Results 71 to 80 of about 11,450 (279)

Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley   +1 more source

Non-adaptive programmability of random oracle

open access: yes, 2015
Random Oracles serve as an important heuristic for proving security of many popular and important cryptographic primitives. But, at the same time they are criticized due to the impossibility of practical instantiation.
Bhattacharyya, Rishiraj; id_orcid   +1 more
core   +1 more source

Bayesian Model Averaging in Causal Instrumental Variable Models

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT Instrumental variables are a popular tool to infer causal effects under unobserved confounding, but choosing suitable instruments is challenging in practice. We propose gIVBMA, a Bayesian model averaging procedure that addresses this challenge by averaging across different sets of instrumental variables and covariates in a structural equation ...
Gregor Steiner, Mark Steel
wiley   +1 more source

Concurrent signature without random oracles

open access: yesTheoretical Computer Science, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Xiao Tan 0003   +2 more
openaire   +2 more sources

Integrating Knowledge Management Into ERP Selection: A Fuzzy Multi‐Criteria Decision‐Making Model Based on Gray Theory in the Automotive Industry

open access: yesKnowledge and Process Management, EarlyView.
ABSTRACT Enterprise Resource Planning (ERP) systems are integrated business management tools used by organizations to manage data and processes across various functions. While financial and technical considerations remain central to ERP selection, sustainable success also depends on the system's ability to support Knowledge Management (KM).
Deniz Sadat Sebti Esmail Pour   +1 more
wiley   +1 more source

Physics‐Guided Neural Network for Quantitative Parameter Mapping Using Balanced Steady State Free Precession MRI

open access: yesMagnetic Resonance in Medicine, EarlyView.
ABSTRACT Purpose To propose a new method using a physics‐guided neural network for quantitative parameter mapping in balanced steady‐state free precession (bSSFP) imaging. Theory and Methods We trained physics‐guided neural networks with a multilayer perceptron using simulated bSSFP signals generated from tissue parameters (T1$$ {T}_1 $$, T2$$ {T}_2 $$,
Hye‐Ryeong Choi   +2 more
wiley   +1 more source

Blockchain Certificateless Encryption Mechanism Based on National Secret Algorithm [PDF]

open access: yesJisuanji kexue
The blockchain has attracted widespread attention because of its distributed,non-tamperable and inherent immutability features.However,the international cryptographic algorithm used in the blockchain has certain backdoor security risks.Based on the ...
XIANG Yanjie, HUANG Xiaofang, XIANG Kefeng, ZHENG Ji’nan
doaj   +1 more source

Random Oracles and Auxiliary Input [PDF]

open access: yes, 2007
We introduce a variant of the random oracle model where oracle-dependent auxiliary input is allowed. In this setting, the adversary gets an auxiliary input that can contain information about the random oracle. Using simple examples we show that this model should be preferred over the classical variant where the auxiliary input is independent of the ...
openaire   +2 more sources

Quantum Depth in the Random Oracle Model

open access: yes, 2022
We give a comprehensive characterization of the computational power of shallow quantum circuits combined with classical computation. Specifically, for classes of search problems, we show that the following statements hold, relative to a random oracle: (
Gheorghiu, Alexandru   +11 more
core   +1 more source

Connecting the distribution and diversification of marine plants

open access: yesOikos, EarlyView.
Integration of the evolutionary history with distribution of extant species is necessary to explain present‐day diversity, particularly for ‘foundation' species, such as seagrasses, which create habitats of socioecological relevance. Here, we resolved if varying evolutionary history of seagrass families has imprinted the distribution ranges of extant ...
Fernando Tuya   +3 more
wiley   +1 more source

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