Results 41 to 50 of about 505,642 (295)
Advanced Robotics Research, EarlyView.DRIVE‐SAFE evaluates learning‐based, black‐box autonomous driving policies against evolving temporal safety requirements using Signal Temporal Logic robustness metrics. It aggregates distributional robustness measures with domain‐informed weights to guide iterative retraining.
Kristy Sakano +3 more
wiley +1 more source
F1000Research, 2022 Background: In this study, we examined the volatility of the Indian stock market from 2008 to 2021. Owing to the financial crisis, volatility forecasting of the Indian stock market has become crucial for economic and financial analysts.
Tarunpreet Kaur +3 more
doaj +1 more source
Exponentiation of conditional expectations under stochastic volatility
Quantitative Finance, 2017 We use the Itô Decomposition Formula (see Alòs (2012)) to express certain conditional expectations as exponentials of iterated integrals. As one application, we compute an exact formal expression for the leverage swap for any stochastic volatility model expressed in forward variance form. As another, we show how to extend the Bergomi Guyon expansion to
Alòs, Elisa +2 more
openaire +1 more source
Advanced Science, EarlyView.Glaucoma, a major cause of blindness, involves retinal ganglion cell (RGC) degeneration. This study shows growth hormone‐releasing hormone receptor (GHRHR) deficiency preserves RGC survival and restores vision, unlike activation which only aids survival.
Yan Tong +24 more
wiley +1 more source
Impact Of Structural Shifts on Variance Persistence in Asymmetric Garch Models: Evidence From Emerging Asian and European Markets [PDF]
Revista Română de Statistică, 2015 In this study we examined the effect of structural break points in conditional volatility on variance persistency of asymmetric GARCH models. We used Bai and Perron methodology to detect structural break points in conditional variance of daily stock ...
Altaf Muhammad, Zhang Shuguang
doaj
International Journal of Innovation Studies, 2018 This study examines whether the number of forward patent citations (along with alternative patent data)—when used as a proxy for the mixing variable—could infer the aggregate amount of economic-innovation information arriving at the New York Stock ...
Chamil W. Senarathne, Jianguo Wei
doaj +1 more source
Anisotropic Memristive Switching in NbOCl2 Enabled by Directional Oxygen Ion Migration
Advanced Science, EarlyView.This study investigates strongly orientation‐dependent memristive switching in anisotropic NbOCl2, observed exclusively along the in‐plane c‐axis. The switching originates from direction‐selective oxygen‐ion migration and vacancy propagation that modulate the Pd/NbOCl2 Schottky barrier, enabling short‐term plasticity.
Caokun Wang +6 more
wiley +1 more source
ANALISIS VOLATILITAS NILAI TUKAR MATA UANG RUPIAH TERHADAP DOLAR
Journal of Indonesian Applied Economics, 2012 This research aims to analyze the volatility of exchange rate (Rp/US$) on the Indone-sian economy. The Method of analyze uses Autoregressive Conditional Heteroscedasticiy(ARCH)/Generalized Autoregressive Conditional Heteroscedasticiy (GARCH) that ...
Imam Mukhlis
doaj +1 more source
Modelling Conditional Volatility of NIFTY 50 [PDF]
, 2021 Abstract The present study demonstrates modelling of conditional volatility of NIFTY 50 using GARCH (1,1) model. The daily returns data of the Indian stock market index NIFTY 50 is used for the period ranging from April 2010- March 2020. The data is analysed using R software. The study estimates and interprets the results arrived in the summary
VARSHA SHRIRAM NERLEKAR +1 more
openaire +1 more source
A Generative Neuro‐Symbolic AI for Protein Sequence Design
Advanced Science, EarlyView.We introduce EffieDes, a neuro‐symbolic framework coupling deep learning‐based fitness landscape parameterization with exact automated reasoning. Unlike greedy sampling, EffieDes identifies sequences that globally optimize fitness while satisfying intricate design constraints.
Marianne Defresne +12 more
wiley +1 more source