Results 181 to 190 of about 48,781 (279)

At the interface of asymptotics, conformal methods and analysis in general relativity. [PDF]

Philos Trans A Math Phys Eng Sci
Taujanskas G, Valiente Kroon JA.
europepmc   +1 more source

Intraday Functional PCA Forecasting of Cryptocurrency Returns

Journal of Forecasting, EarlyView.
ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley   +1 more source

Quantum tunneling and its absence in deep wells and strong magnetic fields. [PDF]

Proc Natl Acad Sci U S A
Fefferman CL, Shapiro J, Weinstein MI.
europepmc   +1 more source

Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models

Journal of Forecasting, EarlyView.
ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu, Mawuli Segnon, Oguzhan Cepni, Rangan Gupta   +3 more
wiley   +1 more source

Evidence of Coulomb liquid phase in few-electron droplets. [PDF]

Nature
Shaju J, Pavlovska E, Suba R, Wang J, Ouacel S, Vasselon T, Aluffi M, Mazzella L, Geffroy C, Ludwig A, Wieck AD, Urdampilleta M, Bäuerle C, Kashcheyevs V, Sellier H.   +14 more
europepmc   +1 more source

Evaluating Forecasts at Multiple Horizons: An Extension of the Diebold–Mariano Approach

Journal of Forecasting, EarlyView.
ABSTRACT Forecast accuracy tests are fundamental tools for comparing competing predictive models. The widely used Diebold–Mariano (DM) test assesses whether differences in forecast errors are statistically significant. However, its standard form is limited to pairwise comparisons at a single forecast horizon.
Andrew Grant, Matus Mrazik, Steve Satchell   +2 more
wiley   +1 more source

On Shape Optimization with Large Magnetic Fields in Two Dimensions. [PDF]

J Geom Anal
Lotoreichik V, Morin L.
europepmc   +1 more source

Forecasting With Dynamic Factor Models Estimated by Partial Least Squares

Journal of Forecasting, EarlyView.
ABSTRACT Dynamic factor models (DFMs) have found great success in nowcasting and short‐term macroeconomic forecasting when incorporating large sets of predictive information. The factor loadings are typically estimated cross‐sectionally with principal component analysis (PCA) or maximum likelihood (ML), which ignore whether the factors have predictive ...
Samuel Rauhala
wiley   +1 more source

A Sharp Deconfinement Transition for Potts Lattice Gauge Theory in Codimension Two. [PDF]

Commun Math Phys
Duncan P, Schweinhart B.
europepmc   +1 more source