Gold has multiple attributes and its price is affected by various factors in the market.This paper studies the dynamic relationship between the gold price returns and its affecting factors.Then we use the STL-ETS,neur...Gold has multiple attributes and its price is affected by various factors in the market.This paper studies the dynamic relationship between the gold price returns and its affecting factors.Then we use the STL-ETS,neural network and Bayesian structural time series model to predict the gold price returns,and compare their performance with the benchmark models.The results show that the shocks of crude oil returns and VIX have the positive effect on gold price returns,the shocks of the US dollar index have the negative effect on gold price returns.And the fluctuation of gold price returns mainly depends on crude oil price returns shocks.STL-ETS model can accurately fit the fluctuation trend of the gold price returns and improve prediction accuracy.展开更多
Objective:To estimate the potential causal impact of Enterovirus A71(EV71)vaccination program on the reduction of EV71-infected hand,foot,and mouth disease(HFMD)in Zhejiang Province.Methods:We utilized the longitudina...Objective:To estimate the potential causal impact of Enterovirus A71(EV71)vaccination program on the reduction of EV71-infected hand,foot,and mouth disease(HFMD)in Zhejiang Province.Methods:We utilized the longitudinal surveillance dataset of HFMD and EV71 vaccination in Zhejiang Province during 2010-2019.We estimated vaccine efficacy using a Bayesian structured time series(BSTS)model,and employed a negative control outcome(NCO)model to detect unmeasured confounding and reveal potential causal association.Results:We estimated that 20,132 EV71 cases(95%CI:16,733,23,532)were prevented by vaccination program during 2017-2019,corresponding to a reduction of 29%(95%CI:24%,34%).The effectiveness of vaccination increased annually,with reductions of 11%(95%CI:6%,16%)in 2017 and 66%(95%CI:61%,71%)in 2019.Children under 5 years old obtained greater benefits compared to those over 5 years.Cities with higher vaccination coverage experienced a sharper EV71 reduction compared to those with lower coverage.The NCO model detected no confounding factors in the association between vaccination and EV71 cases reduction.展开更多
基金supported by the National Natural Science Foundation of China(NSFC)(71874133)the Annual Basic Scientific Research Project of Xidian University(2019)
文摘Gold has multiple attributes and its price is affected by various factors in the market.This paper studies the dynamic relationship between the gold price returns and its affecting factors.Then we use the STL-ETS,neural network and Bayesian structural time series model to predict the gold price returns,and compare their performance with the benchmark models.The results show that the shocks of crude oil returns and VIX have the positive effect on gold price returns,the shocks of the US dollar index have the negative effect on gold price returns.And the fluctuation of gold price returns mainly depends on crude oil price returns shocks.STL-ETS model can accurately fit the fluctuation trend of the gold price returns and improve prediction accuracy.
基金supported the grants from National Key R&D Program of China (2022YFC2305305)by grants from consultancy project (2022-JB-06)by the Chinese Academy of Engineering (CAE)the Bill&Melinda Gates Foundation[Grant Number:INV-016826].
文摘Objective:To estimate the potential causal impact of Enterovirus A71(EV71)vaccination program on the reduction of EV71-infected hand,foot,and mouth disease(HFMD)in Zhejiang Province.Methods:We utilized the longitudinal surveillance dataset of HFMD and EV71 vaccination in Zhejiang Province during 2010-2019.We estimated vaccine efficacy using a Bayesian structured time series(BSTS)model,and employed a negative control outcome(NCO)model to detect unmeasured confounding and reveal potential causal association.Results:We estimated that 20,132 EV71 cases(95%CI:16,733,23,532)were prevented by vaccination program during 2017-2019,corresponding to a reduction of 29%(95%CI:24%,34%).The effectiveness of vaccination increased annually,with reductions of 11%(95%CI:6%,16%)in 2017 and 66%(95%CI:61%,71%)in 2019.Children under 5 years old obtained greater benefits compared to those over 5 years.Cities with higher vaccination coverage experienced a sharper EV71 reduction compared to those with lower coverage.The NCO model detected no confounding factors in the association between vaccination and EV71 cases reduction.
