Results 101 to 110 of about 2,971 (265)

Process Modeling for Propylene Polymerization to Transfer Reaction Kinetics From Lab to Plant

open access: yesChemie Ingenieur Technik, EarlyView.
The modeling approach combines an industrial model for a fourth‐generation Ziegler–Natta catalyst with lab‐scale derived kinetics of a novel fifth‐generation catalyst. By transferring intrinsic kinetics across scales, polypropylene production can be predicted. Accurate melt flow rate prediction is only obtained with an additional adjustment.
Anna Konopka   +5 more
wiley   +1 more source

A Fast and Highly Stable Aqueous Calcium‐Ion Battery for Sustainable Energy Storage

open access: yesChemSusChem, Volume 18, Issue 6, March 15, 2025.
Aqueous batteries provide a low‐cost, safer alternative to lithium‐ion batteries, but their viability is often limited by rapid electrode degradation. This study shows that replacing K+ with divalent Ca2+ ions in the electrolyte significantly boosts the stability of both copper hexacyanoferrate cathodes and polyimide anodes, enabling fast‐charging ...
Raphael L. Streng   +4 more
wiley   +1 more source

Edge Fluid Turbulence Simulations of Stellarators With GRILLIX

open access: yesContributions to Plasma Physics, EarlyView.
ABSTRACT The edge fluid turbulence code GRILLIX has recently been extended from axisymmetric tokamak geometries to support 3D stellarator configurations. Following successful proof‐of‐principle simulations published in Stegmeir et al., we present here a comprehensive simulation of the Wendelstein 7‐AS stellarator.
Andreas Stegmeir   +4 more
wiley   +1 more source

Engineered Metal–Organic Frameworks‐Based Materials for Environmental Detection

open access: yesENERGY &ENVIRONMENTAL MATERIALS, EarlyView.
Engineered metal–organic frameworks (MOFs) regulated by various material modification strategies are discussed for environmental contaminant detection under different sensing mechanisms, providing future improvements of MOFs in environmental detection. Sensitive and selective detection of contaminants is crucial for environmental protection.
Pan Gao   +3 more
wiley   +1 more source

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

open access: yesJournal 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   +2 more
wiley   +1 more source

Machine Learning Approaches to Forecast the Realized Volatility of Crude Oil Prices

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT This paper presents an evaluation of the accuracy of machine learning (ML) techniques in forecasting the realized volatility of West Texas Intermediate (WTI) crude oil prices. We compare several ML algorithms, including regularization, regression trees, random forests, and neural networks, to several heterogeneous autoregressive (HAR) models ...
Talha Omer   +3 more
wiley   +1 more source

A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley   +1 more source

Variability in Times of Disease. Application of ARMA-GARCH in Modelling and Predicting Volatility of S&P500 Index Return Rates in COVID-19

open access: yesEkonometria
Aim: The article considers the time series case of the closing prices of the S&P500 index over the period from January 2020 to April 2021. The author selected the best ARMA(p,q)-GARCH(1,1) models with different forms of probability density functions. The
Damian Wiśniewski
doaj   +1 more source

A multivariate realized GARCH model

open access: yesJournal of Econometrics
We propose a novel class of multivariate GARCH models that incorporate realized measures of volatility and correlations. The key innovation is an unconstrained vector parametrization of the conditional correlation matrix, which enables the use of factor models for correlations.
Archakov, Ilya   +2 more
openaire   +2 more sources

Coherent Forecasting of Realized Volatility

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley   +1 more source

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