Real time tire stiffness estimation using enhanced GDM and RLS for autonomous vehicles. [PDF]
Sci RepQin Z +7 more
europepmc +1 more source
Journal of Forecasting, EarlyView.ABSTRACT This study investigates the predictive power of the term spread for forecasting economic activity across both conventional and unconventional monetary policy regimes. Utilizing data from 22 OECD countries spanning the period from 1985Q1 to 2024Q2, the analysis reveals that the term spread generally maintains its ability to predict GDP growth ...
Petri Kuosmanen, Juuso Vataja
wiley +1 more source
Zonotope-Based State Estimation for Boost Converter System with Markov Jump Process. [PDF]
Micromachines (Basel)Guan C, Li Y, Wang Z, Chen W.
europepmc +1 more source
Journal of Forecasting, EarlyView.ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu +3 more
wiley +1 more source
A Battery-Aware Sensor Fusion Strategy: Unifying Magnetic-Inertial Attitude and Power for Energy-Constrained Motion Systems. [PDF]
Sensors (Basel)Silva RDCE +4 more
europepmc +1 more source
DSGE Model Forecasting: Rational Expectations Versus Adaptive Learning
Journal of Forecasting, EarlyView.ABSTRACT This paper compares within‐sample and out‐of‐sample fit of a DSGE model with rational expectations to a model with adaptive learning. The Galí, Smets, and Wouters model is the chosen laboratory using quarterly real‐time euro area data vintages, covering 2001Q1–2019Q4.
Anders Warne
wiley +1 more source
Intelligent Decision Support for Transcatheter Aortic Valve Replacement: Machine Learning Spans From Anatomical Assessment to Dynamic Risk Modeling. [PDF]
Rev Cardiovasc MedHu X, Xie P, Li Y.
europepmc +1 more source
Forecasting With Dynamic Factor Models Estimated by Partial Least Squares
Journal of Forecasting, EarlyView.ABSTRACT Dynamic factor models (DFMs) have found great success in nowcasting and short‐term macroeconomic forecasting when incorporating large sets of predictive information. The factor loadings are typically estimated cross‐sectionally with principal component analysis (PCA) or maximum likelihood (ML), which ignore whether the factors have predictive ...
Samuel Rauhala
wiley +1 more source
Modelling of hybrid deep learning framework with recursive feature elimination for distributed denial of service attack detection systems. [PDF]
Sci RepAlkhliwi S.
europepmc +1 more source
Why Do Hedgers Hedge? The Role of Ambiguity
Journal of Futures Markets, EarlyView.ABSTRACT This paper investigates whether ambiguity influences hedging behavior in commodity futures markets. Using high‐frequency crude oil futures data, distinct measures of risk and ambiguity are linked to weekly hedging positions from the Commodity Futures Trading Commission (CFTC).
Fiona Höllmann
wiley +1 more source