Results 121 to 130 of about 2,168,507 (360)
Smart Dust for Chemical Mapping
Advanced Materials, EarlyView.This review article explores the advancement of smart dust networks for high‐resolution spatial and temporal chemical mapping. Comprising miniature, wireless sensors, and communication devices, smart dust autonomously collects, processes, and transmits data via swarm‐based communication.
Indrajit Mondal, Hossam Haick
wiley +1 more source
Over-the-Counter Forward Contracts and Spot Price Volatility
SSRN Electronic Journal, 2003 Abstract The purpose of this paper is to investigate the impact of the introduction of Forward Freight Agreement (FFA) trading on spot market price volatility in two panamax Atlantic (1 and 1A) and two panamax Pacific (2 and 2A) trading routes of the dry-bulk shipping industry.
Kavussanos, Manolis G. +2 more
openaire +3 more sources
Efficient Option Pricing in Crisis Based on Dynamic Elasticity of Variance Model
Discrete Dynamics in Nature and Society, 2016 Market crashes often appear in daily trading activities and such instantaneous occurring events would affect the stock prices greatly. In an unstable market, the volatility of financial assets changes sharply, which leads to the fact that classical ...
Congyin Fan, Kaili Xiang, Peimin Chen
doaj +1 more source
The FFBS Estimation of High Dimensional Panel Data Factor Stochastic Volatility Models [PDF]
arXiv, 2019 In this paper, We propose a new style panel data factor stochastic volatility model with observable factors and unobservable factors based on the multivariate stochastic volatility model, which is mainly composed of three parts, such as the mean equation, volatility equation and factor volatility evolution.
arxiv
Hedging Macroeconomic and Financial Uncertainty and Volatility
Social Science Research Network, 2019 We study the pricing of shocks to uncertainty and volatility using a wide-ranging set of options contracts covering a variety of different markets.
Ian Dew-Becker, Stefano Giglio, B. Kelly
semanticscholar +1 more source
Advanced Materials, EarlyView.This study introduce a novel approach to enhancing cathode‐SPE compatibility by utilizing the same poly(ionic liquid) (PolyIL)‐based material in both the SPE and the cathode binder. A modified biomass‐based PolyIL substrate, enriched with highly negatively charged C═O and ─OH groups, is incorporated into the SPE to improve Li+ migration and strengthen ...
Jiajia Li +8 more
wiley +1 more source
Adjoint methods for computing sensitivities in local volatility surfaces [PDF]
, 2010 In this paper we present the adjoint method of computing sensitivities of option prices with respect to nodes in the local volatility surface. We first introduce the concept of algorithmic differentiation and how it relates to\ud path-wise sensitivity ...
Spilda, Juraj
core
Surface Engineering of PtSe2 Crystal for Highly Efficient Electrocatalytic Ethanol Oxidation
Advanced Materials, EarlyView.2D PtSe2 has been demonstrated as high‐performance catalyst for electrocatalytic ethanol oxidation. Plasma treatment engineers the surface of single‐crystalline PtSe2 by removing Se atoms, resulting in the exposure of PtSe2 (101) facet. Excellent EOR activity and poison‐resistance are demonstrated, which is rationalized by in situ electrical transport ...
Lingzhi Wang +16 more
wiley +1 more source
A Maximum Likelihood Approach to Estimation of Heath-Jarrow-Morton Models [PDF]
Research on the Heath-Jarrow-Morton (1992) term structure models so far has focused on the class having time-deterministic instantaneous forward rate volatility. In this case the forward rate is Markovian, even if the spot rate process is not.
Carl Chiarella, Ram Bhar, Thuy Duong To
core
Organic Ferroelectric Synaptic Transistors for Neural Image Recognition Networks
Advanced Materials Interfaces, EarlyView.All organic transistors, where both the dielectric and semiconducting layers are polymeric, are developed as electrical synaptic devices. Two copolymers of PVDF as the dielectric layer with large differences in their saturation polarizability and memory window are chosen.
Evan Restuccia +2 more
wiley +1 more source