Enhancing Volatility Prediction: A Wavelet‐Based Hierarchical Forecast Reconciliation Approach
Journal of Forecasting, EarlyView.ABSTRACT Forecasting realized volatility (RV) has been widely studied, with numerous techniques developed to enhance predictive accuracy. Among these techniques, the use of RV decompositions based on intraday asset returns has been applied. However, the use of a frequency‐based decomposition, which provides unique insights into the dynamics of RV ...
Adam Clements, Ajith Perera
wiley +1 more source
Annual Reports to the ESA Council ESA 110th Annual Meeting July, 2025
The Bulletin of the Ecological Society of America, EarlyView.
wiley +1 more source
Forecasting House Prices: The Role of Market Interconnectedness
Journal of Forecasting, EarlyView.ABSTRACT While the existing research uncovers interconnections between various housing markets, it largely ignores the question of whether such linkages can improve house price predictions. To address this issue, we proceed in two steps. First, we forecast disaggregated house price growth rates from Australia and China to determine whether ...
Zac Chen +3 more
wiley +1 more source
Analysis of Roll Pass Wear in the Railway Rail Rolling Process. [PDF]
Materials (Basel)Szota P +4 more
europepmc +1 more source
Autonomous rolling-stock coupler inspection using industrial robots [PDF]
, 2019 De Silva, Anjali K.M. +2 more
core +1 more source
The Case of Fleeting Orders and Flickering Quotes
Journal of Futures Markets, EarlyView.ABSTRACT The literature controversially discusses the ambiguous motives and driving forces behind quickly cancelled limit orders (fleeting orders), which are characteristic of high‐frequency markets. In particular, manipulative and dysfunctional characteristics are feared. We analyze top‐of‐book fleeting orders—so‐called flickering quotes—and show with
Markus Ulze +2 more
wiley +1 more source
Advancing Circular Economy Implementation for High-Speed Train Rolling Stocks by the Integration of Digital Twins and Artificial Intelligence. [PDF]
Sensors (Basel)Khongsomchit L, Kaewunruen S.
europepmc +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT One of the critical risks associated with cryptocurrency assets is the so‐called downside risk, or tail risk. Conditional Value‐at‐Risk (CVaR) is a measure of tail risks that is not normally considered in the construction of a cryptocurrency portfolio.
Xinran Huang +3 more
wiley +1 more source
Quantifying the Linguistic Complexity of Pan-Homophonic Events in Stock Market Volatility Dynamics. [PDF]
Entropy (Basel)Zhang Y, Tian J, Zou Y, Zhang X, Cai X.
europepmc +1 more source
Railway rolling stock fleet predictive maintenance data analytics [PDF]
, 2018 Alkali, Babakalli
core