Results 261 to 270 of about 129,146 (344)

Solvable Local and Stochastic Volatility Models: Supersymmetric Methods in Option Pricing

, 2005
Pierre Henry‐Labordère
openalex   +1 more source

Experimental Analysis of Fire Behavior in Pine Forests and Agricultural Fields: Large‐Scale Tests Conducted Within the European TREEADS Project

Fire and Materials, EarlyView.
ABSTRACT Two large‐scale experiments investigated fire spread mechanisms in vegetation ground fires in a pine forest and an agricultural field within the European TREEADS project. The tests, conducted in Saxony‐Anhalt and Brandenburg, targeted regions with dry, sandy soils and extensive pine stands and aim to improve suppression strategies and wildfire
Andrea Klippel, Anja Hofmann‐Böllinghaus, Kira Piechnik, Lukas Heydick, Hongyi Wu, Florian Köhler, Benjamin Klaffke   +6 more
wiley   +1 more source

Machine Learning Approaches for GC–MS Data Interpretation in Flavour and Fragrance Analysis

Flavour and Fragrance Journal, EarlyView.
The review explores machine learning integration in GC‐MS data analysis for the fragrance and flavour industry, highlighting recent advances and techniques in a context constrained by data scarcity and intellectual property concerns. ABSTRACT This review explores the integration of machine learning (ML) in the analysis of mass spectrometry data ...
Jean‐Baptiste Coffin, Romain Krafft, Sylvain Antoniotti, Sébastien Fiorucci   +3 more
wiley   +1 more source

Entropy and Chaos-Based Modeling of Nonlinear Dependencies in Commodity Markets. [PDF]

Entropy (Basel)
Georgescu I, Kinnunen J.
europepmc   +1 more source

Forecasting With Machine Learning Shadow‐Rate VARs

Journal of Forecasting, EarlyView.
ABSTRACT Interest rates are fundamental in macroeconomic modeling. Recent studies integrate the effective lower bound (ELB) into vector autoregressions (VARs). This paper studies shadow‐rate VARs by using interest rates as a latent variable near the ELB to estimate their shadow‐rate values.
Michael Grammatikopoulos
wiley   +1 more source

Multiagent game-theoretic robust optimization for power system planning under source-load uncertainty. [PDF]

Sci Rep
Mi J, Xu M, An J, Wang Y, Liu F, Yang H, Tan Z.   +6 more
europepmc   +1 more source

Forecasting Carbon Prices: A Literature Review

Journal of Forecasting, EarlyView.
ABSTRACT Carbon emissions trading is utilized by a growing number of states as a significant tool for addressing greenhouse gas emissions (GHG), global warming problem and the climate crisis. Accurate forecasting of carbon prices is essential for effective policy design and investment strategies in climate change mitigation.
Konstantinos Bisiotis, Dimitris Christopoulos, George Tzougas   +2 more
wiley   +1 more source

A Novel Approach to Forecasting After Large Forecast Errors

Journal of Forecasting, EarlyView.
ABSTRACT A sequence of increasingly large same‐sign 1‐step‐ahead forecast errors are most likely due to a sudden unexpected shift. Large forecast errors can be expensive, but also contain valuable information. Impulse indicators acting as intercept corrections to set forecasts back on track can be quickly tested for replacing outliers, a location shift
Jennifer L. Castle, Jurgen A. Doornik, David F. Hendry   +2 more
wiley   +1 more source

Rice price volatility and dietary diversity in Bangladeshi farm households: panel data evidence. [PDF]

Front Nutr
Mastura T, Alam MJ, Begum IA, Iqbal MA, McKenzie AM.   +4 more
europepmc   +1 more source

Optimal Variance Forecasting in a Trading Context

Journal of Forecasting, EarlyView.
ABSTRACT In financial trading, the economic value of return and variance forecasts arises from three key components: an investor's risk preference, the quality of return predictions, and the accuracy of risk estimates. This study isolates the third component—risk knowledge—and demonstrates that its contribution is a non‐linear function of realized and ...
Nick Taylor
wiley   +1 more source