Results 161 to 170 of about 119,543 (344)

The Greek Implied Volatility Index: Construction and Properties

, 2003
George Skiadopoulos
openalex   +1 more source

Traders’ heterogeneous beliefs about stock volatility and the implied volatility skew in financial options markets

, 2023
Giovanna Nappo, Fabio Massimo Marchetti, Gianluca Vagnani   +2 more
openalex   +1 more source

Beyond implied volatility

, 1998
After a brief review of option pricing theory, we introduce various methods proposed for extracting the statistical information implicit in options prices. We discuss the advantages and drawbacks of each method, the interpretation of their results in economic terms, their theoretical consequences and their relevance for applications.
openaire   +2 more sources

Machine‐Learning Decomposition Identifies a Big Two Structure in Human Personality with Distinct Neurocognitive Profiles

Advanced Science, EarlyView.
Using machine learning on a mega‐scale global dataset (n = 1,336,840) reveals a robust personality trait architecture beyond the Big Five. A Big Two model, broadly capturing social engagement and internal mentation, defines a geometric space that links personality to neurocognitive profiles.
Kaixiang Zhuang, Ji Chen, Jinfeng Han, Wei Cheng, Jiang Qiu, Jianfeng Feng, Simon Eickhoff, Deniz Vatansever   +7 more
wiley   +1 more source

Spatial‐Wavelength Multiplexing Error‐Controlled Photonic Analog Computing System

Advanced Science, EarlyView.
A novel photonic integrated circuit prototype implementing the concept of general‐purpose analog computing and demonstrate its capability in radio frequency applications. The chip features a multichannel architecture and performs fully optical analog computation with frequency‐domain parallel processing. An FPGA‐based error‐correction algorithm aims to
Tao Zhu, Bowen Zhu, Shicheng Zhang, Keren Li, Xianchen Wu, Yazhi Pi, Jie Yan, Daigao Chen, Bingli Guo, Xi Xiao, Lei Wang, Xiaochuan Xu, Xuwei Xue, Shanguo Huang, Zizheng Cao, Shaohua Yu   +15 more
wiley   +1 more source

Nanoarchitectonics of Porous Carbons Templated by Inorganic Metal Oxides and Alkali Metal Salts for Energy and Environmental Applications

Advanced Science, EarlyView.
This review explores inorganic metal oxides and metal salt nanoparticles templated porous carbons, highlighting their synthesis, structural features, and performance in energy and environmental applications. It critically compares template types, porosity control, and functional outcomes across recent literature.
Gurwinder Singh, Jibi Kunjumon, Harleen Kaur, Narinder Singh, Gregory Franklin, Arpita Pandey Tiwari, Lukas Van Zweiten, John Kennedy, Ajayan Vinu   +8 more
wiley   +1 more source

High Policy Uncertainty and Low Implied Market Volatility – an Academic Puzzle?

, 2021
Jedrzej Pawel Bialkowski, Huong D. Dang, Xiaopeng Wei   +2 more
openalex   +1 more source

Climate Action Impacts on Steelmaking Emissions of Persistent Organic Pollutants Highlight a Gap Between the Paris Agreement and the Stockholm Convention

Advanced Science, EarlyView.
Emissions of unintentionally produced persistent organic pollutants (UPOPs) and global warming are two major environmental challenges. But their governance has largely evolved in parallel, leaving the toxicity implications of climate‐driven industrial transitions poorly understood.
Yuxiang Sun, Qiuting Yang, Jianghui Yun, Yujue Yang, Junhao Tang, Qian Liu, Minghui Zheng, Guorui Liu   +7 more
wiley   +1 more source

Convergence of Heston to SVI Proposed Extensions: Rational & Conjecture for the Convergence of Extended Heston to the Implied Volatility Surface Parametrization

, 2017
Babak Mahdavi-Damghani, Konul Mustafayeva, Cristin Buescu, Stephen Roberts   +3 more
openalex   +1 more source

eQTL Meta‐Analysis Reveals Conserved and Population‐Specific Regulatory Variation Underlying Nutritional Trait Evolution and Domestication in Tomato

Advanced Science, EarlyView.
A comprehensive meta‐analysis of expression quantitative trait loci (eQTLs) across five diverse tomato populations reveals a high‐resolution atlas of transcriptional regulation and uncovers conserved and population‐specific regulatory architectures underlying fruit nutritional quality traits, including flavonoids, sugars, organic acids, carotenoids ...
Jiantao Zhao, Xin Wang, Jing Zhang, Ryan McQuinn, Je Min Lee, Itay Gonda, Ari Feder, Yimin Xu, Baike Wang, Qinghui Yu, Denise M. Tieman, Sanwen Huang, Harry Klee, James J. Giovannoni, Zhangjun Fei   +14 more
wiley   +1 more source