A Comparative Modelling of Essential Characteristics of Volatility: Simulation and Empirical Study
Fuente:
arXiv
Guardado en:
| Autores principales: | Samuel, Richard T. A., Chimedza, Charles, Sigauke, Caston |
|---|---|
| Formato: | Preprint |
| Publicado: |
2025
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Bayesian Hierarchical Probabilistic Forecasting of Intraday Electricity Prices
por: Nickelsen, Daniel, et al.
Publicado: (2024)
por: Nickelsen, Daniel, et al.
Publicado: (2024)
Bridging Scales: a Hybrid Model to Simulate Vascular Tumor Growth and Treatment Response
por: Duswald, Tobias, et al.
Publicado: (2023)
por: Duswald, Tobias, et al.
Publicado: (2023)
A Deep Learning Density Shaping Model Predictive Gust Load Alleviation Control of a Compliant Wing Subjected to Atmospheric Turbulence
por: Pourtakdoust, Seid H., et al.
Publicado: (2025)
por: Pourtakdoust, Seid H., et al.
Publicado: (2025)
A proposal of smooth interpolation to optimal transport for restoring biased data for algorithmic fairness
por: De Diego, Elena M., et al.
Publicado: (2025)
por: De Diego, Elena M., et al.
Publicado: (2025)
Digging deeper: deep joint species distribution modeling reveals environmental drivers of Earthworm Communities
por: Si-moussi, Sara, et al.
Publicado: (2025)
por: Si-moussi, Sara, et al.
Publicado: (2025)
Forecasting solar power output in Ibadan: A machine learning approach leveraging weather data and system specifications
por: Urhuerhi, Obarotu Peter, et al.
Publicado: (2025)
por: Urhuerhi, Obarotu Peter, et al.
Publicado: (2025)
Forests of Uncertaint(r)ees: Using tree-based ensembles to estimate probability distributions of future conflict
por: Mittermaier, Daniel, et al.
Publicado: (2025)
por: Mittermaier, Daniel, et al.
Publicado: (2025)
COBRA-PPM: A Causal Bayesian Reasoning Architecture Using Probabilistic Programming for Robot Manipulation Under Uncertainty
por: Cannizzaro, Ricardo, et al.
Publicado: (2024)
por: Cannizzaro, Ricardo, et al.
Publicado: (2024)
Simulation-in-the-Reasoning (SiR): A Conceptual Framework for Empirically Grounded AI in Autonomous Transportation
por: Xin, Wuping
Publicado: (2026)
por: Xin, Wuping
Publicado: (2026)
Adaptive Mixture Importance Sampling for Automated Ads Auction Tuning
por: Jia, Yimeng, et al.
Publicado: (2024)
por: Jia, Yimeng, et al.
Publicado: (2024)
The 2023/24 VIEWS Prediction Challenge: Predicting the Number of Fatalities in Armed Conflict, with Uncertainty
por: Hegre, Håvard, et al.
Publicado: (2024)
por: Hegre, Håvard, et al.
Publicado: (2024)
Simulating random variates from the Pearson IV and betaized Meixner-Morris distributions
por: Devroye, Luc, et al.
Publicado: (2025)
por: Devroye, Luc, et al.
Publicado: (2025)
Macro-Level Correlational Analysis of Mental Disorders: Economy, Education, Society, and Technology Development
por: Tao, Yingzhi, et al.
Publicado: (2025)
por: Tao, Yingzhi, et al.
Publicado: (2025)
Cryptogenic stroke and migraine: using probabilistic independence and machine learning to uncover latent sources of disease from the electronic health record
por: Betts, Joshua W., et al.
Publicado: (2025)
por: Betts, Joshua W., et al.
Publicado: (2025)
Fusion Sampling Validation in Data Partitioning for Machine Learning
por: Udomboso, Christopher Godwin, et al.
Publicado: (2025)
por: Udomboso, Christopher Godwin, et al.
Publicado: (2025)
Non-Heuristic Selection via Hybrid Regularized and Machine Learning Models for Insurance
por: Galvão, Luciano Ribeiro, et al.
Publicado: (2025)
por: Galvão, Luciano Ribeiro, et al.
Publicado: (2025)
Unsupervised Discovery of Clinical Disease Signatures Using Probabilistic Independence
por: Lasko, Thomas A., et al.
Publicado: (2024)
por: Lasko, Thomas A., et al.
Publicado: (2024)
Forecasting Oncology Demand Trends with Boosting-Based Bayesian Conjugate Models
por: Neto, Ademir Batista dos Santos, et al.
Publicado: (2026)
por: Neto, Ademir Batista dos Santos, et al.
Publicado: (2026)
Bayesian Optimization in Linear Time
por: Schneider, Jesse, et al.
Publicado: (2026)
por: Schneider, Jesse, et al.
Publicado: (2026)
Jump Restore Light Transport
por: Holl, Sascha, et al.
Publicado: (2024)
por: Holl, Sascha, et al.
Publicado: (2024)
Electricity Demand Forecasting in Future Grid States: A Digital Twin-Based Simulation Study
por: Bayer, Daniel R., et al.
Publicado: (2025)
por: Bayer, Daniel R., et al.
