Results 191 to 200 of about 3,032,172 (354)

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

Quantile Regression in Epidemiology: Capturing Heterogeneity Beyond the Mean. [PDF]

Methods Protoc
Gnardellis C.
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

Computationally efficient whole-genome quantile regression at biobank scale. [PDF]

Proc Natl Acad Sci U S A
Wang F, Wang C, Wang T, Masala M, Fiorillo E, Devoto M, Cucca F, Ionita-Laza I.   +7 more
europepmc   +1 more source

Modeling normative kinetic perimetry isopters using mixed-effects quantile regression [PDF]

, 2016
Dipesh E. Patel, Marco Geraci, Mario Cortina‐Borja   +2 more
openalex   +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

PDE-regularised spatial quantile regression

Cristian Castiglione, Eleonora Arnone, Mauro Bernardi, Alessio Farcomeni, Laura M. Sangalli   +4 more
openalex   +2 more sources

Quantile regression to examine the association of air pollution with subclinical atherosclerosis in an adolescent population

, 2021
Adjani A. Peralta, Joel Schwartz, Diane R. Gold, Judith M. Vonk, Roel Vermeulen, Ulrike Gehring   +5 more
openalex   +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

Exploring the heterogeneity in recurrent episode lengths based on quantile regression. [PDF]

Biometrics
Liu Y, Umpierrez GE, Peng L.
europepmc   +1 more source