Results 71 to 80 of about 2,168,507 (360)

Beyond Order: Perspectives on Leveraging Machine Learning for Disordered Materials

Advanced Engineering Materials, EarlyView.
This article explores how machine learning (ML) revolutionizes the study and design of disordered materials by uncovering hidden patterns, predicting properties, and optimizing multiscale structures. It highlights key advancements, including generative models, graph neural networks, and hybrid ML‐physics methods, addressing challenges like data ...
Hamidreza Yazdani Sarvestani, Surabhi Nadigotti, Erfan Fatehi, Derek Aranguren van Egmond, Behnam Ashrafi   +4 more
wiley   +1 more source

Power-type derivatives for rough volatility with jumps [PDF]

arXiv, 2020
In this paper we propose a novel pricing-hedging framework for volatility derivatives which simultaneously takes into account rough volatility and volatility jumps. Our model directly targets the instantaneous variance of a risky asset and consists of a generalized fractional Ornstein-Uhlenbeck process driven by a L\'{e}vy subordinator and an ...
arxiv  

Tunable Tactile Synapses Enabled by Erasable Doping in Iongel‐Gated Nanotube Network Transistors

Advanced Functional Materials, EarlyView.
Artificial tactile synaptic sensors are realized by an iongel‐gated single‐walled carbon nanotube (SWCNT) transistor with reversible doping characteristics. The device senses and memorizes tactile stimuli and exhibits gate bias‐dependent excitatory or inhibitory synaptic behavior.
Yan Huang, Yaoqiang Zhou, Sonja Wieland, Yachen Li, Ni Zhao, Jana Zaumseil   +5 more
wiley   +1 more source

Approaches to forecasing option volatility

Вестник Российского экономического университета имени Г. В. Плеханова, 2018
The article investigates a new approach to the idea of volatility. In spite of the well-known assumption that option volatility in future will be exactly the same as today, the author puts forward a method, which links the change in volatility to change ...
A. V. Azatskiy
doaj   +1 more source

Near‐Infrared Circularly Polarized Electroluminescence with Switchable Handedness in Organic LEDs

Advanced Functional Materials, EarlyView.
The first fully‐organic circularly polarized near‐infrared OLED, using a co‐assembled active layer of ITIC and a chiral inducer, exhibits dissymmetry values up to 0.074 and 1.65 Wsr−1m−2 radiance. The circular polarization sign can be switched by manipulating the position of the recombination zone, resulting in enhanced device performance and stability.
Francesco Zinna, Chiara Botta, Silvia Luzzati, Lorenzo Di Bari, Umberto Giovanella   +4 more
wiley   +1 more source

Robustness of Hilbert space-valued stochastic volatility models [PDF]

arXiv, 2022
In this paper we show that Hilbert space-valued stochastic models are robust with respect to perturbation, due to measurement or approximation errors, in the underlying volatility process. Within the class of stochastic volatility modulated Ornstein-Uhlenbeck processes, we quantify the error induced by the volatility in terms of perturbations in the ...
arxiv  

Designing of Self‐Dispersing Soft Dendritic Microcleaners for Microplastics Capture and Recovery

Advanced Functional Materials, EarlyView.
The capture and recovery of microplastics from open aquatic systems is a complex problem, which necessitates nontrivial solutions. The principles of a comprehensive multistage process based on sustainably sourced microcleaners with hierarchical morphology are demonstrated.
Haeleen Hong, Rachel S. Bang, Lucille Verster, Orlin D. Velev   +3 more
wiley   +1 more source

Uncertainty about interest rates and crude oil prices

Financial Innovation
The yield on the 10-year U.S. Treasury Note is among the most cited interest rates by investors, policymakers, and financial institutions. We show that the 10-year Treasury yield’s forward-looking volatility, a VIX-style measure that is a proxy for ...
Mahmoud Qadan, Gil Cohen
doaj   +1 more source

Measuring Efficiency of South American Foreign Exchange Derivatives Market in Minimizing Currency Risk

Journal of Management and Research, 2015
This paper attempts to reveal whether the foreign exchange (FX) derivatives market effectively and efficiently reduces the volatility to foreign exchange rate fiuctuations.
RAAD MOZIB LALON
doaj   +1 more source

Heath-Jarrow-Merton model with linear volatility [PDF]

arXiv, 2023
We consider the Heath-Jarrow-Morton model of forward rates processes with linear volatility. The noise is either a Wiener or a pure jump Leevy process. We provide formulae for the forward rate processes, and discus the problem of their global in time existence.
arxiv