Advanced Functional Materials, EarlyView.The unique brine transportation and salt crystallization behavior, that is, the salt is preferred to be crystallized on the surface of the directional liquid transportation fabric, is discovered and investigated in this work. Abstract Directional and asymmetric liquid transport (DALT) materials are promising for human moisture management and ...
Zhang Hanchao +7 more
wiley +1 more source
The Dynamics of DAX Implied Volatilities [PDF]
, 2000 Reinhold Hafner, Martin Wallmeier
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Assessing the Impact of Market Microstructure Noise and Random Jumps on the Relative Forecasting Performance of Option-Implied and Returns-Based Volatility [PDF]
This paper presents a comprehensive empirical evaluation of option-implied and returns-based forecasts of volatility, in which new developments related to the impact on measured volatility of market microstructure noise and random jumps are explicitly ...
Andrew Reidy +2 more
core
Supramolecular Liquid Crystal Elastomer Adhesives: Role of Internal Damping and Hydrogen Bonding
Advanced Functional Materials, EarlyView.The adhesion strength can be significantly enhanced through the molecular design of supramolecular liquid crystal elastomers (LCEs) that combine high internal damping from mesogen reorientation with abundant hydrogen‐bonding moieties. Solvent vapor annealing enables reversible, non‐thermal control of adhesion, offering potential for heat‐sensitive ...
Subi Choi, Suk‐kyun Ahn
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
Re-examining the leverage effect and gold's safe haven properties with the utilization of the implied volatility of gold: a non-parametric quantile regression approach. [PDF]
SN Bus Econ, 2021 Panagiotou D.
europepmc +1 more source
Forecasting Cash Price Volatility of Fed Cattle, Feeder Cattle, and Corn: Time Series, Implied Volatility, and Composite Approaches [PDF]
, 2000 Mark R. Manfredo +2 more
openalex +1 more source
Advanced Functional Materials, EarlyView.A complementary charge‐trap memristor (CoCTM) featuring a unique current transient with tunable overshoot‐relaxation dynamics is introduced for high‐resolution reservoir computing. By leveraging higher‐order temporal dynamics from engineered trapping layers, the device generates multiple output states from a single input, forming rich, high‐dimensional
Alba Martinez +9 more
wiley +1 more source
An Hilbert space approach for a class of arbitrage free implied volatilities models [PDF]
We present an Hilbert space formulation for a set of implied volatility models introduced in \cite{BraceGoldys01} in which the authors studied conditions for a family of European call options, varying the maturing time and the strike price $T$ an $K$, to
Brace, Alan +2 more
core +1 more source
Toward the 3rd Generation of Smart Farming: Materials, Devices, and Systems for E‐Plant Technologies
Advanced Functional Materials, EarlyView.This review explores the latest developments in e‐plant technologies, which are revolutionizing smart farming by enabling real‐time monitoring of plant and environmental conditions. It covers the design, applications, and systems of e‐plant devices, detailing how they integrate data analytics to optimize agricultural practices, enhance crop yields, and
Daegun Kim +5 more
wiley +1 more source