Results 51 to 60 of about 16,611 (237)

Multi‐Physical Field Modulated P‐Bit Device Based on VO2 Thin Film

open access: yesAdvanced Science, EarlyView.
We have proposed a VO2‐based P‐bit device where synergistic multi‐physical field modulation enables real‐time tunability of randomness. Besides introducing a new phase‐change material‐based device approach for high‐performance P‐bits, this study also demonstrates a synergistic multi‐physical field modulation strategy that opens new opportunities for ...
Bowen Sun   +10 more
wiley   +1 more source

Ruin Probability of a Discrete-Time Risk Process with Proportional Reinsurance and Investment for the Exponential and Pareto Distributions

open access: yesOperations Research and Decisions, 2015
The paper focuses on a quantitative analysis of the probability of ruin in a finite time for a discrete risk process with proportional reinsurance and investment of the financial surplus.
Helena Jasiulewicz, Wojciech Kordecki
doaj  

Machine Learning for Designing Perovskites and Perovskite‐Inspired Solar Materials: Emerging Opportunities and Challenges

open access: yesAdvanced Science, EarlyView.
This review offers a comprehensive comparison between perovskites and perovskite‐inspired materials (PIMs), focusing on their crystal structures, electronic properties, and chemical compositions. It evaluates the applicability of machine learning (ML) descriptors and models across both material classes.
Yangfan Zhang   +6 more
wiley   +1 more source

Organic Thin‐Film Transistors for Neuromorphic Computing

open access: yesAdvanced Electronic Materials, EarlyView.
Organic thin‐film transistors (OTFTs) are reviewed for neuromorphic computing applications, highlighting their power‐efficient, and biological time‐scale operation. This article surveys OFET and OECT devices, compares them with memristors and CMOS, analyzes how fabrication parameters shape spike‐based metrics, proposes standardized characterization ...
Luke McCarthy   +2 more
wiley   +1 more source

Boundary crossing problems in insurance [PDF]

open access: yes, 2006
University of Technology, Sydney. Faculty of Science.In the actuarial sense, a risk process models a surplus of an insurance company. The company is allowed to invest money with a constant interest rate. Some generalizations of the constant interest rate
Sidorowicz, R
core  

Toward Predictable Nanomedicine: Current Forecasting Frameworks for Nanoparticle–Biology Interactions

open access: yesAdvanced Intelligent Discovery, EarlyView.
Predictive models successfully screen nanoparticles for toxicity and cellular uptake. Yet, complex biological dynamics and sparse, nonstandardized data limit their accuracy. The field urgently needs integrated artificial intelligence/machine learning, systems biology, and open‐access data protocols to bridge the gap between materials science and safe ...
Mariya L. Ivanova   +4 more
wiley   +1 more source

Roadmap on Artificial Intelligence‐Augmented Additive Manufacturing

open access: yesAdvanced Intelligent Systems, EarlyView.
This Roadmap outlines the transformative role of artificial intelligence‐augmented additive manufacturing, highlighting advances in design, monitoring, and product development. By integrating tools such as generative design, computer vision, digital twins, and closed‐loop control, it presents pathways toward smart, scalable, and autonomous additive ...
Ali Zolfagharian   +37 more
wiley   +1 more source

The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks [PDF]

open access: yesJournal of Applied Probability, 2011
Consider a discrete-time insurance risk model. Within period i, the net insurance loss is denoted by a real-valued random variable Xi. The insurer makes both risk-free and risky investments, leading to an overall stochastic discount factor Yi from time i to time i − 1.
openaire   +3 more sources

Asymptotics for Finite-Time Ruin Probabilities of a Dependent Bidimensional Risk Model with Stochastic Return and Subexponential Claims

open access: yesMathematics
The paper considers a bidimensional continuous-time risk model with subexponential claims and Brownian perturbations, in which the price processes of the investment portfolio of the two lines of business are two geometric Lévy processes and the two lines
Xiaowen Shen, Kaiyong Wang, Yang Yang
doaj   +1 more source

Interplay of insurance and financial risks in a discrete-time model with strongly regular variation

open access: yes, 2015
Consider an insurance company exposed to a stochastic economic environment that contains two kinds of risk. The first kind is the insurance risk caused by traditional insurance claims, and the second kind is the financial risk resulting from investments.
Li, Jinzhu, Tang, Qihe
core   +1 more source

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