Results 171 to 180 of about 156,057 (270)

Intraday Functional PCA Forecasting of Cryptocurrency Returns

Journal of Forecasting, EarlyView.
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

Some Open Questions About the Anisotropic Random Walks. [PDF]

Entropy (Basel)
Csáki E, Földes A.
europepmc   +1 more source

Evaluating Forecasts at Multiple Horizons: An Extension of the Diebold–Mariano Approach

Journal of Forecasting, EarlyView.
ABSTRACT Forecast accuracy tests are fundamental tools for comparing competing predictive models. The widely used Diebold–Mariano (DM) test assesses whether differences in forecast errors are statistically significant. However, its standard form is limited to pairwise comparisons at a single forecast horizon.
Andrew Grant, Matus Mrazik, Steve Satchell   +2 more
wiley   +1 more source

Low-Latency Realism Through Randomized Distributed Function Computations: A Shannon Theoretic Approach. [PDF]

Entropy (Basel)
Günlü O, Skorski M, Poor HV.
europepmc   +1 more source

A Comprehensive Review on the Significance, Sources, and Applications of Virtual Water on Global Platform

Food Safety and Health, EarlyView.
A conceptual framework of virtual water showing its sources, major applications, components of the virtual water footprint, and emerging future directions. The diagram emphasizes the growing role of virtual water in global sustainability and resource planning.
Priti Bhowmik, Charu Rajpal, Vinay Kumar Pandey   +2 more
wiley   +1 more source

Entropies of the Classical Dimer Model. [PDF]

Entropy (Basel)
Baker JC, Bishop MF, McMullen T.
europepmc   +1 more source

Quadratic Hedging of American Options Under GARCH Models

Journal of Futures Markets, EarlyView.
ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley   +1 more source

Reassessing the Strength of a Class of Wigner's Friend No-Go Theorems. [PDF]

Entropy (Basel)
Okon E.
europepmc   +1 more source

Creation of a Landslide Susceptibility Map Using Short‐Term Data From the July 2018 Heavy Rainfall in Southern Hiroshima Prefecture

Geological Journal, EarlyView.
This work advances landslide susceptibility mapping by incorporating short‐term trigger data with landscape susceptibility mapping. We also examine the importance of downsampling, watershed delineation and geospatial correlations in evaluating outcomes.
Kanta Kotsugi, Ting Liu, Toshiro Hata, Rebecca Muenich   +3 more
wiley   +1 more source

Competing Demographic Drivers of Hospital Expenditures: Coexistence of the Red Herring and the Steepening Effects

Health Economics, EarlyView.
ABSTRACT The fiscal sustainability of healthcare systems is increasingly strained by aging populations with two competing hypotheses dominating the literature. The Red Herring Hypothesis suggests that healthcare expenditures are driven more by proximity to death than by chronological age, while the Steepening Hypothesis examines whether expenditures ...
Malene Kallestrup‐Lamb, Alexander O. K. Marin, Jes Søgaard   +2 more
wiley   +1 more source