Results 131 to 140 of about 153,055 (297)

Quadratic Hedging of American Options Under GARCH Models

Journal of Futures Markets, EarlyView.
ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley   +1 more source

Climate Change Laws and European Stock Markets: An Event Analysis

International Journal of Finance &Economics, EarlyView.
ABSTRACT Under the context of the climate change we assess the impact of EU's legislative initiative on European stock markets. Specifically, we focus on its impact on energy and Environmental Social Governance (ESG) sectors for equity returns and volatility for a representative basket of EU countries (participating also in Eurozone) as well as ...
Theodoros Bratis, Georgios P. Kouretas, Evangelos Salachas   +2 more
wiley   +1 more source

Recent advances in data‐driven and artificial intelligence‐integrated perovskite solar cells: From design to self‐driving laboratories

InfoMat, EarlyView.
To address the limitations of conventional trial‐and‐error approaches, perovskite solar cell research is shifting toward a new paradigm that utilizes datasets and AI. This review examines the fundamental elements of data‐driven and AI‐integrated research: data platforms, AI methodologies, and self‐driving laboratories, demonstrating how their ...
Jaehee Lee, Juhwan Noh, Hyunjun Lee, Yea‐Lee Lee, Jino Im, Jangwon Seo   +5 more
wiley   +1 more source

[An echo state network algorithm based on recursive least square for electrocardiogram denoising]. [PDF]

Sheng Wu Yi Xue Gong Cheng Xue Za Zhi, 2018
Zhang J, Liu M, Li X, Xiong P, Liu X.
europepmc   +1 more source

Decoding temporal miRNA signatures of semen under in vitro exposure for forensic time since deposition estimation using machine learning‐driven modeling

Interdisciplinary Medicine, EarlyView.
This study develops a novel miRNA‐based framework for estimating the time since deposition of semen stains, combining small RNA sequencing with machine learning. Time‐dependent miRNA modules were identified using Mfuzz clustering and WGCNA, followed by a multi‐stage feature selection pipeline that reduced 261 candidate miRNAs to a minimal 7‐miRNA panel.
Meiming Cai, Qiong Lan, Tong Xie, Qinglin Liu, Ming Zhao, Xiaolian Wu, Xin Shi, Ruonan Shen, Yiman Wu, Chen Mao, Bin Cong, Bofeng Zhu   +11 more
wiley   +1 more source

From Reactive to Proactive Volatility Modeling With Hemisphere Neural Networks

Journal of Applied Econometrics, EarlyView.
ABSTRACT We revisit maximum likelihood estimation (MLE) for macroeconomic density forecasting through a novel neural network architecture with dedicated mean and variance hemispheres. Our architecture features several key ingredients making MLE work in this context.
Philippe Goulet Coulombe, Mikael Frenette, Karin Klieber   +2 more
wiley   +1 more source

What Explains International Interest Rate Co‐Movement?

Journal of Applied Econometrics, EarlyView.
ABSTRACT The international co‐movement of interest rates reflects correlated business‐cycle fluctuations, largely driven by demand shocks. Monetary policy in advanced economies follows domestic mandates—inflation and the output gap—and does not respond to foreign policy shocks.
Annika Camehl, Gregor von Schweinitz
wiley   +1 more source

Understanding bidirectional and transactional relations in parent and offspring mental health: Using COVID‐19 pandemic data to gain insights

JCPP Advances, EarlyView.
This study found that parent internalising symptoms predicted internalising symptoms in younger children, with no evidence of child‐driven effects. Among adolescents, mental health symptoms showed bidirectional associations with parent internalising symptoms, particularly for externalising symptoms.
Martha Oakes, Lowrie Hilladakis, Polly Waite, Cathy Creswell, Simona Skripkauskaite   +4 more
wiley   +1 more source

A two‐stage model for precise identification and Gleason grading of clinically significant prostate cancer: a hybrid approach

Journal of Medical Radiation Sciences, Volume 72, Issue 1, Page 93-105, March 2025.
This study developed a two‐stage model using radiomics‐based multiparametric MRI and clinical indicators to help identify and grade clinically significant prostate cancer. The model showed promising levels of diagnostic accuracy and predictive performance.
Yuyan Zou, Xuechun Wang, Fen Ma, Xulun Liu, Chunyue Jiao, Zhen Kang, Jingjing Cui, Yang Zhang, Yan Xie, Lei Chen, Ronghua Tian   +10 more
wiley   +1 more source

AI Epistemic Disengagement and Consumer Dependence: An Augmentation‐Substitution Framework

Psychology &Marketing, EarlyView.
ABSTRACT Artificial intelligence has become consumers' primary decision‐making resource, raising two questions: how do consumers justify accepting AI as a trusted source of reasoning, and when does this acceptance maintain rather than forfeit their capacity to think independently?
Vasilis Theoharakis, Nikolaos Mylonopoulos   +1 more
wiley   +1 more source