Results 81 to 90 of about 2,650,536 (203)

Models for Heavy-tailed Asset Returns [PDF]

Many of the concepts in theoretical and empirical finance developed over the past decades – including the classical portfolio theory, the Black-Scholes-Merton option pricing model or the RiskMetrics variance-covariance approach to VaR – rest upon the ...
Weron, Rafal, Misiorek, Adam, Borak, Szymon   +2 more
core   +2 more sources

Closing the Empirical Loop: Autonomous AI Agents Conduct End‐to‐end Research With Human Participants

Advanced Science, EarlyView.
A multi‐agent AI system autonomously executes the complete scientific workflow, from hypothesis to manuscript, across three psychological studies involving 288 participants. The system designs experiments, collects real world data, develops analysis pipelines, and writes manuscripts with theoretical rigor comparable to experienced researchers.
Gabrielle Wehr, Reuben Rideaux, Amaya J. Fox, David R. Lightfoot, Jason Tangen, Jason B. Mattingley, Shane E. Ehrhardt   +6 more
wiley   +1 more source

Heavy tails and electricity prices [PDF]

In the first years after the emergence of deregulated power markets it became apparent that for the valuation of electricity derivatives we cannot simply rely on models developed for financial or other commodity markets.
Rafal Weron
core  

Bioinspired Ionochromic Neuromorphic Transistors for Robotic Intelligent Perception

Advanced Science, EarlyView.
A bioinspired ionochromic neuromorphic transistor couples synaptic conductance modulation with reversible color change through voltage‐controlled ion doping in P3HT/ion gel, mimicking biological synaptic plasticity, and chameleon‐like color regulation.
Quanxing Yao, Xiaojian Zhu, Runsheng Gao, Qian Jiang, Cui Sun, Yi Du, Xuerong Liu, Lixun Wang, Haolong Li, Yuejun Zhang, Run‐Wei Li   +10 more
wiley   +1 more source

Asset Pricing with Incomplete Information under Stable Shocks [PDF]

We study a consumption based asset pricing model with incomplete information and alpha-stable shocks. Incomplete information leads to a non-Gaussian filtering problem.
Prasad V. Bidarkota, J. Huston McCulloch, Brice V. Dupoyet   +2 more
core  

Pattern‐Aware Intelligence Enables Nondestructive, Rapid Quantification of High‐Aspect‐Ratio Silicon Etching

Advanced Science, EarlyView.
Pattern‐dependent etching is converted into a physical prior for intelligent reconstruction of high‐aspect‐ratio silicon structures. Combining YOLO‐Pose feature extraction with a topography network, the framework retrieves depth, sidewall angle, and scallop texture from minimal destructive observations, enabling accurate cross‐scale metrology and near ...
Shuyan He, Lang Chen, Bo Wen, Yufeng Jin, Wei Wang   +4 more
wiley   +1 more source

Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts? [PDF]

This paper is a continuation of our earlier studies on short-term price forecasting of California electricity prices with time series models. Here we focus on whether models with heavy-tailed innovations perform better in terms of forecasting accuracy ...
Weron, Rafal, Misiorek, Adam
core  

The Natural Product Corramycin Acts as a DNA Gyrase Poison and Overcomes Fluoroquinolone Resistance in Mycobacterium tuberculosis

Advanced Science, EarlyView.
Corramycin, a myxobacterial natural product antibiotic, exhibits potent bactericidal activity against multidrug‐resistant Mycobacterium tuberculosis. The compound hijacks bacterial transporters such as BacA and OppABCD to enter the cell and inhibits DNA synthesis through a previously unrecognized mode of DNA gyrase poisoning, locking the enzyme in an ...
Franziska Fries, Jennifer Herrmann, Michael Dal Molin, Yaëlle Wormser, Timo Risch, Yunsheng Gao, Gareth Prosser, Francesca Gubellini, Ariel Mechaly, Joshua B. Wallach, Anthony Castro, Arka Banerjee, Sari Rasheed, Alexander Horn, Mathias Müsken, Michael Kurz, Lindsay Sonnenkalb, Viola Dreyer, Stefan Niemann, Sönke Andres, Dirk Schnappinger, Uli Kazmaier, Norbert Reiling, Rolf Müller, Jan Rybniker, Stéphanie Petrella   +25 more
wiley   +1 more source

Unveiling the Ultralow Thermal Conductivity of Hybrid Perovskites

Advanced Science, EarlyView.
In hybrid perovskites, thermal energy flows through lattice vibrations of the framework (48%–65%) and organic molecules (35%–52%). When the disorder introduced by organic molecules is excluded, the temperature dependence of the vibrational thermal conductivity results from the lattice framework transits from ∼T0 to ∼T−1, and the value doubles at room ...
Qinqin He, Yuli Chen, Zhigang Li, Yanguang Zhou   +3 more
wiley   +1 more source

A Robotic Testing Platform for Pipelined Discovery of Resilient Dielectric Elastomer Actuators

Advanced Science, EarlyView.
This work introduces a robotic testing platform enabling high‐throughput, multi‐parameter lifetime mapping of linear dielectric elastomer actuators (DEAs). By integrating programmable high‐voltage control and automated electromechanical measurements, the system identifies material and operating conditions that double actuator lifetime.
Ang (Leo) Li, Alexander Yin, Alexander White, Sahib Sandhu, Anatol Gogoj, Denise Maria de Andrade, Matthew Francoeur, Victor Jimenez‐Santiago, Van Remenar, Codrin Tugui, Mihai Duduta   +10 more
wiley   +1 more source