Zobrazeno 1 - 10
of 11 656
pro vyhledávání: '"MULVEY BE"'
Autor:
Shu, Yizhan, Mulvey, John M.
This article explores dynamic factor allocation by analyzing the cyclical performance of factors through regime analysis. The authors focus on a U.S. equity investment universe comprising seven long-only indices representing the market and six style
Externí odkaz:
http://arxiv.org/abs/2410.14841
Autor:
Chappell, Digby, Mulvey, Barry, Perera, Shehara, Bello, Fernando, Kormushev, Petar, Rojas, Nicolas
Despite decades of research and development, myoelectric prosthetic hands lack functionality and are often rejected by users. This lack in functionality can be attributed to the widely accepted anthropomorphic design ideology in the field; attempting
Externí odkaz:
http://arxiv.org/abs/2409.15589
Autor:
Nie, Yuqi, Kong, Yaxuan, Dong, Xiaowen, Mulvey, John M., Poor, H. Vincent, Wen, Qingsong, Zohren, Stefan
Recent advances in large language models (LLMs) have unlocked novel opportunities for machine learning applications in the financial domain. These models have demonstrated remarkable capabilities in understanding context, processing vast amounts of d
Externí odkaz:
http://arxiv.org/abs/2406.11903
This article introduces a novel hybrid regime identification-forecasting framework designed to enhance multi-asset portfolio construction by integrating asset-specific regime forecasts. Unlike traditional approaches that focus on broad economic regim
Externí odkaz:
http://arxiv.org/abs/2406.09578
In a previous paper, we have shown that a recurrent neural network (RNN) can be used to detect cellular network radio signal degradations accurately. We unexpectedly found, though, that accuracy gains diminished as we added layers to the RNN. To inve
Externí odkaz:
http://arxiv.org/abs/2404.11311
This article investigates a regime-switching investment strategy aimed at mitigating downside risk by reducing market exposure during anticipated unfavorable market regimes. We highlight the statistical jump model (JM) for market regime identificatio
Externí odkaz:
http://arxiv.org/abs/2402.05272
Publikováno v:
Clinical Ophthalmology, Vol Volume 18, Pp 3725-3737 (2024)
Sophie J Bakri,1,* Christian K Brinkmann,2,* Amy Mulvey,3 Kathy Steinberg,3 Roz Katz,4 Pooja Vatsyayan,4 Sujata P Sarda,5 Nancy M Holekamp6 1Department of Ophthalmology, Mayo Clinic, Rochester, MN, USA; 2Department of Ophthalmology, Dietrich-
Externí odkaz:
https://doaj.org/article/d192f3100dcd428faf4ee3361898c43e
Publikováno v:
Scientific Reports, Vol 14, Iss 1, Pp 1-11 (2024)
Abstract Many animals exhibit agile mobility in obstructed environments due to their ability to tune their bodies to negotiate and manipulate obstacles and apertures. Most mobile robots are rigid structures and avoid obstacles where possible. In this
Externí odkaz:
https://doaj.org/article/55b3aa1120aa42a2a8c50aa7b7a2d9dc
The criticality of prompt and precise traffic forecasting in optimizing traffic flow management in Intelligent Transportation Systems (ITS) has drawn substantial scholarly focus. Spatio-Temporal Graph Neural Networks (STGNNs) have been lauded for the
Externí odkaz:
http://arxiv.org/abs/2308.07496
Autor:
Li, Xiaoyue, Mulvey, John M.
Optimal execution of a portfolio have been a challenging problem for institutional investors. Traders face the trade-off between average trading price and uncertainty, and traditional methods suffer from the curse of dimensionality. Here, we propose
Externí odkaz:
http://arxiv.org/abs/2306.08809