Results 71 to 80 of about 193,988 (291)

Using CAViaR models with implied volatility for value-at-risk estimation [PDF]

, 2013
This paper proposes VaR estimation methods that are a synthesis of conditional autoregressive value at risk (CAViaR) time series models and implied volatility.
Jeon, Jooyoung, Taylor, James
core   +1 more source

Optimal Grazing Exclusion Duration to Enhance Soil Carbon Sequestration in Degraded Grasslands

Advanced Science, EarlyView.
Across China, grazing exclusion reaches the national mean soil organic carbon recovery benchmark sooner in high‐MAP regions (> 500 mm), but recovery is much slower where MAP < 300 mm. Scaling this strategy to 70% of China's degraded grasslands would sequester about 1.52 Pg of soil carbon over 10 years—roughly 17% of annual global fossil‐fuel emissions.
Bin Zhang, Chongzhi Sun, Dongmei Xue, Paul Christiaan Struik, Tongrui Zhang, Jiayue Liu, Tingting Xing, Ziyang Liu, Shiming Tang, Ke Jin   +9 more
wiley   +1 more source

Market Efficiency in Indian Exchange Rates: Adaptive Market Hypothesis

Theoretical Economics Letters, 2018
This paper utilizes the automatic variance ratio test and Belaire-Franch and Contreras (2004) rank-based tests to examine the adaptive market hypothesis in Indian exchange rates relative to US dollar (USD), Great British pound (GBP), Euro and Japanese yen (Yen). We use overlapping and non-overlapping moving subsample approach to examine the sensitivity
openaire   +2 more sources

Multimodal Wearable Biosensing Meets Multidomain AI: A Pathway to Decentralized Healthcare

Advanced Science, EarlyView.
Multimodal biosensing meets multidomain AI. Wearable biosensors capture complementary biochemical and physiological signals, while cross‐device, population‐aware learning aligns noisy, heterogeneous streams. This Review distills key sensing modalities, fusion and calibration strategies, and privacy‐preserving deployment pathways that transform ...
Chenshu Liu, Haolin Fan, Minwoo Kim, Tong Zhou, Pinyi Yang, Lingdi Zhao, Yiran Wang, Ziyuan Che, Chia‐Wei Liu, Bingbing Li, Yangzhi Zhu   +10 more
wiley   +1 more source

(WP 2016-02) The Limits of Central Bank Forward Guidance under Learning [PDF]

, 2016
Central bank forward guidance emerged as a pertinent tool for monetary policymakers since the Great Recession. Nevertheless, the effects of forward guidance remain unclear.
Cole, Stephen J.
core   +1 more source

Interplay of Crystallization and Amorphous Spinodal Decomposition During Thermal Annealing of Organic Photoactive Layers

Advanced Science, EarlyView.
Phase‐Field simulations are carried out to elucidate nanomorphology formation mechanisms in organic photoactive layers under thermal annealing. The predicted bulk heterojunction structures are in excellent agreement with Scanning Electron Microscopy measurements.
Maxime Siber, Olivier J. J. Ronsin, Gitti L. Frey, Jens Harting   +3 more
wiley   +1 more source

AP‐Lab: An AI‐Driven Autonomous Pilot‐Scale Platform Bridging Materials Discovery and Industrial Manufacturing

Advanced Science, EarlyView.
AP‐Lab bridges materials discovery and industrial manufacturing by coupling proprietary datasets with an application benchmark (PCR Ct). A closed‐loop optimization workflow integrates ML, LLM, and autonomous synthesis/testing to refine magnetic nanoparticles–based nucleic‐acid extraction systems.
Zhan‐Long Wang, Zhifen Ma, Wenxing Song, Guolai Jiang, Boshi Jiang, Mingyang Jiang, Weiliang Shu, Bing Wang, Zhiyuan Wan, Shengyong Geng, Zhen Zhao, Wenhua Zhou, Xue‐Feng Yu   +12 more
wiley   +1 more source

Testing the Weak-Form Market Efficiency of the Euronext Wheat

Romanian Economic Journal, 2015
Using a trading system based on various simple moving average crossings, the paper examines the weak-form market efficiency of the wheat traded at the Euronext exchange.
Mihai Cristian Dinică, Erica Cristina Dinică (Balea)   +1 more
doaj  

Using Dopants as Agents to Probe Key Electronic Properties of Organic Semiconductors

Advanced Electronic Materials, EarlyView.
Dopants are typically used in organic electronics to enhance conductivity, but here their potential is demonstrated as probes for fundamental material properties. By integrating experimental data and multiscale simulations, it is shown how dopant ionization and conductivity measurements enable accurate extraction of ionization potential and Coulomb ...
Artem Fediai, Franz Symalla, Tobias Neumann, Wolfgang Wenzel   +3 more
wiley   +1 more source

The farm decision role of price information from commodity exchanges: an ex-ante evaluation using quasi-rational price expectations in Ethiopia [PDF]

, 2011
Farmers use different information to predict future returns upon which they base current decisions. In designing information systems, knowledge about the information set used by farmers is relevant to have insight into the necessary information that ...
D'Haese, Luc, D'Haese, Marijke, Getnet, Kindie, Verbeke, Wim, Viaene, Jacques   +4 more
core