Results 41 to 50 of about 507,052 (301)

A New Forecasting Combination System for Predicting Volatility

Innovar: Revista de Ciencias Administrativas y Sociales, 2013
Forecast combination models have been broadly studied and often used to improve forecast accuracy. This article presents a new non-linear composite model to forecast the volatility of asset returns.
Johanna M. Orozco, Juan D. Velásquez
doaj  

Evaluating volatility and interval forecasts

Journal of Forecasting, 1999
A widely used approach to evaluating volatility forecasts uses a regression framework which measures the bias and variance of the forecast. We show that the associated test for bias is inappropriate before introducing a more suitable procedure which is based on the test for bias in a conditional mean forecast.
openaire   +3 more sources

Perceived Impacts and Predictors of Cannabis Products Used by Patients with Rheumatologic Conditions in Alberta, Canada: A Multivariable Analysis of Cross‐Sectional Survey Data

Arthritis Care &Research, EarlyView.
Objective This study aimed to characterize cannabis product choices (cannabinoid content and formulation) among patients with rheumatologic conditions and their associations with patient factors, patient‐reported perceived side effects, and positive impacts.
Susan Zhang, Samuel A.J. Lowe, Frank Sun, Allyson Jones, Tarek Turk, Joanne Olson, Pauline Paul, Shelby Yamamoto, Linda Kolewaski, Elaine Yacyshyn, Cheryl A. Sadowski   +10 more
wiley   +1 more source

Employment Trajectories of Patients With Systemic Lupus Erythematosus and Factors Driving Transitions Between States

Arthritis Care &Research, EarlyView.
Objective Systemic lupus erythematosus (SLE) significantly impacts employment capacity. This study aimed to investigate the impact of burden of disease activity, damage, and treatment on employment outcomes and transitions in patients with SLE. Methods Using data from a single center, we analyzed employment transitions, adjusted mean disease activity ...
Javier Mencia‐Ledo, Zahi Touma, Laura Whittall Garcia, Dafna D. Gladman, Behdin Nowrouzi‐Kia   +4 more
wiley   +1 more source

The Forecasting Ability of GARCH Models for the 2003–07 Crisis: Evidence from S&P500 Index Volatility

The Lahore Journal of Business, 2012
This article studies the ability of the GARCH family of models to accurately forecast the volatility of S&P500 stock index returns across the financial crisis that affected markets in 2003–07.
Mahreen Mahmud
doaj  

The Development of Rheumatoid Arthritis–Specific Ambulatory Care–Sensitive Conditions: Results of a Consensus Process

Arthritis Care &Research, EarlyView.
Objective Ambulatory care–sensitive conditions (ACSCs) serve as indicators of access, quality, and performance of the health system. This study aimed to determine rheumatoid arthritis (RA)‐specific ACSCs for use in the evaluation of care system access and quality.
Kara Irwin, Candace H. Feldman, Claire E. H. Barber, Gabriel Fabreau, Jake Jennings, Scott Patten, Cheryl Barnabe, Inflammatory Arthritis‐Specific ACSC Consensus Process Working Group   +7 more
wiley   +1 more source

GARCH CLASS MODELS PERFORMANCE IN CONTEXT OF HIGH MARKET VOLATILITY

Acta Universitatis Lodziensis. Folia Oeconomica, 2014
In the presented paper GARCH class models were considered for describing and forecasting market volatility in context of the economic crisis. The sample composition was designed to emphasize models performance in two groups of markets: well-developed and
Marta Małecka
doaj  

Thermodynamic Pathways of Nonequilibrium Solidification in Wire‐Arc Additive Manufacturing Fe‐Based Multicomponent Alloy Structures

Advanced Engineering Materials, EarlyView.
Geometry‐driven thermal behavior in wire‐arc additive manufacturing (WAAM) influences microstructural evolution during nonequilibrium solidification of a chemically complex Fe–Cr–Nb–W–Mo–C nanocomposite system. By comparing different deposits configurations, distinct entropy–cooling rate correlations, segregation, and carbide evolution are revealed ...
Blanca Palacios, Anthony Gonzalez, Aleksander Aleman, Tyler Dolmetsch, Tanaji Paul, Arvind Agarwal   +5 more
wiley   +1 more source

Superlubricity and Corrosion Inhibition Properties of Solvate Ionic Liquids in Hybrid Carbon Fiber Reinforced Plastic–Steel Interfaces

Advanced Engineering Materials, EarlyView.
Solvate ionic liquids lubrication reduced the coefficient of friction by ∼60% compared to dry sliding, reaching steady‐state values as low as 0.04–0.05. Corrosion weight‐loss measurements in 1 M HCl further demonstrated significant inhibition behavior, with only 100 ppm of [Li(G3)][TFSI] (∼68.5 μL/L) reducing corrosion‐product weight loss by 63 ...
Sameh Dabees, Timothy Harte, Bhagya Dharmasiri, Y. Athulya Wickramasingha, David J. Hayne, Daniel J. Eyckens, Luke C. Henderson   +6 more
wiley   +1 more source

Model‐Guided Design of Paper Membrane Architectures for Controlled Flow and Enhanced Diagnostic Sensitivity

Advanced Engineering Materials, EarlyView.
Geometrical modifications on nitrocellulose membranes can result in observable differences in signal intensity relative to a reference membrane (top and bottom left). Using two reference experiments, we have developed a theoretical model that can reproduce the experimentally observed flow changes and provide information on membrane parameters, e.g ...
Maria Dimaki, Lea Holritz, Winnie E. Svendsen   +2 more
wiley   +1 more source