Correlations across time and predictive power
The Predictive Power of the Yield Curve across Countries and Time
... and time periods. We find that the predictive power of the yield curve has deteriorated in recent ...have predictive power even after accounting for other leading indicators of economic ...
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The Predictive Power of the Yield Spread under the Veil of Time
... a time-scale ...compute predictive regressions along the lines developed in the previous ...over time scales. This suggests a way out of the in-sample predictive breakdown after 1985, namely ...
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Modelling time varying volatility spillovers and conditional correlations across commodity metal futures
... The precious metals are, and for many years have been, used as a reserve currency in times of …nancial turmoil where uncertainty lingers within economies (see, for example, O’Connor et al., 2015, for a recent survey on ...
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Investigating time-variation in the marginal predictive power of the yield spread
... the predictive content of the spread pertains to the real term structure, rather than to the nominal ...the predictive content intrinsic to the real term structure translates, or does not translate, to the ...
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Dynamic correlations across REIT sub-sectors
... the correlations, there are also patterns in the time varying nature of the ...the correlations were actually quite high and then dropped considerably in ...consistent across all sub-sector ...
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The Power of Predictive Analytics
... of predictive analytics, not only providing them with real-time intelligence, but also helping them to maximize their revenue potential during short windows of ...
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Child labor across the developing world : patterns and correlations
... Further, the mean child labor rate for boys is higher than for girls. IV. Consequences of child labor on human capital accumulation One of the most worrisome consequences of child labor is its effect on human capital ...
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The predictive power of price patterns
... involves parametrization. Consequently, a practical use of these methods could be enhanced by determining these parameters to provide a more restrictive but more protable set of trading opportunities. The patterns we ...
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Predictive power. Multiplate analyzer
... that time over 200 medline listed publications have been generated with the Multiplate ® system, validating the growing interest and adoption of the Multiplate ® analyzer in clinical ...
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The predictive power of investment and accruals
... stock-based compensation and tax items. These accruals drive a significant wedge between earnings and cashflow but are not directly linked to new investment. Of course, in a broader sample, accruals related to unusual or ...
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Overnight Stock Returns and Time-varying Correlations
... the correlations of overnight stock ...conditional correlations of the stock returns during non-trading hours should be lower than the conditional correlations of the returns during trading ...return ...
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Meta-GWAS Accuracy and Power (MetaGAP) Calculator Shows that Hiding Heritability Is Partially Due to Imperfect Genetic Correlations across Studies
... variants across studies. In case genetic effects are heterogeneous across studies, the statistical power of a GWAS and the predictive accuracy of polygenic scores are attenuated, contribut- ...
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Examining manifestations of power in couples: Influence tactics, self-concept, and wellbeing across time
... On the other hand, male assertiveness and his perceptions of his partner’s respect may be a positive reciprocal pattern, where positive influence tactics may be used more frequently if one’s self-concept is high, which ...
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A Real-Time Predictive-Maintenance System of Aluminum Electrolytic Capacitors Used in Uninterrupted Power Supplies
... filtering, predictive maintenance, real ...in power-electronic systems because they can achieve high capacitance and voltage ratings with volumetric efficiency and low ...in power electronics ...
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The predictive power of Big Data in healthcare
... any time at IBM’s sole discretion based on market opportunities or other factors, and are not intended to be a commitment to future product or feature availability in any ...
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Predictive Power of Aggregate Short Interest
... GDP time series from 1973:1 to 2013:3 is decomposed into its trend and cyclical component using the Hodrick-Prescott filter, Butterworth filter, Christiano-Fitzgerald filter and Baxter-King ...aggregated ...
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Predictive Power of Criminal Background on Losses
... experiences, those insureds should be paying different premiums to cover their exposure. The study’s findings also addressed the literature gaps, which did not investigate risky individual behavior, partially due to the ...
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On the predictive power of meta-features in OpenML
... This is due to the fact that these latent features are defined only for continuous meta-features. On the other hand, noise to signal, information of categorical attributes and mutual information appear relevant in the ...
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What is the Predictive Power of Market Orientation?
... The cultural stream describes market orientation as a culture that commits the organisation to the continuous creation of superior value for customers (Deshpandé, Farley & Webster 1993; Narver & Slater 1990). This ...
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The predictive power of the dividend risk premium
... the time series of the interest rate, the spot, and option ...aggregating across all (i) strike prices and (ii) intraday intervals, we assuage potential concerns related to measurement errors in the ...
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