Results 231 to 240 of about 4,296,477 (284)

Rigorous Bound on Hydrodynamic Diffusion for Chaotic Open Spin Chains. [PDF]

J Stat Phys
Ampelogiannis D, Doyon B.
europepmc   +1 more source

A New Implementation of Network GARCH Model for Stock Volatility and Co‐Volatility Forecasting

Journal of Forecasting, EarlyView.
ABSTRACT Volatility clustering and spillovers are key features of financial time series with many cross‐sectional assets. While network analysis links similar or correlated stocks and helps trace volatility spillovers, contemporary multivariate ARCH‐GARCH formulations struggle to represent structured network dependence and remain parsimonious.
Peiyi Zhou
wiley   +1 more source

A self-normalization and support vector regression based approach for detecting structural change points in time series. [PDF]

PLoS One
Xie N.
europepmc   +1 more source

Forecasting Duration in High‐Frequency Financial Data Using a Self‐Exciting Flexible Residual Point Process

Journal of Forecasting, EarlyView.
ABSTRACT This paper presents a method for forecasting limit order book durations using a self‐exciting flexible residual point process. High‐frequency events in modern exchanges exhibit heavy‐tailed interarrival times, posing a significant challenge for accurate prediction.
Kyungsub Lee
wiley   +1 more source

Comparison theorems on H-type sub-Riemannian manifolds. [PDF]

Calc Var Partial Differ Equ
Baudoin F, Grong E, Rizzi L, Vega-Molino S.   +3 more
europepmc   +1 more source

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

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

Non-Markovian Entropy Dynamics in Living Systems from the Keldysh Formalism. [PDF]

Entropy (Basel)
Liu F, Guo M, Tan H, Wang Y.
europepmc   +1 more source

How Long does it Take to Train an Elephant Random Walk. [PDF]

J Stat Phys
Fang Z.
europepmc   +1 more source

Nonvanishing derived limits without scales. [PDF]

Arch Math Log
Casarosa M.
europepmc   +1 more source

Entropies of the Classical Dimer Model. [PDF]

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