Results 101 to 110 of about 119,543 (344)
Intelligent Acousto‐Electrical Metamaterials (IAM) for Sound Source Detection
Advanced Materials, EarlyView.Our proposed metamaterial concept enables sound source detection using a single material, in contrast to conventional arrays that require dozens or even hundreds of transducers. We show that the coupled acoustic–vibrational–electrical responses in piezoelectric metamaterials give rise to topology‐governed charge transport, producing distinct voltage ...
Victor Couëdel +7 more
wiley +1 more source
Sound Deposit Insurance Pricing Using a Machine Learning Approach
Risks, 2019 While the main conceptual issue related to deposit insurances is the moral hazard risk, the main technical issue is inaccurate calibration of the implied volatility. This issue can raise the risk of generating an arbitrage.
Hirbod Assa +2 more
doaj +1 more source
Factors affecting stock return volatility in the banking sector in the euro zone
Journal of Economics and Management, 2020 Aim/purpose – The purpose of this paper is to examine the influence of internal and external historical determinants on the volatility of banks’ stock returns in the euro zone.
Niewińska Katarzyna
doaj +1 more source
COVID-19 vaccine and post-pandemic recovery: Evidence from Bitcoin cross-asset implied volatility spillover. [PDF]
Financ Res Lett, 2022 Di M, Xu K.
europepmc +1 more source
THE INFORMATION CONTENT OF IMPLIED VOLATILITY FROM OPTIONS ON AGRICULTURAL FUTURES CONTRACTS [PDF]
Agricultural risk managers need forecasts of price volatility that are accurate and meaningful. This is especially true given the greater emphasis on firm level risk measurement and management (e.g., Value-at-Risk and Enterprise Risk Management). Implied
Manfredo, Mark R., Sanders, Dwight R.
core +1 more source
Advanced Materials, EarlyView.The new Cu‐containing MOF (Me2NH2)(CuICl2)@[Cu4(INA)4Cl2O]·1.5dmf (3) contains a cation and an anion as guests and shows UV‐near‐mid‐IR absorption and near‐IR emission. MOF 3 shows gas‐solid reactivity in the presence of NH3 and HCOOH to yield two new 3D MOF.
Rajat Saha +10 more
wiley +1 more source
Forward looking information in S&P 500 options [PDF]
Implied volatility generated from observed option prices reflects market expectations of future volatility. This paper determines whether or not, implied volatilities, and hence market expectations, contain any genuinely forward looking information not ...
Adam E Clements +2 more
core
Advanced Materials, EarlyView.This review systematically summarizes recent advances in porosity engineering of MXenes, with a focused discussion on their structure‐governed energy storage properties. A critical analysis of structure–property relationships is presented across alkali‐ion batteries, multivalent‐ion batteries, and supercapacitors.
Shude Liu +8 more
wiley +1 more source
Calibration of the Volatility in Option Pricing Using the Total Variation Regularization
Journal of Applied Mathematics, 2014 In market transactions, volatility, which is a very important risk measurement in financial economics, has significantly intimate connection with the future risk of the underlying assets.
Yu-Hua Zeng, Shou-Lei Wang, Yu-Fei Yang
doaj +1 more source
Identifying the implied volatility using the total variation regularization
Boundary Value Problems, 2018 This paper studies an inverse problem of determining the implied volatility in the financial products linked with gold price, which has important application in financial derivatives pricing.
Yun Liu, Xijuan Liu
doaj +1 more source