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

This paper develops an individual-based stochastic network SIR model for the empirical analysis of the Covid-19 pandemic. It derives moment conditions for the number of infected and active cases for single as well as multigroup epidemic…

As the increasing application of AI in finance, this paper will leverage AI algorithms to examine tail risk and develop a model to alter tail risk to promote the stability of US financial markets, and enhance the resilience of the US…

During 2020, the infection rate of COVID-19 has been investigated by many scholars from different research fields. In this context, reliable and interpretable forecasts of disease incidents are a vital tool for policymakers to manage…

The COVID-19 pandemic so far has caused huge negative impacts on different areas all over the world, and the United States (US) is one of the most affected countries. In this paper, we use methods from the functional data analysis to look…

A new coronavirus disease, called COVID-19, appeared in the Chinese region of Wuhan at the end of last year; since then the virus spread to other countries, including most of Europe. We propose a differential equation governing the…

While many efforts are currently devoted to vaccines development and administration, social distancing measures, including severe restrictions such as lockdowns, remain fundamental tools to contain the spread of COVID-19. A crucial point…

The infection fatality rate (IFR) of COVID-19 is one of the measures of disease impact that can be of importance for policy making. Here we show that many of the studies on which these estimates are based are scientifically flawed for…

In countries with a severe outbreak of COVID-19, most governments are considering whether anti-transmission measures are worth social and economic costs. The seriousness of economic costs such as the closure of some workplaces,…

As the ravages caused by COVID-19 pandemic are becoming inevitable with every moment, monitoring and understanding of transmission and fatality rate has become even more paramount for containing its spread. The key purpose of this analysis…

The coronavirus disease 2019 (COVID-19) pandemic has exerted a profound impact on patients with end-stage renal disease relying on kidney dialysis to sustain their lives. Motivated by a request by the U.S. Centers for Medicare & Medicaid…

Mutating variants of COVID-19 have been reported across many US states since 2021. In the fight against COVID-19, it has become imperative to study the heterogeneity in the time-varying transmission rates for each variant in the presence of…

The case fatality ratio (CFR) for COVID-19 is difficult to estimate. One difficulty is due to ignoring or overestimating time delay between reporting and death. We claim that all of these cause large errors and artificial time dependence of…

The first known case of Coronavirus disease 2019 (COVID-19) was identified in December 2019. It has spread worldwide, leading to an ongoing pandemic, imposed restrictions and costs to many countries. Predicting the number of new cases and…

Millions of people have been infected and lakhs of people have lost their lives due to the worldwide ongoing novel Coronavirus (COVID-19) pandemic. It is of utmost importance to identify the future infected cases and the virus spread rate…

Grave human toll notwithstanding, the COVID-19 pandemic created uniquely unstable conditions in financial markets. In this work we uncover and discuss relationships involving sentiment in financial publications during the 2020…

We propose a novel approach that integrates machine learning into compartmental disease modeling to predict the progression of COVID-19. Our model is explainable by design as it explicitly shows how different compartments evolve and it uses…

COVID-19 disease has affected almost every country in the world. The large number of infected people and the different mortality rates between countries has given rise to many hypotheses about the key points that make the virus so lethal in…

We provide a predictive analysis of the spread of COVID-19, also known as SARS-CoV-2, using the dataset made publicly available online by the Johns Hopkins University. Our main objective is to provide predictions of the number of infected…

Justifying draconian measures during the Covid-19 pandemic was difficult not only because of the restriction of individual rights, but also because of its economic impact. The objective of this work is to present a machine learning approach…

COVID-19 has impacted the economy of almost every country in the world. Of particular interest are the responses of the economic indicators of developing nations (such as BRICS) to the COVID-19 shock. As an extension to our earlier work on…