Results 61 to 70 of about 5,214 (240)
Fractal and FractionalThis paper introduces the fractional Heston-type (fHt) model as a stochastic system comprising the stock price process modeled by a geometric Brownian motion. In this model, the infinitesimal return volatility is characterized by the square of a singular
Marc Mukendi Mpanda
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MATEC Web of Conferences, 2016 Philippine Stock Exchange Composite Index (PSEi) is the main stock index of the Philippine Stock Exchange (PSE). PSEi is computed using a weighted mean of the top 30 publicly traded companies in the Philippines, called component stocks.
Gayo Willy, David Guido
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Estimation of geometric Brownian motion model with a t-distribution–based particle filter
Journal of Economic and Financial Sciences, 2019 Orientation: Geometric Brownian motion (GBM) model basically suggests whether the distribution of asset returns is normal or lognormal. However, many empirical studies have revealed that return distributions are usually not normal.
Bridget Nkemnole, Olaide Abass
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Nanoscopic Mapping of the Extracellular Space in Amyloid Plaque‐rich Cortex
Advanced Science, EarlyView.The extracellular space and diffusion around amyloid plaques are examined using shadow imaging and single‐particle tracking. Increased diffusivity is found near plaques, extracellular matrix alterations, and plaque core penetrability that varies with amyloid phenotype.
Juan Estaún‐Panzano +11 more
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Advanced Energy Materials, EarlyView.Hybrid perovskite solar cells are nearing commercial mass production. Therefore, academic research must tackle the remaining barriers for their large‐scale rollout. One of these is consistent manufacturing yield. Here, evidence is reviewed for the impact of process paramters on perovskite solution processes, finding a great potential for better ...
Simon Ternes +11 more
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Aggregate, EarlyView.This review clarifies the multiscale coupling mechanisms between macroscopic mechanics (e.g., surface tension, fluid shear, interfacial stress) and atomic assembly, highlighting the importance of mechanical regulation in suppressing solute aggregation and guiding crystal orientation.
Xiangzhe Li +5 more
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Pricing Collar Options with Stochastic Volatility
Discrete Dynamics in Nature and Society, 2017 This paper studies collar options in a stochastic volatility economy. The underlying asset price is assumed to follow a continuous geometric Brownian motion with stochastic volatility driven by a mean-reverting process.
Pengshi Li, Jianhui Yang
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Advanced NanoBiomed Research, EarlyView.Perfluorocarbon‐based artificial oxygen carriers have long been of scientific interest for because they can be used as oxygen donors in medical applications. Lecithin‐modified nanoscale oxygen carriers (LENOX) are a newly designed nanoscaled emulsion based on perfluorodecalin, which is characterized by its compatibility with numerous clinically ...
Fabian Nocke +5 more
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Next Generation Modeling of Glioblastoma Progression: Diffusing Through Time and Brain
Annalen der Physik, EarlyView.Glioblastoma (GBM) is a fatal brain tumor that will inevitably recur following surgical resection. Early mathematical tumor growth models used the reaction‐diffusion equation to describe the proliferation and invasion of tumor spread. However, with increasingly advanced neuroimaging technology, diffusion tensor imaging data has more recently been ...
Francesca M. Cozzi +5 more
wiley +1 more source
Journal of Computing Research and Innovation, 2018 In Malaysia, Financial Times Stock Exchange (FTSE) of Bursa Malaysia Kuala Lumpur Composite Index (FBMKLCI) provides charts, companies’ profile and other market data to help the local and foreign investors to make decisions involving their investments ...
Teoh Yeong Kin +2 more
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