Results 51 to 60 of about 114,012 (307)

A Multi-Scale Electricity Consumption Prediction Algorithm Based on Time-Frequency Variational Autoencoder

IEEE Access, 2021
Accurate electricity consumption forecasting can be treated as a reliable guidance for power production. However, traditional electricity forecasting models suffer from simultaneously capturing the periodicity and the volatility of sequential electricity
Kaihong Zheng, Peng Li, Shangli Zhou, Wenhan Zhang, Sheng Li, Lukun Zeng, Yingnan Zhang   +6 more
doaj   +1 more source

On the Influence of Antioxidants and Recycled MgO–C Source Material on the Mechanical Properties of Carbon‐Bonded Magnesia Refractories

Advanced Engineering Materials, EarlyView.
The presented study focuses on the fracture behaviour of carbon‐bonded magnesia MgO–C refractories, where environmentally friendly fructose, collagen and lignin serve as temporary binding agents. The partial substitution of the source material with recycled MgO–C reduces the fracture resistance, which can be counteracted by the additional introduction ...
Marc Neumann, Tom Weber, Jana Hubálková, Florian Kerber, Dinesh Kumar Gunasekar, Hans Jelitto, Christos G. Aneziris   +6 more
wiley   +1 more source

Information Transmission Across Markets: Tail Risk Spillovers and Cross-Market Volatility Forecasting

Mathematics
This paper examines tail risk spillovers and cross-market volatility forecasting between the U.S. equity market and the crude oil market. Using realized and implied volatility within a heterogeneous autoregressive (HAR) framework, we document asymmetric ...
Shaocong Peng, Yun Shi
doaj   +1 more source

A Hybrid Model of Machine Learning Model and Econometrics’ Model to Predict Volatility of KSE-100 Index

Reviews of Management Sciences, 2022
Purpose: The purpose of this paper is to predict the volatility of the KSE-100 index using econometric and machine learning models. It also designs hybrid models for volatility forecasting by combining these two models in three different ways ...
Komal Batool, Mirza Faizan Ahmed, Muhammad Ali Ismail   +2 more
doaj   +1 more source

Quantile forecasts of daily exchange rate returns from forecasts of realized volatility [PDF]

, 2008
Quantile forecasts are central to risk management decisions because of the widespread use of Value-at-Risk. A quantile forecast is the product of two factors: the model used to forecast volatility, and the method of computing quantiles from the ...
Ana Beatriz Galvão, Andersen, Andersen, Andersen, Andersen, Bandi, Barndorff-Nielsen, Barndorff-Nielsen, Barndorff-Nielsen, Barndorff-Nielsen, Blair, Bollerslev, Bollerslev, Christoffersen, Clements, Comte, Diebold, Engle, Ghysels, Ghysels, Giacomini, Giot, Granger, Hansen, Jae H. Kim, Koopman, Michael P. Clements, Poon, West, White, Zhang   +30 more
core   +1 more source

Sol–Gel Derived Polymer Precursors for Stereolithography of ZrC

Advanced Engineering Materials, EarlyView.
ZrC is a critical material target for extreme temperature conditions. This report describes a protocol for preparing ZrC ceramics via stereolithography and examines the impact of the polymer matrix on carbothermal reduction and mechanical stability of 3D printed ZrC.
Charles J. Rafalko, Evelyn Wang, Michael A. Hickner   +2 more
wiley   +1 more source

Modelling and Forecasting Noisy Realized Volatility [PDF]

SSRN Electronic Journal, 2009
Several methods have recently been proposed in the ultra high frequency financial literature to remove the effects of microstructure noise and to obtain consistent estimates of the integrated volatility (IV) as a measure of ex-post daily volatility.
Asai, Manabu, McAleer, Michael, Medeiros, Marcelo C.   +2 more
openaire   +9 more sources

On‐Demand Activation of Thin Alginate Shell Encapsulated Volatile Liquid for Untethered Pneumatic Soft Actuation

Advanced Engineering Materials, EarlyView.
Phase‐changing liquids enable untethered pneumatic actuation in soft robotics but suffer from volatility and storage challenges. This work reports a simple method to encapsulate Novec 7000 within micron‐thin alginate shells via in situ injection and ionic crosslinking.
Rayan A. M. Basodan, Jack Keddie, Byoungyoul Park, Hyun‐Joong Chung   +3 more
wiley   +1 more source

Forecasting the Covolatility of Coffee Arabica and Crude Oil Prices: A Multivariate GARCH Approach with High-Frequency Data

Journal of Probability and Statistics, 2020
Forecasting the covolatility of asset return series is becoming the subject of extensive research among academics, practitioners, and portfolio managers.
Dawit Yeshiwas, Yebelay Berelie
doaj   +1 more source

Volatility Forecasting [PDF]

Volatility has been one of the most active and successful areas of research in time series econometrics and economic forecasting in recent decades. This chapter provides a selective survey of the most important theoretical developments and empirical ...
Francis X. Diebold, Peter F. Christoffersen, Tim Bollerslev, Torben G. Andersen   +3 more
core   +3 more sources