This paper presents a Python script that automates the estimation of Yang & Zhang’s stock realized volatility proxy for univariate and multivariate cases. Yang & Zhang’s realized volatility is a stock volatility proxy commonly used by financial researchers and practitioners due to its unbiasedness in …

Background: To prevent deterioration after admission to the intensive care unit (ICU), and to improve rehabilitation, the ICU team should use digital technologies to provide comprehensive and practical information alongside personalised support for survivors and their family members. However, a knowledge …

This study proposes a novel loss function for neural network models that explores the topological structure of stock realized volatility (RV) data by adding Wasserstein Distance (WD). The study shows that the proposed loss statistically significantly improves the forecast accuracy of neural network models …

Nieuwsbrief HAN Lean QRM Centrum - mei 2024

HAN's work in progress on the ZEFES "Right vehicle in the right duty" tool for the digital twin is presented in TRA2024.

Many product innovations can benefit from being more adaptive to their environment. Learning adaptive behavior can be time sensitive and complex. For that purpose we created a simulation environment with a reinforcement learning component for developing simple adaptive products. The environment models …

The role of hydrogen energy in the Netherlands and Europe is expected to accelerate in the coming years. Technical challenges in production and transportation are being addressed, and the price of hydrogen is expected to fall, following widespread R&D and innovation. In this webinar, the Netherlands …

Workshop Process mining: visualiseren en verbeteren van processen door data-analyse gebruik de data die je hebt! Process mining is een analysemethode die steeds vaker door bedrijven wordt gebruikt bij het verbeteren van hun bedrijfsprocessen. Het levert inzicht in het werkelijke verloop van processen, …

Understanding and processing life experiences are essential in the treatment of personality disorders to promote personal recovery and psychological wellbeing. In this qualitative case report, drafted in co‐creation between the client, clinical psychologist, and art therapist, individual treatment consisted …

Background Elder abuse is a worldwide problem with serious consequences for individuals and society. To effectively deal with elder abuse, a timely identification of signals as well as a systematic approach towards (suspected) elder abuse is necessary. This study aimed to develop and test the acceptability …