Results 121 to 130 of about 34,973 (262)

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, EarlyView.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

Enhanced Thermal and Mass Diffusion in Maxwell Nanofluid: A Fractional Brownian Motion Model

Fractal and Fractional
This paper introduces fractional Brownian motion into the study of Maxwell nanofluids over a stretching surface. Nonlinear coupled spatial fractional-order energy and mass equations are established and solved numerically by the finite difference method ...
Ming Shen, Yihong Liu, Qingan Yin, Hongmei Zhang, Hui Chen   +4 more
doaj   +1 more source

Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models

Journal of Forecasting, EarlyView.
ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu, Mawuli Segnon, Oguzhan Cepni, Rangan Gupta   +3 more
wiley   +1 more source

Fractional Brownian motion with fluctuating diffusivities

Physical Review E
11 pages, 3 ...
Adrian Pacheco-Pozo, Diego Krapf
openaire   +3 more sources

Predicting the distribution of serotonergic axons: a supercomputing simulation of reflected fractional Brownian motion in a 3D-mouse brain model. [PDF]

Front Comput Neurosci, 2023
Janušonis S, Haiman JH, Metzler R, Vojta T.   +3 more
europepmc   +1 more source

Alternative Price Dynamics and Valuation of Flexible Strategies

International Journal of Finance &Economics, EarlyView.
ABSTRACT In this article, we study the optimal operational strategy of production projects. We investigate different underlying price models and determine the optimal barriers of transition to suspension, recovery, or irreversible abandonment of productive activity.
Cristina Bertolosi, Gianluca Fusai, Ioannis Kyriakou   +2 more
wiley   +1 more source

Implantable drug delivery system: Frontiers of medicine‐engineering interdisciplinary

Interdisciplinary Medicine, EarlyView.
This review systematically summarizes the driving mechanisms of implantable on‐demand drug delivery systems (IDDS), including endogenous, exogenous, and closed‐loop strategies. It highlights the pivotal roles of flexible electronics and miniaturization in enhancing the tissue conformity and spatial adaptability.
Yu Zeng, Rongtai Su, Manyu Zhao, Xin Song, Ran Liu, Yuhao Zhou, Chaojuan Yang, Yanli Jiao, Xiao‐Wei Xiang, Lingqian Chang   +9 more
wiley   +1 more source

Well-posedness for Fractional Hardy-Hénon parabolic equations with fractional Brownian motion

Miskolc Mathematical Notes
In this paper, we consider fractional Hardy-Hénon parabolic equations driven by fractional Brownian motion.
Kexue Li
doaj   +1 more source

Towards Clinical Translation of Intravoxel Incoherent Motion MRI: Acquisition and Analysis Consensus Recommendations

Journal of Magnetic Resonance Imaging, EarlyView.
ABSTRACT Intravoxel incoherent motion (IVIM) MRI allows for simultaneous assessment of tissue microcirculation (perfusion) and diffusion of water. In single‐center studies, IVIM has shown great potential for diagnosis, treatment outcome prediction, and treatment monitoring for many different diseases and organs.
Eric E. Sigmund, Susanne S. Rauh, Mami Iima, Christian Federau, Diego Hernando, Oscar Jalnefjord, Jacobus F. A. Jansen, Jonas Jasse, Neil Peter Jerome, Misha P. T. Kaandorp, Sila Kurugol, Frederik B. Laun, Mira M. Liu, Alexandra Ljimani, Thoralf Niendorf, David A. Reiter, Mohammed Salman Shazeeb, Amita Shukla‐Dave, Julia Stabinska, Andreas Wetscherek, Peter T. While, Dan Wu, Denis Le Bihan, Oliver J. Gurney‐Champion   +23 more
wiley   +1 more source

Spherical and Hyperbolic Fractional Brownian Motion

Electronic Communications in Probability, 2005
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +3 more sources