Results 141 to 150 of about 197,322 (297)

Volatility dependence across Asia-Pacific on-shore and off-shore U.S. dollar futures markets [PDF]

This paper estimates switching autoregressive conditional heteroscedasticity (SWARCH) time series models for weekly returns of nine Asian forward exchange rates.
Colavecchio , Roberta, Funke, Michael
core  

Auto‐Routing Fluidic Printed Circuit Boards

Advanced Robotics Research, EarlyView.
This work introduces (STREAM) software tool for routing efficiently advanced macrofluidics, an open‐source software tool for automating the design of 3D‐printable fluidic circuit boards. STREAM streamlines tube routing and layout, enabling the rapid fabrication of fluidic networks for soft robotics, lab‐on‐a‐chip devices, microfluidics, and biohybrid ...
Savita V. Kendre, Lehong Wang, Haotian Liu, Markus P. Nemitz   +3 more
wiley   +1 more source

The impact of external shocks on volatility persistence and market efficiency of the foreign exchange rate regime: evidence from Malawi

Humanities & Social Sciences Communications
This study examines the nexus between external shocks and micro-transmission aspects of volatility persistence and market efficiency for the Malawian Foreign exchange market.
Joseph Paul Chunga, Ping YU
doaj   +1 more source

Hard‐Magnetic Soft Millirobots in Underactuated Systems

Advanced Robotics Research, EarlyView.
This review provides a comprehensive overview of hard‐magnetic soft millirobots in underactuated systems. It examines key advances in structural design, physics‐informed modeling, and control strategies, while highlighting the interplay among these domains.
Qiong Wang, Zixuan Zhang, Bingyan Li, Junkai Wang, Hongcheng Gu   +4 more
wiley   +1 more source

The Analysis of Forward-Looking Monetary Policy in a SVAR Framework [PDF]

This paper analyzes forward-looking monetary policy rules in structural VAR’s. First, an approach for modeling a monetary policy which aims at a strict medium term inflation or output growth target is developed.
Carlos Lenz, Marcel R. Savioz, Peter Kugler, Thomas J. Jordan   +3 more
core  

Nonlocomotory Robotic Strategies for Dynamic Rotation Control in Terrestrial Robots: A Review

Advanced Robotics Research, EarlyView.
Terrestrial robots increasingly require rapid body rotation to maintain stability and agility in complex environments. This review shows nonlocomotory rotational control strategies that operate without ground contact, including reaction wheels, tails, bars, limbs, and thrusters.
Y. Liang, J. An, X. Zheng, D. Wang, S. Wang, X. Wang, P. Zhu, J. Pei, S. Li, J. Paripurana, Y. Han, Z. Tang, X. Gan, Q. He, X. Ma   +14 more
wiley   +1 more source

Time-Varying Volatility and the Dynamic Behavior of the Term Structure [PDF]

In this paper, we consider a framework with which the cross sectional and time series behavior of the yield curve can be studied simultaneously. We examine the relationship between the yield curve and the time-varying conditional volatility of the ...
Robert F. Engle, Victor K. Ng
core  

Echinoderm‐Inspired Autonomy for Soft‐Legged Robots

Advanced Robotics Research, EarlyView.
Inspired by echinoderms, a modular soft robot achieves autonomous phototaxis without a central controller or explicit communication. Each limb independently adapts its actuation timing through local sensing and short‐term memory. Coordination emerges purely from physical interactions, demonstrating resilience to changes in morphology, environment, and ...
Harmannus A. H. Schomaker, Jelle de Vries, Johannes T. B. overvelde   +2 more
wiley   +1 more source

Forward Hedging Under Price and Production Risk of Wheat [PDF]

This paper estimates optimal hedging ratios for a Finnish spring wheat producer under price and yield risk. The forward contract available for hedging fixes the price and quantity at the time of sowing for a delivery at harvest. Autoregressive models are
Pietola, Kyosti, Xing, Liu
core   +1 more source

Forward Volatility Contract Pricing in the Brazilian Market

Revista Brasileira de Finanças, 2004
In this work we consider the pricing of a special class of volatility derivatives, the so-called variance swaps. The fair value of a variance swap is equal to the expected value of the realized variance of the underlying of the swap during the lifetime of the contract.
Sandro Magalhães Manteiga, Pedro Paulo Schirmer, Jorge C. Kapotas   +2 more
openaire   +1 more source