Information Dense and Industry Scalable Accelerated Formation
Advanced Intelligent Discovery, EarlyView.Pulsed formation can reduce lithium‐ion battery formation time by over 50% while maintaining or enhancing performance. Validated on 25 Ah prismatic cells, this industry‐scalable method yields thinner, more homogeneous solid electrolyte interphases (SEIs).
Leon Merker +3 more
wiley +1 more source
Seize the Moments: Approximating American Option Prices in the GARCH Framework [PDF]
This paper proposes an efficient approach to compute the prices of American style options in the GARCH framework. Rubinstein's (1998) Edgeworth tree idea is combined with the analytical formulas for moments of the cumulative return under GARCH developed ...
Caroline Sasseville +3 more
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Advanced Intelligent Discovery, EarlyView.An AI‐assisted approach is introduced to decode synthesis–performance relationships in metal‐organic framework‐derived supercapacitor materials using Bayesian optimization and predictive modeling, streamlining the search for optimal energy storage properties.
David Gryc +8 more
wiley +1 more source
Modelling The Volatility of Frankfurt Stock Exchange (DAX) Returns Using hybrid Models [PDF]
Financial Markets, Institutions and RisksRecently, the interest of researchers in the use of hybrid models in the process of analyzing model time series with fluctuations and forecasting fluctuations in financial time series has increased significantly. Hybrid ARMA-GARCH models were created for
Hadj Khelifa +2 more
doaj +1 more source
Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities [PDF]
This paper examines and estimate the three GARCH(1,1) models (GARCH, EGARCH and GJR-GARCH) using the daily price data. Two Asian stock indices KLCI and STI are studied using daily data over a 14-years period.
Abu Hassan, Ahmed Shamiri
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Do fat tails matter in GARCH estimation? Testing market efficiency in two transition economies [PDF]
, 2007 The use of the GARCH-class of models is commonplace when examining stockmarket returns. In this paper we use data on stock markets in two transitioneconomies, the Czech Republic and Romania, to demonstrate the importance ofusing the correct GARCH ...
Harrison, B, Paton, D
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Fibroblast Transcriptomics in Molecular Diagnostics of a Comprehensive Dystonia Cohort
Annals of Neurology, EarlyView.Objective Genomic sequencing leaves >50% of dystonia‐affected individuals without a diagnosis. Where DNA‐oriented approaches remain insufficient, integrating multiomics is essential to advance genome interpretation. Herein, we incorporated RNA sequencing (RNA‐seq) data from 167 patients with dystonia across a range of ages and presentations. Methods We
Alice Saparov +42 more
wiley +1 more source
Overestimation in the Traditional GARCH Model During Jump Periods [PDF]
The traditional continuous and smooth models, like the GARCH model, may fail to capture extreme returns volatility. Therefore, this study applies the bivariate poisson (CBP)-GARCH model to study jump dynamics in price volatility of crude oil and heating ...
Wan-Hsiu Cheng
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Mucin Glycoprotein Nanoparticles Enable a Selective Antisense Therapy for Oncogenic MicroRNAs
Advanced NanoBiomed Research, EarlyView.Mucin glycoproteins are turned into nanoparticles by employing synthetic DNA strands, which have a dual function: they stabilize the nanoparticles and act as binding sites for intracellular miRNA‐21. Thus, upon internalization into tumor cells, these mucin nanoparticles can deplete miRNA‐21 from the cytosol, which induces apoptosis in vitro and in vivo.
Ceren Kimna +9 more
wiley +1 more source
European Securitisation : a GARCH model of CDO, MBS and Pfandbrief spreads [PDF]
, 2003 Asset-backed securitisation (ABS) is an asset funding technique that involves the issuance of structured claims on the cash flow performance of a designated pool of underlying receivables.
Jobst, Andreas A.
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