Results 201 to 210 of about 1,325 (293)

Precise tail asymptotics of fixed points of the smoothing transform with general weights [PDF]

, 2015
Dariusz Buraczewski, Ewa Damek, Jacek Zienkiewicz   +2 more
openalex   +1 more source

Hole transporting materials in inverted flexible perovskite solar cells: Challenges, progress, and perspectives

FlexMat, EarlyView.
The buried interface is a critical determinant of efficiency and stability in inverted flexible perovskite solar cells (IFPSCs). This Perspective summarizes advances in hole transporting materials for IFPSCs, including polymeric, small‐molecule, inorganic, and hybrid systems, and discusses the prospects and feasibility of emerging molecular design and ...
Xianglang Sun, Jiawei Leng, Zhong'an Li
wiley   +1 more source

Bayesian Discrepancy Measure: Higher-Order and Skewed Approximations. [PDF]

Entropy (Basel)
Bortolato E, Bertolino F, Musio M, Ventura L.   +3 more
europepmc   +1 more source

Optimal Unconstrained Self-Distillation in Ridge Regression: Strict Improvements, Precise Asymptotics, and One-Shot Tuning

Hien Dang, Pratik Patil, Alessandro Rinaldo   +2 more
openalex   +1 more source

PRECISE ASYMPTOTICS FOR THE MOMENT CONVERGENCE OF MOVING-AVERAGE PROCESS UNDER DEPENDENCE [PDF]

, 2010
Qing-pei Zang, Ke-Ang Fu
openalex   +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