Results 71 to 80 of about 49,604 (295)

Regime‐Dependent Nowcasting of the Austrian Economy

Journal of Forecasting, EarlyView.
ABSTRACT We nowcast and forecast economic activity in Austria, namely, real gross domestic product (GDP), consumption, and investment, which are available at a quarterly frequency, using a preselected number of monthly indicators based on a combination of statistical procedures.
Jaroslava Hlouskova, Ines Fortin
wiley   +1 more source

Construction and Method Study of the State of Charge Model for Lithium-Ion Packs in Electric Vehicles Using Ternary Lithium Packs as an Example

World Electric Vehicle Journal
Accurate and real-time estimation of pack system-level chips is essential for the performance and reliability of future electric vehicles. Firstly, this study constructed a model of a nickel manganese cobalt cell on the ground of the electrochemical ...
Yinquan Hu, Heping Liu, Hu Huang
doaj   +1 more source

The Role of Price‐Volatility Cojumps in Volatility Forecasting

Journal of Futures Markets, EarlyView.
ABSTRACT This paper investigates whether simultaneous jumps in prices and volatility improve volatility forecasting. Using up‐to‐date high‐frequency S&P 500 and VIX data, we identify price‐volatility cojumps at the intraday granularity and construct upside, downside, and asymmetric measures.
Kefu Liao
wiley   +1 more source

Recursive Least Squares Adaptive Filter A Better Isi Compensator

, 2009
{"references": ["S. Haykin, \"Adaptive Filter Theory\", Third Ed., Upper Saddle River,\nN.J., Prentice-Hall, 1996.", "R. W. Lucky, \"Techniques for adaptive equalization of digital\ncommunication system\", Bell System Tech. Journal, Vol. 45, pp. 255-\n286, 1966.", "S. U. H. Qureshi, \"Adaptive Equalization\", IEEE Procs., Vol. 73. No. 9,\npp. 1349-1387,
O. P. Sharma, V. Janyani, S. Sancheti
openaire   +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

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

Underdetermined recursive least-squares adaptive filtering.

, 1995
Imperial Users ...
Baykal, Buyurman, Baykal, Buyurman
openaire   +1 more source

The Kernel Kalman Rule - Efficient Nonparametric Inference with Recursive Least Squares

AAAI Conference on Artificial Intelligence, 2017
Nonparametric inference techniques provide promising tools for probabilistic reasoning in high-dimensional nonlinear systems.Most of these techniques embed distributions into reproducing kernel Hilbert spaces (RKHS) and rely on the kernel Bayes' rule
Gregor H. W. Gebhardt, A. Kupcsik, G. Neumann   +2 more
semanticscholar   +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