Results 71 to 80 of about 109,235 (253)

Coherent Forecasting of Realized Volatility

Journal of Forecasting, EarlyView.
ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley   +1 more source

Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset

Journal of Applied Econometrics, EarlyView.
ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley   +1 more source

The Stochastic Representation of Hamiltonian Dynamics and The Quantization of Time [PDF]

, 2012
Here it is shown that the unitary dynamics of a quantum object may be obtained as the conditional expectation of a counting process of object-clock interactions.
Brown, Matthew F.
core  

Assessment of Potential Sources of Variability on the Analytical Performance of a Circulating Tumor DNA Minimal Residual Disease Test for B‐Cell Lymphomas

Journal of Clinical Laboratory Analysis, EarlyView.
Laboratory tests must exhibit robustness to common sources of test variability, particularly for tests with the potential to inform treatment decisions. This study presents data that shows that a phased variant enrichment and detection sequencing (PhasED‐Seq)‐based circulating tumor DNA minimal residual disease (ctDNA‐MRD) test is robust, with results ...
Nina Klimova, Alanna Roff, Justine McCutcheon, Alex Aheimer, Sandra L. Close, Richard D. Hockett, Stephanie Meek, Laura Hyland   +7 more
wiley   +1 more source

Stochastically positive structures on Weyl algebras. The case of quasi-free states

, 1997
We consider quasi-free stochastically positive ground and thermal states on Weyl algebras in Euclidean time formulation. In particular, we obtain a new derivation of a general form of thermal quasi-free state and give conditions when such state is ...
Fröhlich J., Globa S. A., L. Jakóbczyk, R. Gielerak, R. Olkiewicz   +4 more
core   +2 more sources

Precision Restoration to Minimize Soil Loss in a Watershed in the Atlantic Forest Domain

Land Degradation &Development, EarlyView.
ABSTRACT The Turvo River Watershed, located in the Zona da Mata region of Minas Gerais and part of the Doce River Basin, faces serious problems of erosion and soil degradation, which compromise and reduce the quality of local water resources. Given this scenario, it is essential to implement environmental recovery strategies that prioritize the ...
Rodrigo Nobre Santana, Luíza Maria Affonso Lopes da Silva, Sady Júnior Martins da Costa Menezes, Getúlio Fonseca Domingues, Carlos Antônio Alvares Soares Ribeiro, Plinio Antonio Guerra Filho, Alexandre Rosa dos Santos   +6 more
wiley   +1 more source

Breaking the Exponential: Decoherence‐Driven Power‐Law Spontaneous Emission in Waveguide Quantum Electrodynamics

Laser &Photonics Reviews, EarlyView.
Introducing dynamical dephasing into the photon modes of a waveguide causes spontaneous emission to switch from conventional exponential decay to a robust power‐law behavior visible at short times. The power law arises from photon diffusion in a dynamically disordered environment, uncovering a previously unexplored, decoherence‐induced pathway to ...
Stefano Longhi
wiley   +1 more source

Integrable stochastic processes associated with the D2 algebra

Nuclear Physics B
We introduce an integrable stochastic process associated with the $D_2$ quantum group, which can be decomposed into two symmetric simple exclusion processes. We establish the integrability of the model under three types of boundary conditions (periodic, twisted, and open boundaries), and present its exact solution, including the spectrum, eigenstates ...
Guang-Liang Li, Xin Zhang, Junpeng Cao, Wen-Li Yang, Yupeng Wang   +4 more
openaire   +2 more sources

Numerically Representing A Stochastic Process Algebra

CoRR, 2010
The syntactic nature and compositionality characteristic of stochastic process algebras make models to be easily understood by human beings, but not convenient for machines as well as people to directly carry out mathematical analysis and stochastic simulation.
Jie Ding, Jane Hillston
openaire   +2 more sources

Deep Learning Unlocks Behavioral Prediction and Neurobehavioral Decoding

Med Research, EarlyView.
This review evaluates deep learning frameworks that surmount conventional limitations through high‐dimensional nonlinear modeling, spatiotemporal dependency capture, and multimodal information integration. Focusing on biological behavior forecasting and neural mechanism decoding, we delineate cutting‐edge applications, including real‐time action ...
Tianzhe Han, Yunhua Jia, Xiaomin Hu, Shuyue Wang, Ruiwen Wang, Zhijing Zhu   +5 more
wiley   +1 more source