Publicado: (2025)
Novel Concepts for Agent-Based Population Modelling and Simulation: Updates from GEPOC ABM
por: Bicher, Martin, et al.
Publicado: (2025)
por: Bicher, Martin, et al.
Publicado: (2025)
Causal PDE-Control Models for Dynamic Portfolio Optimization with Latent Drivers
por: Dominguez, Alejandro Rodriguez
Publicado: (2025)
por: Dominguez, Alejandro Rodriguez
Publicado: (2025)
TrajGPT: Controlled Synthetic Trajectory Generation Using a Multitask Transformer-Based Spatiotemporal Model
por: Hsu, Shang-Ling, et al.
Publicado: (2024)
por: Hsu, Shang-Ling, et al.
Publicado: (2024)
Model bias identification for Bayesian calibration of stochastic digital twins of bridges
por: Arcones, Daniel Andrés, et al.
Publicado: (2023)
por: Arcones, Daniel Andrés, et al.
Publicado: (2023)
A Physics-Informed Variational Inference Framework for Identifying Attributions of Extreme Stress Events in Low-Grain Polycrystals
por: Zhang, Yinling, et al.
Publicado: (2025)
por: Zhang, Yinling, et al.
Publicado: (2025)
Stable EEG Source Estimation for Standardized Kalman Filter using Change Rate Tracking
por: Lahtinen, Joonas
Publicado: (2025)
por: Lahtinen, Joonas
Publicado: (2025)
G-Sim: Generative Simulations with Large Language Models and Gradient-Free Calibration
por: Holt, Samuel, et al.
Publicado: (2025)
por: Holt, Samuel, et al.
Publicado: (2025)
Bayesian Modeling of Collatz Stopping Times: A Probabilistic Machine Learning Perspective
por: Bonacorsi, Nicolò, et al.
Publicado: (2026)
por: Bonacorsi, Nicolò, et al.
Publicado: (2026)
A Bayesian Updating Framework for Long-term Multi-Environment Trial Data in Plant Breeding
por: Bark, Stephan, et al.
Publicado: (2026)
por: Bark, Stephan, et al.
Publicado: (2026)
Punch Out Model Synthesis: A Stochastic Algorithm for Constraint Based Tiling Generation
por: Zzyzek, Zzyv
Publicado: (2025)
por: Zzyzek, Zzyv
Publicado: (2025)
SplitWise Regression: Stepwise Modeling with Adaptive Dummy Encoding
por: Kurbucz, Marcell T., et al.
Publicado: (2025)
por: Kurbucz, Marcell T., et al.
Publicado: (2025)
From 'What-is' to 'What-if' in Human-Factor Analysis: A Post-Occupancy Evaluation Case
por: Chen, Xia, et al.
Publicado: (2025)
por: Chen, Xia, et al.
Publicado: (2025)
Forecasting intermittent time series with Gaussian Processes and Tweedie likelihood
por: Damato, Stefano, et al.
Publicado: (2025)
por: Damato, Stefano, et al.
Publicado: (2025)
Causal Portfolio Optimization: Principles and Sensitivity-Based Solutions
por: Dominguez, Alejandro Rodriguez
Publicado: (2025)
por: Dominguez, Alejandro Rodriguez
Publicado: (2025)
Experimentation Accelerator: Interpretable Insights and Creative Recommendations for A/B Testing with Content-Aware ranking
por: Hu, Zhengmian, et al.
Publicado: (2026)
por: Hu, Zhengmian, et al.
Publicado: (2026)
Eigenvalue-Based Randomness Test for Residual Diagnostics in Panel Data Models
por: Kurbucz, Marcell T., et al.
Publicado: (2025)
por: Kurbucz, Marcell T., et al.
Publicado: (2025)
Multi-Objective Optimization and Hyperparameter Tuning With Desirability Functions
por: Bartz-Beielstein, Thomas
Publicado: (2025)
por: Bartz-Beielstein, Thomas
Publicado: (2025)
Law-Strength Frontiers and a No-Free-Lunch Result for Law-Seeking Reinforcement Learning on Volatility Law Manifolds
por: Zhang, Jian'an
Publicado: (2025)
por: Zhang, Jian'an
Publicado: (2025)
PhysHand: A Hand Simulation Model with Physiological Geometry, Physical Deformation, and Accurate Contact Handling
por: Sun, Mingyang, et al.
Publicado: (2024)
por: Sun, Mingyang, et al.
Publicado: (2024)
Ejemplares similares
-
Bayesian Hierarchical Probabilistic Forecasting of Intraday Electricity Prices
por: Nickelsen, Daniel, et al.
Publicado: (2024) -
Bridging Scales: a Hybrid Model to Simulate Vascular Tumor Growth and Treatment Response
por: Duswald, Tobias, et al.
Publicado: (2023) -
A Deep Learning Density Shaping Model Predictive Gust Load Alleviation Control of a Compliant Wing Subjected to Atmospheric Turbulence
por: Pourtakdoust, Seid H., et al.
Publicado: (2025) -
A proposal of smooth interpolation to optimal transport for restoring biased data for algorithmic fairness
por: De Diego, Elena M., et al.
Publicado: (2025) -
Digging deeper: deep joint species distribution modeling reveals environmental drivers of Earthworm Communities
por: Si-moussi, Sara, et al.
Publicado: (2025)