Results 171 to 180 of about 1,179 (268)

A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley   +1 more source

Some topological genera and Jacobi forms. [PDF]

Proc Natl Acad Sci U S A
Amdeberhan T, Griffin MJ, Ono K.
europepmc   +1 more source

Forecasting Count Data With Varying Dispersion: A Latent‐Variable Approach

Journal of Forecasting, EarlyView.
ABSTRACT Count data, such as product sales and disease case counts, are common in business forecasting and many areas of science. Although the Poisson distribution is the best known model for such data, its use is severely limited by its assumption that the dispersion is a fixed function of the mean, which rarely holds in real‐world scenarios.
Easton Huch, Candace Berrett, Mason Ferlic, Kimberly F. Sellers   +3 more
wiley   +1 more source

Does Kirchhoff's Law Work in Molecular-Scale Structures? [PDF]

ACS Omega
Alshehab A, Ismael AK.
europepmc   +1 more source

Evaluating Forecasts at Multiple Horizons: An Extension of the Diebold–Mariano Approach

Journal of Forecasting, EarlyView.
ABSTRACT Forecast accuracy tests are fundamental tools for comparing competing predictive models. The widely used Diebold–Mariano (DM) test assesses whether differences in forecast errors are statistically significant. However, its standard form is limited to pairwise comparisons at a single forecast horizon.
Andrew Grant, Matus Mrazik, Steve Satchell   +2 more
wiley   +1 more source

Classicality of derived Emerton-Gee stack. [PDF]

Math Ann
Min Y.
europepmc   +1 more source

Competing Demographic Drivers of Hospital Expenditures: Coexistence of the Red Herring and the Steepening Effects

Health Economics, EarlyView.
ABSTRACT The fiscal sustainability of healthcare systems is increasingly strained by aging populations with two competing hypotheses dominating the literature. The Red Herring Hypothesis suggests that healthcare expenditures are driven more by proximity to death than by chronological age, while the Steepening Hypothesis examines whether expenditures ...
Malene Kallestrup‐Lamb, Alexander O. K. Marin, Jes Søgaard   +2 more
wiley   +1 more source

Lymphoma, multiple myeloma and leukaemia incidence in regions of Belarus most heavily contaminated by the Chernobyl accident

International Journal of Cancer, EarlyView.
What's New? The 1986 Chernobyl accident led to widespread radioactive contamination across parts of Europe, with elevated childhood leukaemia rates observed in heavily affected areas of Ukraine. Data on long‐term haematological and other non‐thyroid cancer risk in the general population in heavily contaminated regions, however, remain limited.
Ljubica Zupunski, Alesia Yaumenenka, Ilya Veyalkin, Victor Minenko, Pavel Moiseyev, Joachim Schüz, Tatiana Kukhta, Sergey Trofimik, Richard Harbron, Vladimir Drozdovitch, Evgenia Ostroumova   +10 more
wiley   +1 more source

A Survey of Lattice-Based Physical-Layer Security for Wireless Systems with <i>p</i>-Modular Lattice Constructions. [PDF]

Entropy (Basel)
Khodaiemehr H, Bagheri K, Mohajer A, Feng C, Panario D, Leung VCM.   +5 more
europepmc   +1 more source

Brexit and Its Impact on EU Financial Markets

International Journal of Finance &Economics, EarlyView.
ABSTRACT We investigate the impact of Brexit on volatility spillovers across the EU countries. We introduce a Brexit intensity measure that assigns an intensity score reflective of the financial markets' reaction to the events that occurred as Brexit negotiations began to unfold.
Marwan Izzeldin, Gulnur Muradoglu, Vasileios Pappas, Sheeja Sivaprasad   +3 more
wiley   +1 more source