Results 41 to 50 of about 552,350 (298)

Forecasting returns volatility of cryptocurrency by applying various deep learning algorithms

Future Business Journal, 2023
The study aims at forecasting the return volatility of the cryptocurrencies using several machine learning algorithms, like neural network autoregressive (NNETAR), cubic smoothing spline (CSS), and group method of data handling neural network (GMDH-NN ...
Farman Ullah Khan, Faridoon Khan, Parvez Ahmed Shaikh   +2 more
doaj   +1 more source

Adding dummy variables: A simple approach for improved volatility forecasting in electricity market

Journal of Management Science and Engineering, 2023
This study used dummy variables to measure the influence of day-of-the-week effects and structural breaks on volatility. Considering day-of-the-week effects, structural breaks, or both, we propose three classes of HAR models to forecast electricity ...
Xu Gong, Boqiang Lin
doaj   +1 more source

Diffuse MRI Edema Predicts Relapse in Cerebral Amyloid Angiopathy–Related Inflammation

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective To identify MRI predictors of relapse and quantify relapse and mortality risk in cerebral amyloid angiopathy–related inflammation (CAA‐RI). A secondary objective was to assess the association between mycophenolate mofetil use and relapse risk. Methods We performed a retrospective cohort study of 36 patients with CAA‐RI treated at the
G. Abbas Kharal, Gowtham Yerneni, Kim J. Griffin, Nicolas Thompson, Ken Uchino, Irene Katzan, Dolora Wisco, Abeer Farrag, Jayashree Sundarajan, Andrew Russman, M. Shazam Hussain   +10 more
wiley   +1 more source

PERAMALAN VOLATILITAS SAHAM MENGGUNAKAN MODEL EXPONENTIAL GARCH DAN THRESHOLD GARCH

E-Jurnal Matematika, 2019
In financial data there is asymmetric volatility, which denotes the different movements on conditional volatility of increase and decrease financial asset returns.
SITI RAHAYU NINGSIH, I WAYAN SUMARJAYA, KARTIKA SARI   +2 more
doaj   +1 more source

Volatility Forecasting for High-Frequency Financial Data Based on Web Search Index and Deep Learning Model

Mathematics, 2021
The existing index system for volatility forecasting only focuses on asset return series or historical volatility, and the prediction model cannot effectively describe the highly complex and nonlinear characteristics of the stock market.
Bolin Lei, Boyu Zhang, Yuping Song
doaj   +1 more source

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

Forecasting Bitcoin Volatility Spikes From Whale Transactions and CryptoQuant Data Using Synthesizer Transformer Models

IEEE Access
The cryptocurrency market is highly volatile compared to traditional financial markets. Hence, forecasting its volatility is crucial for risk management. In this paper, we investigate CryptoQuant data (e.g.
Dorien Herremans, Kah Wee Low
doaj   +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

Innovative Study on Volatility Prediction Model for New Energy Stock Indices

IEEE Access
Stock market volatility is a pivotal research area in finance, and accurately forecasting stock market volatility has long been a challenge for both academia and practice.
Yanguo Li, Chao Long
doaj   +1 more source

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