Results 221 to 230 of about 1,580,924 (326)

Recent Insights on Synthesis, Stability, and Complexities of Water‐in‐Oil Pickering Emulsion: From Theory to Applications

Food Frontiers, EarlyView.
It provides a conceeptual framework of the core components required for w/o PE development and various internal and external factors determining the emulsion stabilization. It also emphasizes the emerging application of w/o PE in diverse industrial use such as encapsulation and delivery, packaging, food, biomedical, etc.
Bibha Mishra A., Vidisha Tomer
wiley   +1 more source

From Brownian motion to virtual biopsy: a historical perspective from 40 years of diffusion MRI. [PDF]

Jpn J Radiol
Le Bihan D.
europepmc   +1 more source

Principal Eigenvalue for Brownian Motion on a Bounded Interval with Degenerate Instantaneous Jumps [PDF]

, 2012
Iddo Ben-Ari
openalex   +1 more source

A Fuzzy Framework for Realized Volatility Prediction: Empirical Evidence From Equity Markets

Journal of Forecasting, EarlyView.
ABSTRACT This study introduces a realized volatility fuzzy time series (RV‐FTS) model that applies a fuzzy c‐means clustering algorithm to estimate time‐varying c$$ c $$ latent volatility states and their corresponding membership degrees. These memberships are used to construct a fuzzified volatility estimate as a weighted average of cluster centroids.
Shafqat Iqbal, Štefan Lyócsa
wiley   +1 more source

Brownian Motion Paving the Way for Molecular Translocation in Nanopores. [PDF]

Small Methods
Lee WY, Wen C, Pham NH, Khaksaran MH, Lee SK, Zhang SL.   +5 more
europepmc   +1 more source

Representation formulae for the fractional Brownian motion

, 2009
Picard, Jean
openalex   +1 more source

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, EarlyView.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

Probability of entering an orthant by correlated fractional Brownian motion with drift: exact asymptotics. [PDF]

Extremes (Boston)
Dȩbicki K, Ji L, Novikov S.
europepmc   +1 more source

On the maximum of discretely sampled fractional Brownian motion with\n small Hurst parameter [PDF]

, 2018
Konstantin Borovkov, Mikhail Zhitlukhin
openalex   +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