Related papers: COVID-19: Tail Risk and Predictive Regressions
The advent of the COVID-19 pandemic has instigated unprecedented changes in many countries around the globe, putting a significant burden on the health sectors, affecting the macro economic conditions, and altering social interactions…
This paper conducts a systematic statistical analysis of the characteristics of the geographical empirical distributions for the numbers of both cumulative and daily confirmed COVID-19 cases and deaths at county, city, and state levels over…
The main objective of this study is to check short term stress of COVID-19 on the American, European, Asian, and Pacific stock market indices, furthermore, the correlation between all the stock markets during the pandemic. Secondary data of…
This paper analyzes the impact of COVID-19 on the populations and equity markets of 92 countries. We compare country-by-country equity market dynamics to cumulative COVID-19 case and death counts and new case trajectories. First, we examine…
The coronavirus disease 2019 (COVID-19) has become a public health emergency of international concern affecting 201 countries and territories around the globe. As of April 4, 2020, it has caused a pandemic outbreak with more than 11,16,643…
The years 2020 and 2021 were characterized by the COVID-19 pandemic. The true impact of the pandemic on populations' health and life still has to be fully discerned. The main objective of this work is to discern the true impact of COVID-19…
The COVID-19 pandemic has spurred a large amount of observational studies reporting linkages between the risk of developing severe COVID-19 or dying from it, and sex and gender. By reviewing a large body of related literature and conducting…
The coronavirus disease 2019 (COVID-19) has become a public health emergency of international concern affecting more than 200 countries and territories worldwide. As of September 30, 2020, it has caused a pandemic outbreak with more than 33…
We discuss common errors and fallacies when using naive "evidence based" empiricism and point forecasts for fat-tailed variables, as well as the insufficiency of using naive first-order scientific methods for tail risk management. We use…
In this paper, based on the Akaike information criterion, root mean square error and robustness coefficient, a rational evaluation of various epidemic models/methods, including seven empirical functions, four statistical inference methods…
The purpose of this study is to investigate the effects of the COVID-19 pandemic on economic policy uncertainty in the US and the UK. The impact of the increase in COVID-19 cases and deaths in the country, and the increase in the number of…
Addressed in this work is the performance of five popular algorithms, which aim at assessing the dissemination dynamics of the COVID-19 disease on the basis of the time series of new confirmed cases. The tests are based on simulated data,…
Pandemic control measures like lock-down, restrictions on restaurants and gatherings, social-distancing have shown to be effective in curtailing the spread of COVID-19. However, their sustained enforcement has negative economic effects. To…
Reliable short term forecasting can provide potentially lifesaving insights into logistical planning, and in particular, into the optimal allocation of resources such as hospital staff and equipment. By reinterpreting COVID-19 daily cases…
Since the beginning of the COVID-19 pandemic, many dashboards have emerged as useful tools to monitor the evolution of the pandemic, inform the public, and assist governments in decision making. Our goal is to develop a globally applicable…
The paper studies different regression approaches for modeling COVID-19 spread and its impact on the stock market. The logistic curve model was used with Bayesian regression for predictive analytics of the coronavirus spread. The impact of…
COVID-19 has been a public health emergency of international concern since early 2020. Reliable forecasting is critical to diminish the impact of this disease. To date, a large number of different forecasting models have been proposed,…
Disadvantaged groups around the world have suffered and endured higher mortality during the current COVID-19 pandemic. This contrast disparity suggests that socioeconomic and health-related factors may drive inequality in disease outcome.…
In 2020, covid-19 virus had reached more than 200 countries. Till December 20th 2021, 221 nations in the world had collectively reported 275M confirmed cases of covid-19 & total death toll of 5.37M. Many countries which include United…
The COVID-19 pandemic has created an urgent need for robust, scalable monitoring tools supporting stratification of high-risk patients. This research aims to develop and validate prediction models, using the UK Biobank, to estimate COVID-19…