Results 51 to 60 of about 9,678 (267)

Designing Asymmetric Memristive Behavior in Proton Mixed Conductors for Neuromorphic Applications

Advanced Functional Materials, EarlyView.
Protonic devices that couple ionic and electronic transport are demonstrated as bioinspired neuromorphic elements. The devices exhibit rubber‐like asymmetric memristive behavior with slow voltage‐driven conductance increase and rapid relaxation, enabling simplified read–write operation.
Nada H. A. Besisa, Masaki Tsuji, Yoshihiro Furue, Yifan Geng, Satya P. Pati, Satoshi Hamasuna, Takeaki Yajima   +6 more
wiley   +1 more source

Conductance‐Dependent Photoresponse in a Dynamic SrTiO3 Memristor for Biorealistic Computing

Advanced Functional Materials, EarlyView.
A nanoscale SrTiO3 memristor is shown to exhibit dynamic synaptic behavior through the interaction of local electrical and global optical signals. Its photoresponse depends quantitatively on the conductance state, which evolves and decays over tunable timescales, enabling ultralow‐power, biorealistic learning mechanisms for advanced in‐memory and ...
Christoph Weilenmann, Hanglin He, Marko Mladenović, Till Zellweger, Kevin Portner, Klemens Bauer, Guillaume Bellec, Mathieu Luisier, Alexandros Emboras   +8 more
wiley   +1 more source

Interactions of Spot Foreign Exchange Markets among Taiwan, Hong Kong and Japan: Japanese Forward Premium/Discount as an Information Variable [PDF]

Management and Economics Review
This study takes the foreign exchange rates of Taiwan, Hong Kong and Japan as the research issue, and utilises the VEC GJR-Asymmetric GARCH model to analyse the interaction among spot exchange rates of these three countries.
Hsiang-Hsi LIU
doaj   +1 more source

A Generative Adversarial Network Approach to Calibration of Local Stochastic Volatility Models

Risks, 2020
We propose a fully data-driven approach to calibrate local stochastic volatility (LSV) models, circumventing in particular the ad hoc interpolation of the volatility surface.
Christa Cuchiero, Wahid Khosrawi, Josef Teichmann   +2 more
doaj   +1 more source

Intermediate Resistive State in Wafer‐Scale Vertical MoS2 Memristors Through Lateral Silver Filament Growth for Artificial Synapse Applications

Advanced Functional Materials, EarlyView.
In MOCVD MoS2 memristors, a current compliance‐regulated Ag filament mechanism is revealed. The filament ruptures spontaneously during volatile switching, while subsequent growth proceeds vertically through the MoS2 layers and then laterally along the van der Waals gaps during nonvolatile switching.
Yuan Fa, Milan Buttberg, Ke Ran, Rana Walied Ahmad, Dennis Braun, Lukas Völkel, Jimin Lee, Sofía Cruces, Bart Macco, Bárbara Canto, Holger Lerch, Thorsten Wahlbrink, Holger Kalisch, Michael Heuken, Andrei Vescan, Joachim Mayer, Zhenxing Wang, Ilia Valov, Stephan Menzel, Max C. Lemme   +19 more
wiley   +1 more source

The effect of parallel OTC-DVP bond market introduction on yield curve volatility [PDF]

Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2006
The goal of this paper is to analyze the effect of OTC-DVP (over the counter delivery versus payment) fixed income market introduction in Slovenia on the term structure estimation and on the volatility of zero coupon yields and forward interest rates ...
Andraž Grum
doaj  

Variance and Interest Rate Risk in Unit-Linked Insurance Policies

Risks, 2020
One of the risks derived from selling long-term policies that any insurance company has arises from interest rates. In this paper, we consider a general class of stochastic volatility models written in forward variance form.
David Baños, Marc Lagunas-Merino, Salvador Ortiz-Latorre   +2 more
doaj   +1 more source

Unraveling Quantitative Sensing Mechanism and Predictive Molecular Metrics for High‐Performance OFET Amine Sensors

Advanced Functional Materials, EarlyView.
This study introduces a novel chloro boron subphthalocyanine/polymer blend OFET sensor achieving 0.005 ppb limit of detection for ammonia at room temperature and high selectivity against similar amines. An original theoretical framework is proposed to describe the sensing mechanism, relating analyte molecular volume and Lewis basicity to sensor ...
Kavinraaj Ella Elangovan, Matthew P. Confer, Rui Zhang, Siqing Wang, Jeffrey S. Moore, Rohit Bhargava, Ying Diao   +6 more
wiley   +1 more source

Information Transmission Across Markets: Tail Risk Spillovers and Cross-Market Volatility Forecasting

Mathematics
This paper examines tail risk spillovers and cross-market volatility forecasting between the U.S. equity market and the crude oil market. Using realized and implied volatility within a heterogeneous autoregressive (HAR) framework, we document asymmetric ...
Shaocong Peng, Yun Shi
doaj   +1 more source

Forward Rate Volatilities, Swap Rate Volatilities, and Implementation of the LIBOR Market Model [PDF]

The Journal of Fixed Income, 2000
This article presents a number of new ideas concerned with implementation of the LIBOR market model and its extensions. It develops and tests an analytic approximation for calculating the volatilities the market uses to price European swap options from the volatilities used to price interest rate caps.
John C Hull, Alan D White
openaire   +1 more source