Results 51 to 60 of about 118,948 (346)

Unleashing the Power of Machine Learning in Nanomedicine Formulation Development

open access: yesAdvanced Functional Materials, EarlyView.
A random forest machine learning model is able to make predictions on nanoparticle attributes of different nanomedicines (i.e. lipid nanoparticles, liposomes, or PLGA nanoparticles) based on microfluidic formulation parameters. Machine learning models are based on a database of nanoparticle formulations, and models are able to generate unique solutions
Thomas L. Moore   +7 more
wiley   +1 more source

The Impact of Determinants on the Volatility of Banking Sector Stock Returns in Europe

open access: yesProblemy Zarządzania, 2019
The aim of the paper is to examine the impact of macroeconomic determinants on the volatility of banking sector stock returns in Europe. The research was conducted for 182 banks in 26 European countries in which banks are listed in the stock market.
Katarzyna Niewińska
doaj   +1 more source

In Situ Study of Resistive Switching in a Nitride‐Based Memristive Device

open access: yesAdvanced Functional Materials, EarlyView.
In situ TEM biasing experiment demonstrates the volatile I‐V characteristic of MIM lamella device. In situ STEM‐EELS Ti L2/L3 ratio maps provide direct evidence of the oxygen vacancies migrations under positive/negative electrical bias, which is critical for revealing the RS mechanism for the MIM lamella device.
Di Zhang   +19 more
wiley   +1 more source

Dynamics of Connectedness in Clean Energy Stocks

open access: yesEnergies, 2020
This paper examines the dynamics of connectedness among the realized volatility indices of 16 clean energy stocks belonging to the SPGCE and the implied volatility indices of two important stock markets—the S&P 500 and the STOXX50—and two commodities ...
Fernanda Fuentes, Rodrigo Herrera
doaj   +1 more source

Modeling Synchronization Risk among Sustainable Exchange Trade Funds: A Statistical and Network Analysis Approach

open access: yesMathematics, 2022
We evaluate the environment, society, and corporate governance rating (ESG rating) contribution from a new perspective; the highest ESG rating mitigates the impact of unexpected change in the implied volatility on the systemic stock market risk. For this
Nicolás Magner   +2 more
doaj   +1 more source

Unraveling the Mg Loss Mechanism and Degradation Kinetics in Thermoelectric n‐Type Mg2Si‐Mg2Sn Solid Solutions

open access: yesAdvanced Functional Materials, EarlyView.
Mg‐based thermoelectrics are among the most promising candidates for power generation applications but their performance is compromised by Mg loss at device operation temperatures due to the higher chemical potential of Mg (μMg${\mu}_{\mathrm{Mg}}$) inside the material compared to the environment.
Aryan Sankhla   +2 more
wiley   +1 more source

The implicit models of the option valuation

open access: yesManagement Letters/Cuadernos de Gestión, 2004
Of the alternative approaches to the Black-Scholes options valuation model, the implied models have had the largest development in last years. In this approach there are different alternatives: implied trees, deterministic volatility function models and ...
GERARDO ARREGUI AYASTUY
doaj  

Tuning the Electronic Structure and Spin State of Fe─N─C Catalysts Using an Axial Oxygen Ligand and Fe Clusters for High‐Efficiency Rechargeable Zinc–Air Batteries

open access: yesAdvanced Functional Materials, EarlyView.
A FeN4─O/Clu@NC‐0.1Ac catalyst containing atomically‐dispersed FeN4─O sites (medium‐spin Fe2+) and Fe clusters delivered a half‐wave potential of 0.89 V for ORR and an overpotential of 330 mV at 10 mA cm−2 for OER in 0.1 m KOH. When the catalyst was used in a rechargeable Zn–air battery, a power density of 284.5 mW cm−2 was achieved with excellent ...
Yongfang Zhou   +8 more
wiley   +1 more source

The predictive power of dollar-real call optionsimplied volatility

open access: yesEconomia Aplicada, 2002
Previous empirical researches pointed out the relation between stress events in financial markets and implied volatility in option prices, indicating that large movements in asset prices would be preceded by significant increases in implied volatility ...
Daniel Augusto Motta
doaj  

Implied Volatility Structure in Turbulent and Long-Memory Markets

open access: yesFrontiers in Applied Mathematics and Statistics, 2020
We consider fractional stochastic volatility models that extend the classic Black–Scholes model for asset prices. The models are general and motivated by recent empirical results regarding the behavior of realized volatility. While such models retain the
Josselin Garnier, Knut Sølna
doaj   +1 more source

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