK +9 more
europepmc +1 more source
ABSTRACT This article identifies assistive technologies (ATs) as ‘pre‐technologies’ mediating access to other technologies for disabled subjects (DSs). The motivation is to show that without ATs, DSs cannot be said to have the same level of access to freedom and self‐forming activities as able‐bodied subjects.
Sarel Marais
wiley +1 more source
Zooming in and out of semantics: proximal-distal construal levels and prominence hierarchies. [PDF]
Lobben M, Laeng B.
europepmc +1 more source
Colourings of Uniform Group Divisible Designs and Maximum Packings
ABSTRACT A weak c $c$‐colouring of a design is an assignment of colours to its points from a set of c $c$ available colours, such that there are no monochromatic blocks. A colouring of a design is block‐equitable, if for each block, the number of points coloured with any available pair of colours differ by at most one.
Andrea C. Burgess +6 more
wiley +1 more source
A journey to ITACA: Ion Tracking with Ammonium Cations Apparatus. [PDF]
Gómez-Cadenas JJ +8 more
europepmc +1 more source
Abstract Background People with neurodevelopmental and mental health conditions have been demonstrated to have elevated rates of sensory processing (SP) difficulties in research and practice but the temporal order of this relationship is unclear. Methods This study sought to investigate whether SP difficulties in infancy predicted mental health at 5 ...
Emma Butler +2 more
wiley +1 more source
Observer-based prescribed-time lag bipartite consensus of nonlinear multi-agent systems under event-triggered mechanism. [PDF]
Tian J +5 more
europepmc +1 more source
Abstract Background Individuals with a parental history of anxiety disorders are at risk of developing an anxiety disorder. Prior studies have focused on the transmission of specific anxiety disorders across generations (i.e., disorder‐specific transmission), often overlooking the possibility that a general tendency to develop various forms of anxiety ...
Hyunsik Kim +5 more
wiley +1 more source

