Results 161 to 170 of about 9,566 (254)

A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley   +1 more source

A new family of <i>q</i>-hypergeometric congruences from Andrews' multi-series transformation. [PDF]

Rev R Acad Cienc Exactas Fis Nat A Mat
Guo VJW, Schlosser MJ.
europepmc   +1 more source

Forecasting Count Data With Varying Dispersion: A Latent‐Variable Approach

Journal of Forecasting, EarlyView.
ABSTRACT Count data, such as product sales and disease case counts, are common in business forecasting and many areas of science. Although the Poisson distribution is the best known model for such data, its use is severely limited by its assumption that the dispersion is a fixed function of the mean, which rarely holds in real‐world scenarios.
Easton Huch, Candace Berrett, Mason Ferlic, Kimberly F. Sellers   +3 more
wiley   +1 more source

Most totally real fields do not have universal forms or the Northcott property. [PDF]

Proc Natl Acad Sci U S A
Daans N, Kala V, Man SH, Widmer M, Yatsyna P.   +4 more
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

Hadamard gate realization based on quantum Fourier transform for the creation of quantum numbers in the integrated optical domain. [PDF]

Sci Rep
Armaghani S, Rostami A.
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 Algebraic Properties of Primitive Eisenstein Integers with Applications in Coding Theory. [PDF]

Entropy (Basel)
Hadi A, Isnaini U, Wijayanti IE, Ezerman MF.   +3 more
europepmc   +1 more source

ESG Performance and Credit Risk: Evidence From Chinese Manufacturing Companies

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study investigates the effect of corporate environmental, social, and governance (ESG) performance on credit risk using a sample of manufacturing firms listed on China's Shanghai and Shenzhen A‐share markets from 2009 to 2021. Employing fixed effects, the generalised method of moments, and instrumental variable models, we find that ...
Yanan Wang, Xiao Zhang, Michal Wojewodzki, Yuxin Jian, Fadey AbiDaoud   +4 more
wiley   +1 more source

On Quantum Ergodicity for Higher Dimensional Cat Maps. [PDF]

Commun Math Phys
Kurlberg P, Ostafe A, Rudnick Z, Shparlinski IE.   +3 more
europepmc   +1 more source