Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?
Sign Up to like & getrecommendations! Published in 2019 at "International Review of Financial Analysis"
DOI: 10.1016/j.irfa.2019.101395
Abstract: Abstract It is universally acknowledged that both linear Vector Autoregressive (VAR) models and nonlinear econometric frameworks, such as Markov Regime Switching (MRS) model, can produce appropriate portfolio allocations that hedge against the bullish and bearish… read more here.
Keywords: mrs model; model; commodity; risk preferences ... See more keywords
Comprehensive Molecular Analyses of a Macrophage-Related Gene Signature With Regard to Prognosis, Immune Features, and Biomarkers for Immunotherapy in Hepatocellular Carcinoma Based on WGCNA and the LASSO Algorithm
Sign Up to like & getrecommendations! Published in 2022 at "Frontiers in Immunology"
DOI: 10.3389/fimmu.2022.843408
Abstract: Macrophages have been reported to exert a crucial role in hepatocellular carcinoma (HCC). This study aimed to explore the macrophage-related genes and establish a macrophage-related signature (MRS) model to predict the overall survival (OS) of… read more here.
Keywords: gene; macrophage related; signature; mrs model ... See more keywords