Ostim Technical University

The Role of Energy Market Uncertainties in Forecasting US State-Level Stock Market Volatility: A GARCH-MIDAS Approach

Abstract In this paper, we employ the generalized autoregressive conditional heteroscedasticity-mixed data sampling (GARCH-MIDAS) framework to forecast the daily volatility of state-level stock returns in the United States based on monthly metrics of oil price uncertainty (OPU) a...

Homology aware benchmarking of deep learning models for CAZy enzyme family classification

The CAZy database organizes carbohydrate-active enzymes into more than 800 families with distinct biochemical roles, making automatic family assignment from sequence a high-value task in metagenomics and enzyme engineering. Although recent deep learning studies have reported stro...