Results 41 to 50 of about 13,808,600 (300)

Estimating Value at Risk for Base Metals under Exchange Rate Shocks [PDF]

فصلنامه پژوهش‌های اقتصادی ایران, 2014
In this paper we formulate the volatility of the Metal Index, by an ARJI-GARCH model, with reference to the effect of the volatility of dollar exchange rate. We express the jump in the dollar exchange rate by an Autoregressive Conditional Jump Intensity (
Shiva Zamani, Majid Alifar
doaj  

Do Instabilities in National Macroeconomic Factors Contribute to Channeling Volatility Spillover from the Global to the Islamic Equity Market?

Comparative Economic Research, 2021
This study investigates the impact of macroeconomic instabilities on returns volatility spillover that is transmitted from the global to the Islamic equity market.
Harjum Muharam, Najmudin Najmudin, Wisnu Mawardi, Erman Denny Arfinto   +3 more
doaj   +1 more source

Stable Mixture GARCH Models [PDF]

SSRN Electronic Journal, 2011
A new model class for univariate asset returns is proposed which involves the use of mixtures of stable Paretian distributions, and readily lends itself to use in a multivariate context for portfolio selection. The model nests numerous ones currently in use, and is shown to outperform all its special cases.
Broda, Simon A, Haas, Markus, Krause, Jochen, Paolella, Marc S, Steude, Sven C   +4 more
openaire   +5 more sources

Is an Apple an Orange? A Large Language Model Benchmark for Candidate Term Extraction and Subclass Decisions Against Upper Ontologies in Engineering and Materials Science

Advanced Engineering Materials, EarlyView.
Building machine‐readable vocabularies for materials science is slow, expert‐driven work. This study benchmarks 13 large language models on two of its first steps: finding candidate terms in engineering articles and deciding where they belong in a class hierarchy.
Thomas Bjarsch, Maximilian Holland, Klaus Drechsler, Johannes Schilp   +3 more
wiley   +1 more source

Time‐varying volatility modelling of Baltic stock markets

Journal of Business Economics and Management, 2010
As time‐varying volatility has found applications in roughly all time series modelling in economics, it largely draws attention in the areas of financial markets.
Bora Aktan, Renata Korsakienė, Rasa Smaliukienė   +2 more
doaj   +1 more source

An algorithm for nonparametric GARCH modelling [PDF]

Computational Statistics & Data Analysis, 2002
A simple iterative algorithm for nonparametric first-order GARCH modelling is proposed. This method offers an alternative to fitting one of the many different parametric GARCH specifications that have been proposed in the literature. A theoretical justification for the algorithm is provided and examples of its application to simulated data from various
Bühlmann, Peter, McNeil, Alexander J.
openaire   +2 more sources

Current Status and Challenges in Data Collection for Aerospace Coatings Deposited by Plasma Spraying

Advanced Engineering Materials, EarlyView.
An innovative approach has been integrated into the GRENAT project to optimize plasma spraying and coating performance. Raw materials are accelerated and melted in the plasma generated by torches, creating coatings. Monitoring sensors collect process data which are combined with ex situ characterization data.
Lila Randriamananjara, Vincent Rat, Quentin Dubreuil, Patrice Valorge, Simon Goutier, Alain Denoirjean, Olivier Messe, Céline Ruelle, Jean‐Philippe Poli   +8 more
wiley   +1 more source

Supporting AI Readiness Through Digital Workflows in Materials Science

Advanced Engineering Materials, EarlyView.
Digitalization drives innovation in materials science by connecting data silos and turning heterogeneous processes into reusable research pipelines. Across 13 MaterialDigital projects, digital workflows reveal complementary pathways toward AI‐ready materials research, founded on structured data, persistent artifacts, executable orchestration, and ...
Marian Bruns, Lateef Abdul, Stephan Barth, Martin Glauer, Manuel Günther, Fabian Neuhaus, Jan‐Ole Perschewski, Thomas Bjarsch, Henrik Abel, Johannes Bosch, Niklas Meyer, Peter Hofmann, Marc Drechsler, Alexander Dyck, Dhanunjaya Kumar Nerella, Marvin Tegeler, Oleg Shchyglo, Ingo Steinbach, Timo Klecker, Henk Birkholz, Ehsan Borzabadi Farahani, Bernard Fedelich, Cetin Haftaoglu, Tarakeshwar Lakshmipathy, Elena Garcia Trelles, Christoph Schweizer, Reza Darvishi Kamachali, Lukas Koschmieder, Janin Eiken, Markus Apel, Sung‐Min Wi, Jiangdong Zhao, Andreas Fezer, Nicolas Christ, Patrick Schneider, Eldor Urinov, Veit Königer, Volker Knoblauch, Janik Harter, Thomas Seifert, Thitichai Janpheng, Florian Fuchs, Fabian Teichert, Jörg Schuster, Anke Bardehle, Andreas Limper, Ulrich Giese, Carlos Lucke, Mario Beiner, Christoph Gögelein, Lisa Leuchtenberger‐Engel, Christian Hopmann, Felix Wentzien, Heike Wittek, Benjamin Klie, Alexander Röhrs, Ludger Overmeyer, Achraf Atila, Marcel Sadowski, Leopold Talirz, Jan Janssen, Jesper R. Pedersen, Peter Beck, Tejs Vegge, Ivano E. Castelli, Wolfgang Wenzel, Tilmann Hickel, Jörg Schaarschmidt   +67 more
wiley   +1 more source

Application Deep Learning to Predict Crypto Currency Prices and their Relationship to Market Adequacy (Applied Research Bitcoin as an Example)

Финансы: теория и практика, 2022
redicting currency rates is important, for everyone who is trading and trying to build an investment portfolio from a range of crypto currencies. It is not subject to the same restrictions as fiat currencies.
M. Kh. Abdalhammed, A. M. Ghazal, H. M. Ibrahim, A. Kh. Ahmed   +3 more
doaj   +1 more source

Vector‐Field Control and Emergent Basal‐Plane Anisotropy of Magnetic Textures in Noncentrosymmetric (Fe0.63Ni0.3Pd0.07)3P

Advanced Functional Materials, EarlyView.
A field‐driven transition from chiral stripes to an achiral fan state is observed in a tetragonal magnet and linked to a temperature‐dependent rotation of the effective Dzyaloshinskii–Moriya interaction axis. This interplay generates pronounced in‐plane anisotropy and provides a new route for controlling chiral spin textures in noncentrosymmetric ...
Victor Ukleev, Oleg I. Utesov, Lorenzo Ubilla, Chen Luo, Radu‐Marius Abrudan, Peter Wild, Holger Kropf, Moritz Winter, Sebastian Schneider, Alexander Tahn, Bernd Rellinghaus, Tim A. Butcher, Simone Finizio, Sebastian Wintz, Markus Weigand, Max T. Birch, Yoshinori Tokura, Yasujiro Taguchi, Kosuke Karube, Florin Radu   +19 more
wiley   +1 more source