Exploring Multisource High‐Dimensional Mixed‐Frequency Risks in the Stock Market: A Group Penalized Reverse Unrestricted Mixed Data Sampling Approach
Sign Up to like & getrecommendations! Published in 2024 at "Journal of Forecasting"
DOI: 10.1002/for.3191
Abstract: This paper introduces a novel forecasting approach that addresses a significant challenge in applied research: effectively utilizing high‐dimensional and mixed‐frequency data from multiple sources to explain and predict variables that respond at high frequency. This… read more here.
Keywords: stock market; stock; mixed frequency; high dimensional ... See more keywords
Modeling Grain Futures Prices Through Uncertainty Indices and Mixed‐Frequency Fusion: An Interpretable Deep Learning Framework
Sign Up to like & getrecommendations! Published in 2025 at "Journal of Futures Markets"
DOI: 10.1002/fut.70060
Abstract: This study innovatively develops an interpretable mixed‐frequency feature interaction deep learning network (IMF‐FIDNet) to improve high‐frequency grain futures price prediction via effective multi‐frequency data integration, with a focus on ensuring robustness amid market uncertainty. By… read more here.
Keywords: deep learning; mixed frequency; grain futures; uncertainty ... See more keywords
Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR
Sign Up to like & getrecommendations! Published in 2020 at "Empirical Economics"
DOI: 10.1007/s00181-020-01888-2
Abstract: In this paper, we extend the monthly financial stress index for Lithuania, computed by the European Central Bank, to a daily frequency and we also include banking sector stress among its constituents, beyond bond, equity… read more here.
Keywords: mixed frequency; granger causality; frequency; stress ... See more keywords
Excited state hyperpolarizability of LiAlH4 computed at the FSMRCCSD level and its use for mixed-frequency laser
Sign Up to like & getrecommendations! Published in 2018 at "Theoretical Chemistry Accounts"
DOI: 10.1007/s00214-018-2203-6
Abstract: AbstractThe Constrained variation technique is used to obtain third-order energy response property in Fock space multi-reference coupled cluster singles and doubles (FSMRCCSD) formalism. Computational development is done to calculate first static hyperpolarizability of lithium aluminum… read more here.
Keywords: state; mixed frequency; excited state; hyperpolarizability ... See more keywords
Structural analysis with mixed-frequency data: A model of US capital flows
Sign Up to like & getrecommendations! Published in 2020 at "Economic Modelling"
DOI: 10.1016/j.econmod.2019.11.010
Abstract: Abstract We develop a new structural Vector Autoregressive (SVAR) model for analysis with mixed-frequency data. The MIDAS-SVAR model allows to identify structural dynamic links exploiting the information contained in variables sampled at different frequencies. It… read more here.
Keywords: mixed frequency; frequency data; frequency; model ... See more keywords
Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis
Sign Up to like & getrecommendations! Published in 2019 at "International Journal of Forecasting"
DOI: 10.1016/j.ijforecast.2019.03.021
Abstract: The literature on mixed-frequency models is relatively recent and has found applications across economics and finance. The standard application in economics considers the use of (usually) monthly variables (e.g. industrial production) for predicting/fitting quarterly variables… read more here.
Keywords: singular spectrum; multivariate singular; frequency; spectrum analysis ... See more keywords
Measuring macroeconomic disagreement – A mixed frequency approach
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Economic Behavior and Organization"
DOI: 10.1016/j.jebo.2021.07.011
Abstract: Abstract We propose a new measure of macroeconomic disagreement, using dispersions of forecasts of a wide range of financial, activity and inflation variables from both household and professional surveys at various frequencies. With a mixed-frequency… read more here.
Keywords: disagreement; macroeconomic disagreement; measuring macroeconomic; disagreement mixed ... See more keywords
Complex sparse spatial filter for decoding mixed frequency and phase coded steady-state visually evoked potentials
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Neuroscience Methods"
DOI: 10.1016/j.jneumeth.2018.04.001
Abstract: BACKGROUND Mixed frequency and phase coding (FPC) can achieve the significant increase of the number of commands in steady-state visual evoked potential-based brain-computer interface (SSVEP-BCI). However, the inconsistent phases of the SSVEP over channels in… read more here.
Keywords: mixed frequency; frequency; frequency phase; steady state ... See more keywords
Nonlinear dynamics of thin liquid films subjected to mixed-frequency electrical field
Sign Up to like & getrecommendations! Published in 2020 at "Physics of Fluids"
DOI: 10.1063/5.0008220
Abstract: The nonlinear dynamics of the interface between both perfect and leaky dielectric liquid films, interposed between two parallel electrodes, are investigated under the effect of mixed-frequency electric fields. A coupled system of evolution equations is… read more here.
Keywords: mixed frequency; system; electrical field; liquid films ... See more keywords
MEMS Logic Using Mixed-Frequency Excitation
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Microelectromechanical Systems"
DOI: 10.1109/jmems.2017.2712859
Abstract: We present multi-function microelectromechanical systems (MEMS) logic device that can perform the fundamental logic gate AND, OR, universal logic gates NAND, NOR, and a tristate logic gate using mixed-frequency excitation. The concept is based on… read more here.
Keywords: mixed frequency; frequency excitation; using mixed; mems logic ... See more keywords
A Functional Data Analysis Framework Incorporating Derivative Information and Mixed-Frequency Data for Predictive Modeling of Crude Oil Price
Sign Up to like & getrecommendations! Published in 2025 at "IEEE Transactions on Industrial Informatics"
DOI: 10.1109/tii.2024.3523571
Abstract: International crude oil prices are one of the important indicators in the global economy. Forecasting on crude oil prices can provide a predictive perspective for financial investment and development decision. This study explores the application… read more here.
Keywords: derivative information; oil price; mixed frequency; crude oil ... See more keywords