Results 191 to 200 of about 204,570 (278)

Precipitation disaster hotspots depend on historical climate variability. [PDF]

Nat Commun
de Vries I, Schillinger M, Fischer E, Sippel S, Knutti R.   +4 more
europepmc   +1 more source

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, EarlyView.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

When are novel methods for analyzing complex chemical mixtures in epidemiology beneficial? [PDF]

Environ Epidemiol
Wiecha N, Griffith E, Reich BJ, Hoppin JA.   +3 more
europepmc   +1 more source

Enhancing Volatility Prediction: A Wavelet‐Based Hierarchical Forecast Reconciliation Approach

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting realized volatility (RV) has been widely studied, with numerous techniques developed to enhance predictive accuracy. Among these techniques, the use of RV decompositions based on intraday asset returns has been applied. However, the use of a frequency‐based decomposition, which provides unique insights into the dynamics of RV ...
Adam Clements, Ajith Perera
wiley   +1 more source

Investigation of Combined Toxic Metals, PFAS, Volatile Organic Compounds, and Essential Elements in Chronic Kidney Disease. [PDF]

J Xenobiot
Adetunji AG, Obeng-Gyasi E.
europepmc   +1 more source

Coherent Forecasting of Realized Volatility

Journal of Forecasting, EarlyView.
ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley   +1 more source

Integrating quantile regression with ARIMA and ANN for interpretable and accurate PM2.5 forecasting in Hat Yai, Thailand. [PDF]

Sci Rep
Chumnaul J, Damkliang K.
europepmc   +1 more source

The Case of Fleeting Orders and Flickering Quotes

Journal of Futures Markets, EarlyView.
ABSTRACT The literature controversially discusses the ambiguous motives and driving forces behind quickly cancelled limit orders (fleeting orders), which are characteristic of high‐frequency markets. In particular, manipulative and dysfunctional characteristics are feared. We analyze top‐of‐book fleeting orders—so‐called flickering quotes—and show with
Markus Ulze, Johannes Stadler, Andreas W. Rathgeber   +2 more
wiley   +1 more source

Smart Solutions for Sustainable Access and Technological Equity: The Effect of Energy Transition, Artificial Intelligence, and Digital Economy on Energy Poverty

Geological Journal, EarlyView.
ABSTRACT The integration of energy transition, artificial intelligence, and the digital economy represents a significant shift in the global effort to combat energy poverty and offers innovative tools and approaches to increase energy access, efficiency, and affordability for underserved populations. This study examines the impact of energy transition,
Abdulmuttalip Pilatin, Magdalena Radulescu, Hind Alofaysan, Abdulkadir Barut, Rena Huseynova   +4 more
wiley   +1 more source

Prevalence of coexisting diabetes and depression and the association of urinary albumin with all-cause and cardiovascular mortality in affected individuals: a National population-based study. [PDF]

Diabetol Metab Syndr
Qin JQ, Mo LR, Huang Y, Ye ZL, Huang WZ, Zhang W, Su Q.   +6 more
europepmc   +1 more source