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
Using DSGE and Machine Learning to Forecast Public Debt for France
Journal of Forecasting, EarlyView.ABSTRACT Forecasting public debt is essential for effective policymaking and economic stability, yet traditional approaches face challenges due to data scarcity. While machine learning (ML) has demonstrated success in financial forecasting, its application to macroeconomic forecasting remains underexplored, hindered by short historical time series and ...
Emmanouil Sofianos +4 more
wiley +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 +2 more
wiley +1 more source
Food Safety and Health, EarlyView.Aloe vera‐derived biopolymers and nanoformulations enhance antimicrobial, antioxidant, and barrier functions in clean‐label edible coatings and films, whereas safety‐critical anthraquinone thresholds and regulatory constraints shape their translational potential.
Acharya Balkrishna +6 more
wiley +1 more source
Quadratic Hedging of American Options Under GARCH Models
Journal of Futures Markets, EarlyView.ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley +1 more source
Canandaigua City School District and Canandaigua City School District Monitors Association (2004) [PDF]
, 2004 core +1 more source
Chromatin remodeler CHD4 establishes chromatin states required for ovarian reserve formation, maintenance and male germ cell survival. [PDF]
Nucleic Acids ResMunakata Y +7 more
europepmc +1 more source
Factors Affecting the Appropriate Angiography Prescription in Iranian Hospitals
Health Care Science, EarlyView.Graphical Abstract Factors influencing appropriate angiography prescriptions. ABSTRACT Background Inappropriate angiography prescriptions impose substantial financial and clinical burdens on healthcare systems. This study aimed to develop a comprehensive model for appropriate angiography prescription by examining supply‐and demand‐side factors in ...
Atieh Sadat Bigdeli +3 more
wiley +1 more source
Association between triglyceride glucose-body mass index and all-cause mortality in patients with sepsis: Evidence from a retrospective cohort study. [PDF]
J Int Med ResPu Y, Zhou X, Li X, Xu J.
europepmc +1 more source
Pharmaceutical Pricing and R&D as a Global Public Good
Health Economics, EarlyView.ABSTRACT This paper examines the international variation in the prices of branded pharmaceuticals. We consider short‐run profits, or quasi‐rents, as representing each country's contribution toward the global public good of therapeutic information embodied in new pharmaceuticals.
H. E. Frech III +3 more
wiley +1 more source