Results 91 to 100 of about 22,053 (245)

Effects of Concentrations of Water‐Based MgO Nanofluid on Heat Transfer Performance in Shell‐and‐Tube Heat Exchanger

Energy Science &Engineering, EarlyView.
This figure shows the variation of the total heat transfer coefficient of a shell and tube heat exchanger with different concentrations of water‐based MgO nanofluids at different inlet flow rates. The results indicate that the total heat transfer coefficient increases with increasing flow velocity, and at different volume fraction settings, the ...
Li Zhang, Yifan Cheng, Yang Liu, Yongju Zhang, Ziyun Chen   +4 more
wiley   +1 more source

The Pricing of Vulnerable Options in a Fractional Brownian Motion Environment

Discrete Dynamics in Nature and Society, 2015
Under the assumption of the stock price, interest rate, and default intensity obeying the stochastic differential equation driven by fractional Brownian motion, the jump-diffusion model is established for the financial market in fractional Brownian ...
Chao Wang, Shengwu Zhou, Jingyuan Yang
doaj   +1 more source

Nanomaterials and Eco‐Friendly Refrigerants in Vapor Compression System: A Review of Performance and Sustainability

Energy Science &Engineering, EarlyView.
This review highlights how nano oils and eco‐friendly nano refrigerants enhance energy‐efficient refrigeration by improving thermal conductivity, lubrication, and system performance. The integration of rheological and tribological testing confirms reduced compressor work, better heat transfer, and higher COP using sustainable, low‐GWP refrigerants for ...
Mohammed Dilawar, Bisma Ali, Turali Narayana, Mohammad Reza Chalak Qazani, Rehan Khan, Adnan Qayoum, Tabrez Qureshi, Mohd Mujtaba Ahmed   +7 more
wiley   +1 more source

Coherent Forecasting of Realized Volatility

Journal of Forecasting, EarlyView.
ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley   +1 more source

The Role of Price‐Volatility Cojumps in Volatility Forecasting

Journal of Futures Markets, EarlyView.
ABSTRACT This paper investigates whether simultaneous jumps in prices and volatility improve volatility forecasting. Using up‐to‐date high‐frequency S&P 500 and VIX data, we identify price‐volatility cojumps at the intraday granularity and construct upside, downside, and asymmetric measures.
Kefu Liao
wiley   +1 more source

Quadratic Hedging of American Options Under GARCH Models

Journal of Futures Markets, EarlyView.
ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley   +1 more source

Alternative Price Dynamics and Valuation of Flexible Strategies

International Journal of Finance &Economics, EarlyView.
ABSTRACT In this article, we study the optimal operational strategy of production projects. We investigate different underlying price models and determine the optimal barriers of transition to suspension, recovery, or irreversible abandonment of productive activity.
Cristina Bertolosi, Gianluca Fusai, Ioannis Kyriakou   +2 more
wiley   +1 more source

Towards Clinical Translation of Intravoxel Incoherent Motion MRI: Acquisition and Analysis Consensus Recommendations

Journal of Magnetic Resonance Imaging, EarlyView.
ABSTRACT Intravoxel incoherent motion (IVIM) MRI allows for simultaneous assessment of tissue microcirculation (perfusion) and diffusion of water. In single‐center studies, IVIM has shown great potential for diagnosis, treatment outcome prediction, and treatment monitoring for many different diseases and organs.
Eric E. Sigmund, Susanne S. Rauh, Mami Iima, Christian Federau, Diego Hernando, Oscar Jalnefjord, Jacobus F. A. Jansen, Jonas Jasse, Neil Peter Jerome, Misha P. T. Kaandorp, Sila Kurugol, Frederik B. Laun, Mira M. Liu, Alexandra Ljimani, Thoralf Niendorf, David A. Reiter, Mohammed Salman Shazeeb, Amita Shukla‐Dave, Julia Stabinska, Andreas Wetscherek, Peter T. While, Dan Wu, Denis Le Bihan, Oliver J. Gurney‐Champion   +23 more
wiley   +1 more source

Melting heat transport analysis for bioconvective rheological nanofluid flow subject to gyrotactic microorganism's

Case Studies in Thermal Engineering
Two dimensional steady bioconvection Oldroyd-B nanomaterial flow due to stretchable sheet. Suspension of both nanoparticles and gyrotactic microorganism are addressed. Melting boundary conditions are imposed.
Hassan Ali Ghazwani
doaj   +1 more source

Optically Bound Rapid Plasmonic Nanorod Dimers: Anisotropic Dynamics Driven by Light‐Fluidic Cooperation

Laser &Photonics Reviews, EarlyView.
Optically confined gold nanorods exhibit cooperative light‐driven dynamics, forming mobile end‐to‐end dimers with orientation‐dependent propulsion. Using structured laser traps and an opto‐thermo‐hydrodynamic model, we uncover how optical binding, polarization‐induced torque, and near‐surface hydrodynamics govern their motion.
José A. Rodrigo, Tatiana Alieva
wiley   +1 more source