Results 71 to 80 of about 9,678 (267)

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

Optoelectronic Control of Redox Dynamics in POM Memristors for Noise‐Resilient Speech and Hardware‐Level Motion Recognition

Advanced Functional Materials, EarlyView.
Optoelectronic control of redox‐active polyoxometalate clusters in polymer matrices yields hybrid memristors with switchable volatile and non‐volatile modes, enabling reservoir‐type in‐sensor optical preprocessing and stable multilevel synapses for multimodal neuromorphic computing, including noise‐tolerant audiovisual keyword recognition and hardware ...
Xiangyu Ma, Ziyu Lv, Guohua Zhang, Zhongyue Xu, Yongbiao Zhai, Haiming Huang, Qiyan Zhang, Xiaojin Zhao, Yan Wang, Ye Zhou, Ziyu Xiong, Guanglong Ding, Wentao Xu, Su‐Ting Han   +13 more
wiley   +1 more source

OIL VOLATILITY-OF-VOLATILITY AND TAIL RISK OF COMMODITIES

Applied Finance Letters
We examine the information content of oil volatility-of-volatility (VOV), constructed from the past 1-month OVX (implied volatility in crude oil market), on the expected tail risk of commodities.
Yahua Xu, Alireza Tourani-Rad, Tai-Yong Roh   +2 more
doaj   +1 more source

Atomic Layer Deposition in Transistors and Monolithic 3D Integration

Advanced Functional Materials, EarlyView.
Transistors are fundamental building blocks of modern electronics. This review summarizes recent progress in atomic layer deposition (ALD) for the synthesis of two‐dimensional (2D) metal oxides and transition‐metal dichalcogenides (TMDCs), with particular emphasis on their enabling role in monolithic three‐dimensional (M3D) integration for next ...
Yue Liu, Taoyu Zou, Cheng‐Yan Xu, Liang Zhen, Yang Li, Yong‐Young Noh   +5 more
wiley   +1 more source

Nanotherapies for Atherosclerosis: Targeting, Catalysis, and Energy Transduction

Advanced Healthcare Materials, EarlyView.
Atherosclerosis management is hindered by poor drug targeting and plaque heterogeneity. Nanotechnology overcomes these barriers via three core strategies: (1) target‐engineered nanocarriers that achieve lesion‐specific precision via ligand modification, biomimetic camouflage, stimuli‐responsive release, and self‐propelling nanomotors; (2) catalytic ...
Yuqi Yang, Jingguo Qu, Tonghuan Xiao, Xinyang Han, Michael Tin‐Cheung Ying   +4 more
wiley   +1 more source

Volatility of Forward Price in Dry Shipping Market

Procedia - Social and Behavioral Sciences, 2013
AbstractThe purpose of this paper is to investigate the volatility of forward contract price during different phases and holding periods in dry bulk shipping market, which could be helpful for the hedging and portfolio on the shipping market. This paper applies the Stochastic Volatility model to analyze the volatility, and the parameters of the model ...
Gong, Xiaoxing, Lu, Jing
openaire   +1 more source

Ferroelectric Quantum Dots for Retinomorphic In‐Sensor Computing

Advanced Materials, EarlyView.
This work has provided a protocol for fabricating retinomorphic phototransistors by integrating ferroelectric ligands with quantum dots. The resulting device combines ferroelectricity, optical responsiveness, and low‐power operation to enable adaptive signal amplification and high recognition accuracy under low‐light conditions, while supporting ...
Tingyu Long, Huanyu Zhou, Jaewan Ko, Hongwei Tan, Jaemin Lim, Yanfei Zhao, Daehan Kang, Eojin Yoon, Gyeong‐Tak Go, Somin Kim, Seung‐Woo Lee, Chan‐Yul Park, Hyojun Choi, Hyeran Kim, Hyung Joong Yun, Sung Hyuk Park, Kwan Sik Park, Jeong Woo Park, Mungeun Kim, Yong Soo Cho, Ho Won Jang, Wenqiang Yang, Min Hyuk Park, Wan Ki Bae, Sebastiaan van Dijken, Joona Bang, Tae‐Woo Lee   +26 more
wiley   +1 more source

Predicting volatility of cryptocurrencies: Deep learning and GARCH family models

Modern Finance
This paper examines the application of econometric models, deep learning architectures, and hybrid combinations of both methods for volatility forecasting in cryptocurrency markets. Using daily data on 10 major cryptocurrencies from 2020–2025, this work
Abdul Moiz, Hassan Raza
doaj   +1 more source

Asymptotics of forward implied volatility

, 2016
We study asymptotics of forward-start option prices and the forward implied volatility smile using the theory of sharp large deviations (and refinements). In Chapter 1 we give some intuition and insight into forward volatility and provide motivation for the study of forward smile asymptotics.
openaire   +3 more sources

Bioinspired Adaptive Sensors: A Review on Current Developments in Theory and Application

Advanced Materials, EarlyView.
This review comprehensively summarizes the recent progress in the design and fabrication of sensory‐adaptation‐inspired devices and highlights their valuable applications in electronic skin, wearable electronics, and machine vision. The existing challenges and future directions are addressed in aspects such as device performance optimization ...
Guodong Gong, You Zhou, Qingxiu Li, Wenyu Zhao, Sunyingyue Geng, Hangfei Li, Yan‐Bing Leng, Shirui Zhu, Guanglong Ding, Yongbiao Zhai, Ziyu Lv, Ye Zhou, Su‐Ting Han   +12 more
wiley   +1 more source