Results 11 to 20 of about 496,287 (303)

Predicting Bond Return Predictability [PDF]

SSRN Electronic Journal, 2020
This paper provides empirical evidence on predictable time variations in out-of-sample bond return predictability. Bond return predictability is associated with periods of high (low) economic activity (uncertainty), which implies that violations of the expectations hypothesis are state dependent and linked to features of the business cycle. These state
Daniel Borup, Jonas N. Eriksen, Mads M. Kjær, Martin Thyrsgaard   +3 more
openaire   +2 more sources

Multimorbidity prediction using link prediction [PDF]

Scientific Reports, 2021
AbstractMultimorbidity, frequently associated with aging, can be operationally defined as the presence of two or more chronic conditions. Predicting the likelihood of a patient with multimorbidity to develop a further particular disease in the future is one of the key challenges in multimorbidity research.
Furqan Aziz, Victor Roth Cardoso, Laura Bravo-Merodio, Dominic Russ, Samantha C. Pendleton, John A. Williams, Animesh Acharjee, Georgios V. Gkoutos   +7 more
openaire   +3 more sources

Predictive Coding Networks for Temporal Prediction

PLOS Computational Biology, 2023
AbstractOne of the key problems the brain faces is inferring the state of the world from a sequence of dynamically changing stimuli, and it is not yet clear how the sensory system achieves this task. A well-established computational framework for describing perceptual processes in the brain is provided by the theory of predictive coding.
Beren Millidge, Mufeng Tang, Mahyar Osanlouy, Nicol S. Harper, Rafal Bogacz   +4 more
openaire   +4 more sources

On the Inability of Markov Models to Capture Criticality in Human Mobility [PDF]

, 2018
We examine the non-Markovian nature of human mobility by exposing the inability of Markov models to capture criticality in human mobility. In particular, the assumed Markovian nature of mobility was used to establish a theoretical upper bound on the ...
A Cuttone, A Lesne, AL Barabasi, C Krumme, C Song, EL Ikanovic, FJ Massey Jr, HW Lin, J Schmidhuber, J Ziv, JA Storer, L Song, ME Newman, N Chomsky, S Grossberg, S Hochreiter, VV Prelov, X Lu, XY Yan, Y Zheng, ZD Zhao   +20 more
core   +3 more sources

Regime Specific Predictability in Predictive Regressions [PDF]

SSRN Electronic Journal, 2010
Predictive regressions are linear specifications linking a noisy variable such as stock returns to past values of a more persistent regressor with the aim of assessing the presence of predictability. Key complications that arise are the potential presence of endogeneity and the poor adequacy of asymptotic approximations.
Gonzalo, Jesus, Pitarakis, Jean-Yves
openaire   +8 more sources

Hedge fund return predictability; To combine forecasts or combine information? [PDF]

, 2014
While the majority of the predictability literature has been devoted to the predictability of traditional asset classes, the literature on the predictability of hedge fund returns is quite scanty. We focus on assessing the out-of-sample predictability of
Ackermann, Agarwal, Agarwal, Agarwal, Aggarwal, Aiolfi, Alexander, Amenc, Ang, Avramov, Avramov, Bai, Bali, Bali, Bali, Bali, Bali, Bates, Berk, Billio, Breiman, Bussiere, Campbell, Campbell, Cao, Chan, Chen, Clark, Della Corte, Della Corte, Ekaterini Panopoulou, Fleming, Friedman, Fung, Fung, Fung, Fung, Fung, Ghosh, Goyal, Greyserman, Hamza, Harlow, Harlow, Harris, Hendry, Hoerl, Huang, Inoue, Jagannathan, Jore, Kosowski, Krokhmal, Liang, Liang, Markowitz, Marquering, Meligkotsidou, Meligkotsidou, Mitchell, Olmo, Pastor, Patton, Petkova, Rapach, Rapach, Rockafellar, Rockafellar, Sortino, Spyridon Vrontos, Stock, Stock, Sun, Tibshirani, Timmermann, Titman, Vassalou, Vrontos, Wachter, Wegener, West, Zou, Zou, Zou   +83 more
core   +2 more sources

Predictability's aftermath: Downstream consequences of word predictability as revealed by repetition effects [PDF]

, 2018
Stimulus processing in language and beyond is shaped by context, with predictability having a particularly well-attested influence on the rapid processes that unfold during the presentation of a word.
Federmeier, K., Rommers, J.
core   +2 more sources

Chains of Spatial and Temporal Precipitation Occurrence Predictability Across the Continental U.S.

Frontiers in Climate, 2021
Both spatial and temporal information sources contribute to the predictability of precipitation occurrence at a given location. These sources, and the level of predictability they provide, are relevant to forecasting and understanding precipitation ...
Allison Goodwell, Ritzwi Chapagain
doaj   +1 more source

Predictability and Predictions

Atmosphere, 2022
This essay describes the author’s lifetime experiences with predictability theory and weather predictions.
openaire   +2 more sources

Dynamics and predictability of secondary eyewall formation in sheared tropical cyclones

Journal of Advances in Modeling Earth Systems, 2017
This study examines the predictability and dynamics of tropical cyclone (TC) secondary eyewall formation (SEF), eyewall replacement cycles (ERC), and intensity changes under moderate environmental shear through convection‐permitting ensemble simulations.
Fuqing Zhang, Dandan Tao, Y. Qiang Sun, Jeffrey D. Kepert   +3 more
doaj   +1 more source