Results 91 to 100 of about 8,393 (214)

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

A Novel Adaptive Recursive Least Squares Filter to Remove the Motion Artifact in Seismocardiography. [PDF]

Sensors (Basel), 2020
Yu S, Liu S.
europepmc   +1 more source

Predicting EU Emissions Allowance Prices Using Macroeconomic Indicators and Hybrid AI Models

Journal of Forecasting, EarlyView.
ABSTRACT Predicting carbon allowance prices has grown more crucial in relation to carbon market regulation, financial strategy, and environmental policy development. This study examines a hybrid forecasting system that combines deep learning with ensemble machine learning models to forecast the price fluctuations of EU Emissions Allowance (EUAs) within
Saptarshi Ganguly, Pooja Sengupta, Divya Aggarwal   +2 more
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

Industry Portfolio Volatility Connections and Industry Portfolio Returns

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper tracks dynamic connections that form among daily US industry portfolio return volatilities using a Bayesian time‐varying parameter VAR model. Market participants often focus on sectors to filter vast amounts of information, and this focus results in cross‐industry return predictability. We characterise connections that form over the
Michael Ellington, Michalis Stamatogiannis, Yawen Zheng   +2 more
wiley   +1 more source

The Sector Liquidity Timing Ability of Bond Mutual Funds

International Journal of Finance &Economics, EarlyView.
ABSTRACT We investigate whether bond mutual fund managers exhibit market liquidity timing skills in the U.S. corporate bond market. At the portfolio level, we find only weak evidence that bond funds adjust their overall market exposure in anticipation of changes in corporate bond market liquidity.
Zhengnan Yin, Niall O'Sullivan, Meadhbh Sherman, Yuting Chen   +3 more
wiley   +1 more source

Insulation Detection of Electric Vehicles by Using FPGA-Based Recursive-Least-Squares Algorithm

World Electric Vehicle Journal
The principal reason for why electric vehicles are required to serve as an alternative to the more widespread gasoline and petroleum-based vehicles used in modern times is due to the use of an environmentally conscious means of transportation or to ...
Mahipal Bukya, Shwetha Malthesh, Rajesh Kumar, Akhilesh Mathur   +3 more
doaj   +1 more source

Multimodal MRI and multiomics reveal high‐risk neurophenotype in brain‐gut circuits as therapeutic target for Crohn's disease

Interdisciplinary Medicine, EarlyView.
Through a translational framework combining prospective dual‐center clinical cohorts with dextran sulfate sodium‐induced colitis models, this work integrated advanced neuroimaging, multi‐omics and neuromodulation interventions to redefine the high‐risk neurophenotype as a sustained pathogenic driver rather than a mere phenomenon, proposing brain‐gut ...
Xuehua Li, Ruonan Zhang, Xiaodi Shen, Shaochun Lin, Chuhuai Wang, Weikai Zheng, Weimiao Kong, Zihao Lin, Rongchang Li, Caiguang Liu, Xin Cao, Li Huang, Weitao He, Jinjiang Lin, Haijie Wang, Zhoulei Li, Marietta Iacucci, Subrata Ghosh, Zhenpeng Peng, Canhui Sun, Minhu Chen, Guang Yang, Yejun Wang, Ren Mao, Shi‐Ting Feng   +24 more
wiley   +1 more source

The Weighted Least-Squares Approach to State Estimation in Linear State Space Models: The Case of Correlated Noise Terms

Algorithms
In this article, a particular approach to deriving recursive state estimators for linear state space models is generalised, namely the weighted least-squares approach introduced by Duncan and Horn in 1972, for the case of the two noise processes arising ...
Andreas Galka
doaj   +1 more source

Machine Learning‐Based Estimation of Reference Evapotranspiration and Crop Coefficients for Wheat Under Diverse Climatic Conditions

Irrigation and Drainage, EarlyView.
ABSTRACT Accurate estimation of reference evapotranspiration (ET0) and crop coefficients (Kc) is critical for irrigation planning, particularly in data‐limited regions where agriculture dominates freshwater consumption. Although machine learning (ML) methods have been widely applied to ET0 and Kc estimation, most studies address these parameters ...
Ilker Angin, Hasan Er, Mete Yaganoglu, Muhammed Sungur Demir, Abdullah Muratoglu   +4 more
wiley   +1 more source