Results 41 to 50 of about 1,488,092 (350)
Forecasting Interest Rates Using Geostatistical Techniques
Geostatistical spatial models are widely used in many applied fields to forecast data observed on continuous three-dimensional surfaces. We propose to extend their use to finance and, in particular, to forecasting yield curves.
Giuseppe Arbia, Michele Di Marcantonio
doaj +1 more source
Investigating the relationships between the yield curve, output and inflation using an arbitrage-free version of the Nelson and Siegel class of yield curve models [PDF]
This article provides a theoretical economic foundation for the popular Nelson and Siegel (1987) class of yield curve models (which has been absent up to now).
Krippner, Leo
core +1 more source
ABSTRACT Background/Objectives Osteosarcoma is a radioresistant tumor that may benefit from stereotactic body radiation therapy (SBRT) for locoregional control in metastatic/recurrent disease. We report institutional practice patterns, outcomes, toxicity, and failures in osteosarcoma patients treated with SBRT.
Jenna Kocsis +13 more
wiley +1 more source
ABSTRACT Ongoing evidence indicates increased risk of sarcopenic obesity among children and young people (CYP) with acute lymphoblastic leukemia (ALL), often beginning early in treatment, persisting into survivorship. This review evaluates current literature on body composition in CYP with ALL during and after treatment.
Lina A. Zahed +5 more
wiley +1 more source
ABSTRACT Background Cyclophosphamide (CY) is associated with potentially fatal cardiotoxicity, yet no electrocardiographic indices have been established for early detection of CY‐induced cardiomyopathy. This study aimed to determine whether corrected QT interval (QTc) prolongation can predict early onset of CY‐related cardiac dysfunction in pediatric ...
Junpei Kawamura +5 more
wiley +1 more source
expectations model, a risk premium model and a market segmentation model. Among the innovations in the present study, we develop the vector autoregressive methodology introduced by Campbell and Shiller (I987) for testing present value models to the case where the frequency of data observation is finer than the maturity of the short-term instrument.
openaire +2 more sources
ABSTRACT Objectives To identify predictors of chronic ITP (cITP) and to develop a model based on several machine learning (ML) methods to estimate the individual risk of chronicity at the timepoint of diagnosis. Methods We analyzed a longitudinal cohort of 944 children enrolled in the Intercontinental Cooperative immune thrombocytopenia (ITP) Study ...
Severin Kasser +6 more
wiley +1 more source
A cross-sectional application of the Nelson-Siegel-Svensson model to several negative yield cases
The appearance of negative bond yields presents significant challenges for the fixed income markets, which mainly concern related forecasting models.
Maria Teresa Medeiros Garcia +1 more
doaj +1 more source
Forecasting the Yield Curve With Macroeconomic Variables
This paper compares the accuracy of interest rates forecasts from dynamic, affine yield curve models, also those that take into account the correlation of latent factors and macroeconomic variables.
Michał Rubaszek
doaj +1 more source

