Results 121 to 130 of about 3,165 (265)
Intraday Functional PCA Forecasting of Cryptocurrency Returns
ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley +1 more source
Nowcasting World Trade With Machine Learning: A Three‐Step Approach
ABSTRACT We nowcast world trade using machine learning, distinguishing between tree‐based methods (random forest and gradient boosting) and their linear‐regression‐based counterparts (macroeconomic random forest and gradient boosting—linear). While much less used in the literature, the latter are found to outperform not only the tree‐based techniques ...
Menzie Chinn +2 more
wiley +1 more source
Interplay Between Green Investment and Market Price Premia in Global Shipping
ABSTRACT Existing research emphasises that the driver of green investment is its future profitability. This paper shows that other investors' decisions also influence green investment. We take the example of scrubber installation in shipping, which is optional by regulation but has an established market for trading its underlying asset.
Yao Shi +4 more
wiley +1 more source
We utilise a metaheuristic optimisation method, inspired by nature, called the Lévy‐flight firefly algorithm (LFA), to tackle the power regulation and user grouping in the NOMA systems. Abstract The non‐orthogonal multiple access strategies have shown promise to boost fifth generation and sixth generation wireless networks' spectral efficiency and ...
Zaid Albataineh +4 more
wiley +1 more source
Motive and Opportunity: Order Choice in a Limit Order Book With Dispersed Information
ABSTRACT We test predictions of market microstructure theory relating to the determinants of order choice in a limit order book where information is dispersed among traders. Using an experimental limit order book, with a large state space, we find that informed traders exhibit patience, compatible with the ‘waiting game’ behaviour described in Foster ...
James Steeley +2 more
wiley +1 more source
Comprehensive understanding of how diverse PGPR strains enhance the rhizosphere microenvironment remains a considerable challenge. Here, we provide experimental evidence that a functionally synergistic composite microbial formulation can markedly enhance growth performance and improve the quality attributes in Angelica sinensis.
Zongyu Zhang +13 more
wiley +1 more source
Research on military-civilian collaborative innovation of science and technology based on a stochastic differential game model. [PDF]
Liang X, Liang Y, Kang W, Wei H.
europepmc +1 more source
Engineered extracellular vesicles (EVs) offer a versatile platform for kidney‐targeted therapy. This review summarizes bioengineering strategies, including cargo loading, surface modification, biomimetic fabrication, and biomaterial integration. We highlight translational challenges and propose future solutions to accelerate the clinical application of
Linru Shi +6 more
wiley +1 more source
ABSTRACT Subgroups are dynamic entities evolving constantly in response to changing contexts and time. Although scholars from both the attribute and the network views have acknowledged that subgroups are inherently complex and fluid, research in these traditions has remained bifurcated, with limited efforts to integrate the two perspectives to more ...
Jinhee Moon +3 more
wiley +1 more source

