MOTIVATION One of the present challenges in biological research is the organization of the data originating from high-throughput technologies. One way in which this information can be organized is in the form of networks of influences, physical or statistical, between cellular components. We propose an experimental method for probing biological networks, analyzing the resulting data and reconst...

Due to the significant increase in novel coronavirus disease (COVID-19) cases Malaysia, this study took initiative examine impact of COVID-19 on co-movement five selected cryptocurrencies and two financial assets, namely FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBMKLCI) Ringgit over United States Dollar (MYRUSD). By using daily frequency data from May 2013 July 2021, Dynamic Conditiona...

In this paper we propose a new multivariate GARCH model with timevarying correlations. We adopt the vech representation based on the conditional variances and the conditional correlations. While each conditional-variance term is assumed to follow a univariate GARCH formulation, the conditional-correlation matrix is postulated to follow an autoregressive moving average type of analogue. By impos...

Two-level dynamic branch predictors try to predict the outcomes of conditional branches using both a table of state counters associated with specific branch instructions and a buffer of recent branch outcomes to correlate the counters with specific branch histories. However, there is always a question of how much correlation to use, and some programs benefit from higher levels of correlation th...

In this article, we first generalize the Conditional Auto-Regressive Expected Shortfall (CARES) model by introducing loss exceedances of all (other) listed companies in related to each firm, thus proposing CARES-X (where ‘X’, as usual, stands for eXtended case large-dimensional problems). Second, construct a regularized network US financial Least Absolute Shrinkage and Selection Operator estima...

This paper examines the intertemporal relation between expected return and risk for 30 stocks in the Dow Jones Industrial Average. The mean-reverting dynamic conditional correlation model of Engle (2002) is used to estimate a stock’s conditional covariance with the market and test whether the conditional covariance predicts time-variation in the stock’s expected return. The risk-aversion coeffi...