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Related papers: COVID-19: Tail Risk and Predictive Regressions

200 papers

We introduce a method to estimate simultaneously the tail and the threshold parameters of an extreme value regression model. This standard model finds its use in finance to assess the effect of market variables on extreme loss distributions…

Methodology · Statistics 2023-04-17 Julien Hambuckers , Marie Kratz , Antoine Usseglio-Carleve

COVID 19 is an acute disease that started spreading throughout the world, beginning in December 2019. It has spread worldwide and has affected more than 7 million people, and 200 thousand people have died due to this infection as of Oct…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-04-26 Shradha Shinde , Jay Joshi , Sowmya Mareedu , Yeon Pyo Kim , Jongwook Woo

The novel coronavirus disease (COVID-19) is a public health problem once according to the World Health Organization up to June 10th, 2020, more than 7.1 million people were infected, and more than 400 thousand have died worldwide. In the…

Populations and Evolution · Quantitative Biology 2020-07-22 Ramon Gomes da Silva , Matheus Henrique Dal Molin Ribeiro , Viviana Cocco Mariani , Leandro dos Santos Coelho

COVID-19 is a new pandemic disease that is affecting almost every country with a negative impact on social life and economic activities. The number of infected and deceased patients continues to increase globally. Mathematical models can…

The global crisis caused by the COVID-19 pandemic, in conjunction with the economic consequences and the collapse of health systems, has raised serious concerns in Europe, which is the most affected continent by the pandemic since it…

Applications · Statistics 2020-10-26 Konstantinos Demertzis , Lykourgos Magafas , Dimitrios Tsiotas

The main objective of this work is to test whether some stochastic models typically used in financial markets could be applied to the COVID-19 pandemic. To this end we have implemented the ARIMAX and Cox-Ingersoll-Ross (CIR) models…

Populations and Evolution · Quantitative Biology 2023-01-24 Julio Guerrero , Maria del Carmen Galiano , Giuseppe Orlando

COVID-19 pandemic has an unprecedented impact all over the world since early 2020. During this public health crisis, reliable forecasting of the disease becomes critical for resource allocation and administrative planning. The results from…

Machine Learning · Computer Science 2021-04-07 Xiaoyong Jin , Yu-Xiang Wang , Xifeng Yan

The ongoing COVID-19 pandemic has progressed with varying degrees of intensity in individual countries, suggesting it is important to analyse factors that vary between them. We study measures of `population-weighted density', which capture…

Since December 2019, the world has been witnessing the gigantic effect of an unprecedented global pandemic called Severe Acute Respiratory Syndrome Coronavirus (SARS-CoV-2) - COVID-19. So far, 38,619,674 confirmed cases and 1,093,522…

Because of the rapid spread of COVID-19 to almost every part of the globe, huge volumes of data and case studies have been made available, providing researchers with a unique opportunity to find trends and make discoveries like never…

Machine Learning · Computer Science 2021-10-20 Sarwan Ali , Yijing Zhou , Murray Patterson

Estimating the true mortality burden of COVID-19 for every country in the world is a difficult, but crucial, public health endeavor. Attributing deaths, direct or indirect, to COVID-19 is problematic. A more attainable target is the "excess…

Covid-19 is raging a devastating trail with the highest mortality-to-infected ratio ever for a pandemic. Lack of vaccine and therapeutic has rendered social exclusion through lockdown as the singular mode of containment. Harnessing the…

Quantitative Methods · Quantitative Biology 2020-09-14 Amit k Chattopadhyay , Debajyot Choudhury , Goutam Ghosh , Bidisha Kundu , Sujit Kumar Nath

The outbreak of COVID-19 since Dec. 2019 has caused severe life and economic damage worldwide, many countries are trapped by medical resource constraints or absence of targeted therapeutics, and therefore the implement of systemic policies…

Populations and Evolution · Quantitative Biology 2020-07-15 Yubo Huang , Weidong Zhang

During the COVID-19 pandemic, the scientific community developed predictive models to evaluate potential governmental interventions. However, the analysis of the effects these interventions had is less advanced. Here, we propose a…

Populations and Evolution · Quantitative Biology 2020-07-09 Andres Babino , Marcelo O. Magnasco

The investment of time and resources for better strategies and methodologies to tackle a potential pandemic is key to deal with potential outbreaks of new variants or other viruses in the future. In this work, we recreated the scene of a…

Machine Learning · Computer Science 2021-04-22 Andrés L. Suárez-Cetrulo , Ankit Kumar , Luis Miralles-Pechuán

The COVID-19 disease has forced countries to make a considerable collaborative effort between scientists and governments to provide indicators to suitable follow-up the pandemic's consequences. Mathematical modeling plays a crucial role in…

Populations and Evolution · Quantitative Biology 2020-12-29 Patricio Cumsille , Oscar Rojas-Díaz , Pablo Moisset de Espanés

The current COVID-19 pandemic has put a huge challenge on the Indian health infrastructure. With more and more people getting affected during the second wave, the hospitals were over-burdened, running out of supplies and oxygen. In this…

Machine Learning · Computer Science 2023-04-27 Debasrita Chakraborty , Debayan Goswami , Susmita Ghosh , Ashish Ghosh , Jonathan H. Chan

Classical epidemiological models assume homogeneous populations. There have been important extensions to model heterogeneous populations, when the identity of the sub-populations is known, such as age group or geographical location. Here,…

Machine Learning · Computer Science 2023-02-10 Roberto Vega , Zehra Shah , Pouria Ramazi , Russell Greiner

Since the coronavirus disease (COVID-19) outbreak in December 2019, studies have been addressing diverse aspects in relation to COVID-19 and Variant of Concern 202012/01 (VOC 202012/01) such as potential symptoms and predictive tools.…

Machine Learning · Computer Science 2021-02-02 Wasiq Khan , Abir Hussain , Sohail Ahmed Khan , Mohammed Al-Jumailey , Raheel Nawaz , Panos Liatsis

The COVID-19 pandemic has profound global consequences on health, economic, social, political, and almost every major aspect of human life. Therefore, it is of great importance to model COVID-19 and other pandemics in terms of the broader…

Machine Learning · Computer Science 2020-10-09 Geoffrey C. Fox , Gregor von Laszewski , Fugang Wang , Saumyadipta Pyne