Results 81 to 90 of about 1,687,826 (388)

Volatility Forecasting Model-Free Implied Volatility [PDF]

Advances in Social Science, Education and Humanities Research, 2015
Volatility in the financial market is an important variable, which in asset pricing, investment, risk management and policy-making process plays an important role. Methods for predicting volatility are mainly divided into two categories, one is the historical information method, based on the historical information to predict the future volatility; the ...
Guibin Lu, Jingfei Cheng
openaire   +1 more source

Unleashing the Power of Machine Learning in Nanomedicine Formulation Development

Advanced 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, Cristiano Pesce, Antonietta Greco, Claudia Pisante, Greta Avancini, Valentina Di Francesco, Yosi Shamay, Paolo Decuzzi   +7 more
wiley   +1 more source

On asymptotically arbitrage-free approximations of the implied volatility [PDF]

, 2022
Masaaki Fukasawa
openalex   +1 more source

Phase Change Material‐Driven Tunable Metasurface for Adaptive Terahertz Sensing and Communication in 6G Perceptive Networks

Advanced Functional Materials, EarlyView.
This study explores the benefits of metasurfaces made from functional materials, highlighting their ability to be adapted and improved for various high‐frequency applications, including communications and sensing. It first demonstrates the potential of these functional material‐based metasurfaces to advance the field of sub‐THz perceptive networks ...
Yat‐Sing To, Jiachen Du, Cyril Decroze, Laure Huitema, Aurelian Crunteanu, Hang Wong   +5 more
wiley   +1 more source

PERBANDINGAN KEEFISIENAN METODE NEWTON-RAPHSON, METODE SECANT, DAN METODE BISECTION DALAM MENGESTIMASI IMPLIED VOLATILITIES SAHAM

E-Jurnal Matematika, 2016
Black-Scholes model suggests that volatility is constant or fixed during the life time of the option certainly known. However, this does not fit with what happen in the real market. Therefore, the volatility has to be estimated. Implied Volatility is the
IDA AYU EGA RAHAYUNI, KOMANG DHARMAWAN, LUH PUTU IDA HARINI   +2 more
doaj   +1 more source

The Information Content of Treasury Bond Options Concerning Future Volatility and Price Jumps [PDF]

We study the relation between realized and implied volatility in the bond market. Realized volatility is constructed from high-frequency (5-minute) returns on 30 year Treasury bond futures.
Bent Jesper Christensen, Morten Ørregaard Nielsen, Thomas Busch   +2 more
core  

Ice Lithography: Recent Progress Opens a New Frontier of Opportunities

Advanced Functional Materials, EarlyView.
This review focuses on recent advancements in ice lithography, including breakthroughs in compatible precursors and substrates, processes and applications, hardware, and digital methods. Moreover, it offers a roadmap to uncover innovation opportunities for ice lithography in fields such as biological, nanoengineering and microsystems, biophysics and ...
Bingdong Chang, Gwendoline A. E. Anand, Rubaiyet Haque, Dylan A. Chiaro, Mona Sharma, Andrew R. Williams, Frank Niklaus, Daryl W. Yee, Gavin M. King, Anpan Han   +9 more
wiley   +1 more source

Real Options Volatility Surface for Valuing Renewable Energy Projects

Energies
Real options analysis is an adequate tool with which to value companies and projects under investment uncertainty. Nevertheless, the estimation of the volatility to be employed in the valuation procedure is a challenging task.
Rosa-Isabel González-Muñoz, Jesús Molina-Muñoz, Andrés Mora-Valencia, Javier Perote   +3 more
doaj   +1 more source

A CNN Based System for Predicting the Implied Volatility and Option Prices [PDF]

, 2020
Xiangyu Wei, Zhilong Xie, Rui Cheng, Qing Li   +3 more
openalex   +1 more source

Designing Thermally Compatible Template‐Coating Pairs Toward Dimensionally Stable 3D Porous Carbons with Tunable Density

Advanced Functional Materials, EarlyView.
3D porous carbons with tunable density are crucial for energy storage, separations, and load‐bearing applications; however, their fabrication is often constrained by shrinkage during pyrolysis. This study optimizes and demonstrates the versatility of a template–coating pair strategy, producing materials that largely retain their shape and hierarchical ...
Adarsh Suresh, Manuela Campos, Kendrick Xie, Elektra Makris, Jonah Lovejoy, Maya El Shamsy, Chong Liu, Stuart J Rowan   +7 more
wiley   +1 more source