Improving Implied Volatility Forecasts for American Options Using Neural Networks
ABSTRACT This paper explores the application of neural networks to improve pricing of American options. Focusing on both American and European options on the S&P 100 index from January 2016 to August 2023, we integrate neural networks to model the difference between market‐implied and model‐implied volatilities derived from the Black‐Scholes and Heston
Haitong Jiang, Emese Lazar, Miriam Marra
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In Situ Quantification of Bacterial Surface Charge at the Single-Cell Level for Modeling Transport under Electric Fields. [PDF]
Wang S, Mo F, Liu F, Wang W, Xie X.
europepmc +1 more source
ABSTRACT The alkali halides, like other polar crystals, melt at high temperatures, but the melting points (Tm) of the lithium halides are conspicuously lower (by about 300 ± 70 K) than expected from reasonable comparisons with the other alkali halides.
Lona Zeneyedpour, Peter C. Burgers
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Plasmonic Brownian Ratchets for Directed Transport of Analytes. [PDF]
Palma do Carmo M +8 more
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Schematic illustration of the development, optimization, and therapeutic evaluation of the Leucas aspera phytosome‐based thermogel for topical antipsoriatic therapy, highlighting its enhanced solubility, skin deposition, and in vivo efficacy in an imiquimod‐induced psoriasis model. Created with BioRender.com.
Ananda Kumar Chettupalli +2 more
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Numerical investigation of MHD stratified flow over an inclined cylinder with Brownian motion, thermophoresis and waste discharge concentration effects. [PDF]
Rafique K +5 more
europepmc +1 more source
Chromosome segregation in a minimal bacterial cell driven by SMC protein complexes
Abstract Minimal bacterial cells such as JCVI‐Syn3A provide a powerful system for uncovering the essential mechanisms of chromosome organization and segregation. Lacking canonical systems such as Min and ParABS, JCVI‐Syn3A relies primarily on structural maintenance of chromosomes (SMC) protein complexes for partitioning.
Andrew K. Maytin +2 more
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Socioeconomic Gauging of Brown and Levy Power Motions. [PDF]
Eliazar I.
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Terrestrial Analogs to Titan for Geophysical Research
Abstract Saturn's moon Titan exhibits remarkable parallels to the Earth in many geophysical and geological processes not found elsewhere in the solar system at the present day. These include a nitrogen atmosphere with a condensible gas—methane—replacing the Earth's water, leading to an active meteorology with rainfall and surface manifestations ...
Conor A. Nixon +21 more
wiley +1 more source
Trajectory-based computational analysis of the quantum-classical transition in asymmetrically coupled spin-boson models. [PDF]
Uthailiang T, Issarakul P, Boonchui S.
europepmc +1 more source

