Results 221 to 230 of about 2,456,943 (257)

MARS‐Diff: Guarded Residual Diffusion for Leakage‐Disciplined Probabilistic Portfolio‐Loss Forecasting

Journal of Forecasting, EarlyView.
ABSTRACT This paper develops Masked Asset–Regime Scenario Diffusion (MARS‐Diff), a leakage‐disciplined framework for probabilistic forecasting of multiday portfolio losses. The framework combines a regularized heterogeneous autoregressive model with exogenous predictors (HAR‐X) as its anchor, a train‐only masked representation of a high‐dimensional ...
Çağlar Sözen, Mervenur Sözen
wiley   +1 more source

Spatio-temporal modelling of COVID-19 infection and associated risk factors in Dakar, Senegal. [PDF]

PLOS Glob Public Health
Gadiaga AN, Tine MW, Diene AN, Linard C, Speybroeck N, Yankey O, Chaudhuri S, Nnanatu CC, Cleary E, Lai S, Lazar AN, Tatem AJ.   +11 more
europepmc   +1 more source

Bayesian Multivariate Two‐Stage Volatility‐Return Models (MTS‐VR)

Journal of Forecasting, EarlyView.
ABSTRACT This paper develops a class of models to capture the joint dynamics of asset returns and multivariate volatility. Owing to its two‐stage construction, this class is referred to as the multivariate two‐stage volatility‐return (MTS‐VR) model.
Zhenglyu Huang, Jennifer S. K. Chan, Gareth W. Peters   +2 more
wiley   +1 more source

The Spatial Paradox of Green Transition: New Quality Productive Forces, Technology Diffusion J-Curve, and Regional Carbon Intensification Effect. [PDF]

Entropy (Basel)
Cao D, Hao Y, Gui W.
europepmc   +1 more source

State‐Dependent Market (In)Efficiency in Cryptocurrency Markets

Journal of Futures Markets, EarlyView.
ABSTRACT This paper develops a meta‐learning framework to test whether cryptocurrency market inefficiency is static or state‐dependent. To resolve competing claims between the Efficient and Adaptive Market Hypotheses (AMH), we construct an adaptive trading strategy using high‐frequency data for 50 major cryptocurrencies.
Sasan Barak, Siavash Razmi, Alireza Mousavi   +2 more
wiley   +1 more source

Digitalization of circulation and sustainable resilience of food systems: spatial effects and transmission mechanisms. [PDF]

Front Nutr
Wang H, Wang Q, Cao X, Zhang Z, Liu D.
europepmc   +1 more source

MNE retrenchment and redeployment in the face of the US–China trade war: Real options and strategic flexibility

Global Strategy Journal, EarlyView.
Abstract Research Summary Trade wars increasingly manifest in the contemporary environment for global business; thereby, calling for examination of MNE strategic responses. MNEs can respond to such shocks by leveraging their strategic flexibility and engaging in retrenchment and redeployment; that is, the respective scaling down (up) of subsidiary ...
Hyewon Ma, Joseph A. Clougherty
wiley   +1 more source

Prenatal and postnatal droughts interact in shaping cognitive development. [PDF]

Commun Med (Lond)
Pradella F, Gabrysch S, van Ewijk R.
europepmc   +1 more source

The Impact of Domestic Public Health Spending on Health Outcomes in Sub‐Saharan Africa: Evidence From Disability‐Adjusted Life Years

The International Journal of Health Planning and Management, EarlyView.
ABSTRACT Sub‐Saharan Africa (SSA) continues to experience a high and uneven disease burden, mainly from HIV/AIDS, tuberculosis, and malaria. As external funding declines, the strategic allocation of domestic public health spending (DPHS) becomes crucial.
Wa Ntita Serge Kabongo, Josue Mbonigaba
wiley   +1 more source

Research on the impact of artificial intelligence development on urban low-carbon transformation. [PDF]

Sci Rep
Cheng Y, Zhang Z, Hu L, Duan X.
europepmc   +1 more source