Results 41 to 50 of about 2,971 (265)

Laser Powder Bed Fusion of Copper–Tungsten Composites for Heat Sink Applications in High‐Power Electronics

Advanced Engineering Materials, EarlyView.
This article demonstrates the successful qualification of a copper–tungsten composite for laser powder bed fusion. The resulting components exhibited high density, high thermal conductivity, and reduced thermal expansion. Heat sinks with complex geometries were successfully manufactured, clearly showcasing the material's potential for additive ...
Simon Rauh, Shashank Deepak Prabhu, Jannik Huber, Lioba Fischer, Gerhard Wolf, Nico Hempel, Peter Mayr   +6 more
wiley   +1 more source

Assessing Efficiency of D-Vine Copula ARMA-GARCH Method in Value at Risk Forecasting: Evidence from PSE Listed Companies

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2015
The article points out the possibilities of using static D-Vine copula ARMA-GARCH model for estimation of 1 day ahead market Value at Risk. For the illustration we use data of the four companies listed on Prague Stock Exchange in range from 2010 to 2014.
Václav Klepáč, David Hampel
doaj   +1 more source

INVESTIGATING VOLATILITY BEHAVIOUR: EMPIRICAL EVIDENCE FROM ISLAMIC STOCK INDICES

Journal of Islamic Monetary Economics and Finance, 2020
The main purpose of this research is to apply five univariate GARCH models to the daily stock returns of four major sharia stock indices. Two symmetric versions of the GARCH model (GARCH and MGARCH) and three asymmetric versions (EGARCH, TGARCH and ...
Burhanuddin Burhanuddin
doaj   +1 more source

Traffic Volatility Forecasting Using an Omnibus Family GARCH Modeling Framework

Entropy, 2022
Traffic volatility modeling has been highly valued in recent years because of its advantages in describing the uncertainty of traffic flow during the short-term forecasting process.
Jishun Ou, Xiangmei Huang, Yang Zhou, Zhigang Zhou, Qinghui Nie   +4 more
doaj   +1 more source

Phase Field Failure Modeling: Brittle‐Ductile Dual‐Phase Microstructures under Compressive Loading

Advanced Engineering Materials, EarlyView.
The approach by Amor and the approach by Miehe and Zhang for asymmetric damage behavior in the phase field method for fracture are compared regarding their fitness for microcrack‐based failure modeling. The comparison is performed for the case of a dual‐phase microstructure with a brittle and a ductile constituent.
Jakob Huber, Jan Torgersen, Ewald Werner
wiley   +1 more source

Modeling S&P500 returns with GARCH models

Latin American Journal of Central Banking, 2023
This paper provides several estimates of the GARCH models’ parameters for the S&P500 index, based on returns and CBOE VIX. Using a daily sample collected from 2007 to 2022, we can conclude that adding the VIX information improves the estimates of the ...
Rodrigo Alfaro, Alejandra Inzunza
doaj   +1 more source

Intermolecular Interactions as Driving Force of Increasing Multiphoton Absorption in a Perylene Diimide‐Based Coordination Polymer

Advanced Functional Materials, EarlyView.
This study uncovers the unexplored role of intermolecular interactions in multiphoton absorption in coordination polymers. By analyzing [Zn2tpda(DMA)2(DMF)0.3], it shows how the electronic coupling of the chromophores and confinement in the MOF enhance two‐and three‐photon absorption.
Simon Nicolas Deger, Anna Mauri, Yang Cui, Sebastian Josef Weishäupl, Ali Deniz Özdemir, Hamad Syed, Aleksandr Ovsianikov, Wolfgang Wenzel, Alexander Pöthig, Jürgen Hauer, Mariana Kozlowska, Roland Augustinus Fischer   +11 more
wiley   +1 more source

Closed-form portfolio optimization under GARCH models

Operations Research Perspectives, 2022
This paper develops an approximate closed-form optimal portfolio allocation formula for a spot asset whose variance follows a GARCH(1,1) process. We consider an investor with constant relative risk aversion (CRRA) utility who wants to maximize the ...
Marcos Escobar-Anel, Maximilian Gollart, Rudi Zagst   +2 more
doaj   +1 more source

Modulating Two‐Photon Absorption in a Pyrene‐Based MOF Series: An In‐Depth Investigation of Structure–Property Relationships

Advanced Functional Materials, EarlyView.
This study investigates H4TBAPy‐based metal–organic frameworks (MOFs) ‐ NU‐1000, NU‐901, SrTBAPy, and BaTBAPy ‐ for multiphoton absorption (MPA) performance. It observes topology‐dependent variations in the 2PA cross‐section, with BaTBAPy exhibiting the highest activity.
Simon N. Deger, Helmy Pacheco Hernandez, Yang Cui, Hongxing Hao, Vanessa Ramm, David C. Mayer, Khai‐Nghi Truong, Roland A. Fischer, Jürgen Hauer, Mariana Kozlowska, Alexander Pöthig   +10 more
wiley   +1 more source

On‐Surface Indigo‐Based Bimolecular Coordination Networks with Programmable Regular or Vitreous Structure

Advanced Functional Materials, EarlyView.
A previously unreported coordination motif stabilising single Fe atoms by indigo chelation and pyridyl coordination on Au(111) has been revealed. By using planar tritopic pyridyl linkers (TPyB), extended 2D porous networks of indigo3(TPyB)2Fe6 form. These networks can be crystalline or vitreous and offer an environment where individual coordination ...
Hongxiang Xu, Ritam Chakraborty, Biao Yang, Dennis Meier, Joachim Reichert, Svetlana Klyatskaya, Mario Ruben, Shobhana Narasimhan, Johannes V. Barth, Anthoula C. Papageorgiou   +9 more
wiley   +1 more source