Results 81 to 90 of about 22,614 (265)

Alternative Data for Realised Volatility Forecasting: Limit Order Book and News Stories

International Journal of Finance &Economics, EarlyView.
ABSTRACT We examine whether two major alternative data sources, limit order book information and firm‐specific news, provide incremental predictive information for daily realised volatility forecasting within the HAR‐family, using a parsimonious framework to ensure practical implementation and comparability. The framework is designed for practical real‐
Eghbal Rahimikia, Ser‐Huang Poon
wiley   +1 more source

Age-structured hydrodynamics of ensembles of anomalously diffusing particles with renewal resetting

Physical Review Research
We develop an age-structured hydrodynamic (HD) theory that describes the collective behavior of N≫1 anomalously diffusing particles under stochastic renewal resetting.
Baruch Meerson, Ohad Vilk
doaj   +1 more source

Implantable drug delivery system: Frontiers of medicine‐engineering interdisciplinary

Interdisciplinary Medicine, EarlyView.
This review systematically summarizes the driving mechanisms of implantable on‐demand drug delivery systems (IDDS), including endogenous, exogenous, and closed‐loop strategies. It highlights the pivotal roles of flexible electronics and miniaturization in enhancing the tissue conformity and spatial adaptability.
Yu Zeng, Rongtai Su, Manyu Zhao, Xin Song, Ran Liu, Yuhao Zhou, Chaojuan Yang, Yanli Jiao, Xiao‐Wei Xiang, Lingqian Chang   +9 more
wiley   +1 more source

Exploring Green Fluorescent Protein Brownian Motion: Temperature and Concentration Dependencies Through Luminescence Thermometry

Advanced Physics Research
Luminescent nanothermometry emerges as a powerful tool for studying protein dynamics. This technique was employed to perform the first measurement of the temperature dependence of protein Brownian velocity, showcasing the illustrative example of enhanced
Yongwei Guo, Fernando E. Maturi, Carlos D. S. Brites, Luís D. Carlos   +3 more
doaj   +1 more source

Single-trajectory spectral analysis of scaled Brownian motion

New Journal of Physics, 2019
A standard approach to study time-dependent stochastic processes is the power spectral density (PSD), an ensemble-averaged property defined as the Fourier transform of the autocorrelation function of the process in the asymptotic limit of long ...
Vittoria Sposini, Ralf Metzler, Gleb Oshanin   +2 more
doaj   +1 more source

Brownian Diffusion of Individual Janus Nanoparticles at Water/Oil Interfaces. [PDF]

ACS Nano, 2020
Wang D, Zhu YL, Zhao Y, Li CY, Mukhopadhyay A, Sun ZY, Koynov K, Butt HJ.   +7 more
europepmc   +1 more source

Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset

Journal of Applied Econometrics, EarlyView.
ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley   +1 more source

Anomalous diffusion of scaled Brownian tracers

Physical Review E
A model for anomalous transport of tracer particles diffusing in complex media in two dimensions is proposed. The model takes into account the characteristics of persistent motion that active bath transfer to the tracer, thus the model proposed in here extends active Brownian motion, for which the stochastic dynamics of the orientation of the ...
Francisco J. Sevilla, Adriano Valdés-Gómez, Alexis Torres-Carbajal   +2 more
openaire   +3 more sources

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

On the Assembly of Actin Polymerization‐Powered Motors

Macromolecular Rapid Communications, EarlyView.
Actin polymerization‐powered motors have the highest speed when the actin recruiting‐polymerizing proteins are immobilized in polymer brushes on their surface. These motors orbit around larger tracer particles at pH above the isoelectric point of ActA but dock onto the tracer particles’ surface at lower pH. ABSTRACT Nano‐ and micromotors are a class of
Miguel A. Ramos Docampo, Cathrine Abild Meyer, Brigitte Städler   +2 more
wiley   +1 more source