Testing financial time series for autocorrelation: Robust Tests by Nelson Omar Muriel Torrero

“…El poder de las pruebas se estudia para alternativas MA y GARCH en la media. Las pruebas exhiben un tamaño muestral apropiado y se comprueba que son más poderosas que la prueba robusta de Box-Pierce para alternativas selectas. …”
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Editorial: Latest trends in bio-inspired medical robotics: structural design, manufacturing, sensing, actuation and control by Yilun Sun, Houde Dai, Shuang Song, Angela Faragasso, Sara-Adela Abad Guaman

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Status and New Data of the Geochemical Determination of the pp-Neutrino Flux by LOREX by M. K. Pavićević, F. Bosch, G. Amthauer, I. Aničin, B. Boev, W. Brüchle, V. Cvetković, Z. Djurčić, W. F. Henning, R. Jelenković, V. Pejović, A. Weiss

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Strain mapping and defects inspection of divertor targets by Bragg edge neutron imaging and neutron tomography by Triestino Minniti, Roberto Coppola, Winfried Kockelmann, Anton S. Tremsin, Selanna Roccella, Henri Greuner, Jeong-Ha You

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Model Calibration and Validation for the Fuzzy-EGARCH-ANN Model by Geleta T. Mohammed, Jane A. Aduda, Ananda O. Kube

“…This work shown as the fuzzy-EGARCH-ANN (fuzzy-exponential generalized autoregressive conditional heteroscedastic-artificial neural network) model does not require continuous model calibration if the corresponding DE algorithm is used appropriately, but other models such as GARCH, EGARCH, and EGARCH-ANN need continuous model calibration and validation so they fit the data and reality very well up to the desired accuracy. …”
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From MRI to FEM: an automated pipeline for biomechanical simulations of vertebrae and intervertebral discs by Kati Nispel, Kati Nispel, Tanja Lerchl, Gabriel Gruber, Hendrik Moeller, Robert Graf, Veit Senner, Jan S. Kirschke, Jan S. Kirschke

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Cooking Oil Price Volatility in the Consumer Market and Wholesalers Market in Indonesia by Doppy Roy Nendissa, Marthen R. Pellokila

“…Consumer price’s ARCH (α) and GARCH (β) coefficients are 0.569707, and the coefficients for wholesale prices are 1.29 and -0.13 respectively. …”
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Empirical Evidence on Time-Varying Hedging Effectiveness of Emissions Allowances under Departures from the Cost-of-Carry Theory by Kai Chang

“…Under departures from the cost-of-carry theory, traded spot prices and conditional volatility disturbed from futures market have significant impacts on futures price of emissions allowances, and then we propose time-varying hedge ratios and hedging effectiveness estimation using ECM-GARCH model. Our empirical results show that conditional variance, conditional covariance, and their correlation between between spot and futures prices exhibit time-varying trends. …”
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Loading monocytes with magnetic nanoparticles enables their magnetic control without toxicity by Laura Mödl, Laura Mödl, Lucas R. Carnell, Rene Stein, Andrea Kerpes, Felix Pfister, Barbara Wirthl, Wolfgang A. Wall, Christoph Alexiou, Christina Janko

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Reflections on dipolar quantum fluids by Zwerger, Wilhelm

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Selection of Early Life Codons by Ultraviolet Light by Corinna L. Kufner, Stefan Krebs, Marlis Fischaleck, Julia Philippou-Massier, Helmut Blum, Dominik B. Bucher, Dieter Braun, Wolfgang Zinth, Christof B. Mast

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Potential of environmental, social, and governance investment as a hedge in Indonesia during COVID-19 pandemic by Robiyanto Robiyanto, Frieska Dwi Agustina, Intiyas Utami, Budi Frensidy, Andrian Dolfriandra Huruta

“…Using Generalized Autoregressive Conditional Heteroskedasticity (GARCH) and Quantile Regression (QREG) techniques, the study found that ESG investments cannot act as hedge or safe haven in IDX. …”
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MAGICS. II. Seed Black Holes Stripped of Their Surrounding Stars Do Not Sink by Yihao Zhou, Diptajyoti Mukherjee, Nianyi Chen, Tiziana Di Matteo, Peter H. Johansson, Antti Rantala, Christian Partmann, Ugo Niccolò Di Carlo, Simeon Bird, Yueying Ni

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Recoiling Black Holes: Electromagnetic Signatures, Candidates, and Astrophysical Implications by S. Komossa

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Testing the Adaptive Market Hypothesis and Time-Varying Efficiency in the Indian Equity Market by Nang Biak Sing, Rajkumar Giridhari Singh

“…We apply three variations of the variance ratio test and the returns have been whitened using the Autoregressive model with generalized autoregressive conditional heteroskedasticity (AR-GARCH) approach to examine the nonlinear predictability test. …”
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Gauging the dynamic interlinkage among robotics, artificial intelligence, and green crypto investment: A quantile VAR approach by Le Thanh Ha

“…In our research, we use a DCC-GARCH copula model to examine time-varying spillover effects and demonstrate interconnections between the development of AI and green cryptocurrencies from January 1, 2018, to September 8, 2023. …”
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Meta Learning Strategies for Comparative and Efficient Adaptation to Financial Datasets by Kubra Noor, Ubaida Fatima

“…These findings highlight the framework’s robustness, scalability, and ability to manage dynamic market behaviors, making it an effective tool for both short-term traders and long-term investors. Compared to LSTM-GARCH, the proposed Meta learning model achieves an RMSE of 0.82 (versus up to 10.11), an MAE of 0.61 (versus up to 8.39), and a DA of 67.33% (versus up to 50.44%).…”
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Assessing the Dark Matter Content of Two Quasar Host Galaxies at z ∼ 6 through Gas Kinematics by Qinyue Fei, John D. Silverman, Seiji Fujimoto, Ran Wang, Luis C. Ho, Manuela Bischetti, Stefano Carniani, Michele Ginolfi, Gareth Jones, Roberto Maiolino, Wiphu Rujopakarn, N. M. Förster Schreiber, Juan M. Espejo Salcedo, L. L. Lee

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Testando a Existência de Efeitos Lead-Lag entre os Mercados Acionários Norte-Americano e Brasileiro by Gustavo Rezende de Oliveira, Otavio Ribeiro de Medeiros

“…Através da análise de regressão com vários modelos (regressão linear múltipla, equações simultâneas, VECM e GARCH), constatou-se que o índice Ibovespa é, em grande parte, explicado pelo movimento do Índice Dow Jones em minutos anteriores, divergindo do pressuposto da HME de não previsibilidade de preços. …”
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Spillover of uncertainties of parallel markets on types of profit management with VAR-MGARCH approach by Adel Gardoon, Nader Khedri, Ali Mahmoodi, Mehdi Basert

“…The spillover effect between different markets was observed based on the results of multivariate GARCH models. As a result, the uncertainty of one market strengthens the uncertainty between other markets. …”
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