Software version: R version 4.5.1 (2025-06-13) -- "Great Square Root" The out-of-sample forecast exercise and in-sample results were obtained on a high-performance cluster which allows for parallel ...

This paper investigates the external drivers of Cambodia’s credit cycles using a dynamic factor model. Results indicate that common global and regional factors explain over 60 percent of credit growth ...

Investors are facing a risky and highly concentrated U.S. stock market going into 2026, with the "Magnificent 7" representing as much as 35% to 40% of the S&P 500 in recent trading. Nick Ryder, ...

Powered by advanced factor research and daily refreshed data, Bloomberg’s MAC3 Risk Model transforms how investors see and manage risk in a multi-asset world. Bloomberg MAC3 gives investors a unified ...

Bayer is reshaping its pharmaceutical business with a new operating model designed to enhance collaboration and bring research & development and commercialization closer together. In a recent episode ...

For decades, data centers were designed with permanence in mind: fixed plans, rigid shapes and predictable life cycles. Physical constraints of legacy architectures made them inherently static. But in ...

This paper introduces the Trade Policy Activity (TPA) Index, a novel indicator measuring evolving global trade policy dynamics since the Global Financial Crisis. Using a Dynamic Factor Model on ...

In this tutorial, we explore the Advanced Model Context Protocol (MCP) and demonstrate how to use it to address one of the most unique challenges in modern AI systems: enabling real-time interaction ...

Abstract: Accurate parameter estimation is vital in instrumentation and measurement, especially for modeling dynamic systems based on measurement data. Recurrent networks have been widely adopted for ...