Results 121 to 130 of about 4,615,291 (338)
Why VAR Fails: Long Memory and Extreme Events in Financial Markets [PDF]
The Value-at-Risk (VAR) measure is based on only the second moment of a rates of return distribution. It is an insufficient risk performance measure, since it ignores both the higher moments of the pricing distributions, like skewness and kurtosis, and ...
Cornelis A. Los
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Multimodal Locomotion of Soft Robots
Advanced Intelligent Systems, EarlyView.This review comprehensively surveys recent advances in multimodal locomotion within soft robotics. Typical locomotion modes are summarized and categorized. Furthermore, the underlying mechanisms enabling multimodal locomotion are discussed and classified into three primary categories: active control‐based, reconfiguration‐based, and environment ...
Zihao Yuan +4 more
wiley +1 more source
Price, Trade Size, and Information Revelation in Multi-Period Securities Markets [PDF]
We study price formation in securities markets, using the sequential trade framework of Glosten and Milgrom. This paper makes one basic methodological advance over previous research on sequential securities trading: we allow for multiple trade sizes for ...
Han Ozsoylev, Shino Takayama
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Advanced Intelligent Systems, EarlyView.This work presents a hybrid model for predicting the electrical characteristics of fin‐shaped field‐effect transistor devices and SRAM with line edge roughness. The model consists of a convolutional neural network (CNN) and an analytical model that simulates the electrical characteristics of transistors using the outputs of CNN, enabling fast and ...
Jaehyuk Lim +4 more
wiley +1 more source
, 2011 [ES] Definición del término Fin en el diccionario Dicter. [EN] Definition of the word Fin in the dictionary Dicter.
openaire +3 more sources
Dynamic Adjustment of Corporate Leverage: Is there a lesson to learn from the Recent Asian Crisis? [PDF]
Much of the macro literature on the recent Asian crisis argues that a major cause was over borrowing and over investment encouraged by poor supervision and the resulting moral hazard problem.
Nigel Driffield +2 more
core +3 more sources
Linear and Nonlinear Foreign Exchange Rate Exposures of German Nonfinancial Corporations [PDF]
It has been viewed as an unsolved puzzle that only for a small number of firms a significant impact of foreign exchange rate risk on firm value could be detected empirically.
Sohnke M. Bartram
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Advanced Intelligent Systems, EarlyView.This work presents compact, low‐voltage actuators based on electropermanent magnetic interactions. The actuators show good overall performance across key metrics and are implemented in wearable devices and untethered robots. Their ability to operate in different configurations and hold positions without energy input highlights their potential for ...
Arturo Castillo Ugalde +4 more
wiley +1 more source
Motion Control of a Hovering Biomimetic Four-Fin Underwater Robot
, 2017 Taavi Salumäe +2 more
openalex +2 more sources
Capital Regulation and Credit Risk Taking : Empirical Evidence from Banks in Emerging Market Economies [PDF]
The primary purpose of this article is to investigate the relationship between bank capital and credit risk taking in emerging market economies. We also investigate the influence of several regulatory, institutional and legal features on the relationship
Christophe Godlewski
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