Results 211 to 220 of about 2,456,943 (257)

Information and communication technology, upgrading of industrial structure and spatial spillover effect. [PDF]

Sci Rep
Fang H, Iqbal K.
europepmc   +1 more source

Hybrid Temporal Autoencoder and Similarity Matching for Low Aggregation Level Long Time Series Forecasting

Journal of Forecasting, EarlyView.
ABSTRACT Deep learning‐based long time series forecasting (LTSF) has achieved high accuracy by effectively capturing the underlying trends, seasonality, and temporal dependencies within time series data. However, at the individual entity level, termed the low aggregation level (LAL), intermittency, irregularity, and data sparsity undermine the ...
Hanbyeol Park, Sunghyun Sim, Kikun Park, Yongjae Lee, Eunhee Park, Hyerim Bae   +5 more
wiley   +1 more source

The impact of artificial intelligence on green economy efficiency under integrated governance. [PDF]

Sci Rep
Song Z, Deng Y.
europepmc   +1 more source

A Novel Text‐Based Framework for Forecasting Carbon Prices

Journal of Forecasting, EarlyView.
ABSTRACT This study proposes a text‐based framework for predicting EU carbon prices. Using weekly data from 2020 to 2024, we construct a multivariate dataset combining financial indicators, commodity prices, Google Trends measures, and news‐based sentiment extracted using FinBERT.
Christian Oliver Ewald, Yaoyu Li
wiley   +1 more source

Beta Forecasting With Realized Beta Estimators and Machine Learning Algorithms

Journal of Forecasting, EarlyView.
ABSTRACT This paper applies machine learning algorithms to the modeling of realized betas for the purposes of forecasting stock systematic risk. Higher levels of beta forecast accuracy are demonstrated, relative to other studies in the literature. These improvements are also highly significant, both statistically and economically.
Bao Doan, Dulani Jayasuriya, John B. Lee, Jonathan J. Reeves   +3 more
wiley   +1 more source

Characterization and estimation of heterogeneous spatial autocorrelation in spatial autoregressive models. [PDF]

PLoS One
Zhao J, Pu Y.
europepmc   +1 more source

Forecasting Duration in High‐Frequency Financial Data Using a Self‐Exciting Flexible Residual Point Process

Journal of Forecasting, EarlyView.
ABSTRACT This paper presents a method for forecasting limit order book durations using a self‐exciting flexible residual point process. High‐frequency events in modern exchanges exhibit heavy‐tailed interarrival times, posing a significant challenge for accurate prediction.
Kyungsub Lee
wiley   +1 more source

A multiscale geospatial analysis integrating explainable machine learning to characterize spatial disparities in melanoma mortality associated with environmental justice and healthcare access in the contiguous United States. [PDF]

Front Public Health
Song H, Tian C, Ye X, Li Q, Gan J, Zheng J, Miao D.   +6 more
europepmc   +1 more source

Temporal Robustness in Cross‐Country Gross Domestic Product Forecasting: Evidence From Classical, Regime‐Switching, and Ensemble Models

Journal of Forecasting, EarlyView.
ABSTRACT This study evaluates whether the relative performance of gross domestic product forecasting models is temporally robust across economies and changing macroeconomic conditions. Using annual real gross domestic product data from the World Bank for 177 separately reported economies and territories, we conduct a common‐vintage pseudo‐out‐of‐sample
Achilleas Tampouris, Chaido Dritsaki
wiley   +1 more source

Analysis of the spatiotemporal evolution and drivers of agricultural carbon emissions: evidence from provincial-level regions of China. [PDF]

Sci Rep
Yuan Z, Wu R, Fang W, Liu Y.
europepmc   +1 more source