Results 111 to 120 of about 3,977,338 (275)

Ultra‐White Elastomeric Coatings for Daytime Radiative Cooling

Advanced Materials Technologies, EarlyView.
Passive daytime radiative cooling meets elasticity in a new class of ultra‐white silicone coatings. Combining high solar reflectance with strong sky‐window emission, they hold surfaces below ambient temperature under full sunlight while remaining flexible and stretchable. This combination of cooling performance and mechanical flexibility enables energy‐
Abdulrahman Aljwirah, Xiaojie Liu, Khalid Alhammadi, Orlando G. Rivera Gonzalez, Won‐June Lee, Xiulin Ruan   +5 more
wiley   +1 more source

On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility [PDF]

In this paper we use Malliavin calculus techniques to obtain an expression for the short-time behavior of the at-the-money implied volatility skew for a generalization of the Bates model, where the volatility does not need to be neither a difussion, nor ...
Josep Vives, Elisa Alòs, Jorge A. León
core  

The implied volatility surface (also) is path-dependent

Quantitative Finance
We propose a new model for the forecasting of both the implied volatility surfaces and the underlying asset price. In the spirit of Guyon and Lekeufack (2023) who are interested in the dependence of volatility indices (e.g. the VIX) on the paths of the associated equity indices (e.g.
Andrès, Hervé, Boumezoued, Alexandre, Jourdain, Benjamin   +2 more
openaire   +3 more sources

High Throughput Aerosol Jet Printing to Operationalize High Aspect Ratio Patterning

Advanced Materials Technologies, EarlyView.
High‐throughput aerosol jet printing poses distinct limiting mechanisms to the printing process. These include rapidly changing ink chemistries, atomization instabilities, and liquid‐phase spreading. The combination of in‐line heating, process monitoring, and traditional optimization procedures enables rapid printing of high‐aspect‐ratio structures ...
Bella I. Guyll, Md Mahdi Ul Ishtiaque, Md Ramjan Ali, Todd A. Kingston, Ethan B. Secor   +4 more
wiley   +1 more source

Implied volatility and risk aversion in a simple model with uncertain growth [PDF]

We show that a simple equilibrium model with uncertain growth is able to simultaneously generate patterns in implied volatility and risk aversion that are similar to the ones observed in the data.parameter uncertainty, option pricing, implied volatility,
Frederik Lundtofte
core  

Soft Robotic Excretory Care Simulator for Nursing Education: Functional and Perceptual Biomimetics Approach

Advanced Robotics Research, EarlyView.
A soft robotic simulator is developed to replicate the digital removal of feces (DRF), a sensitive yet essential nursing procedure. Integrating soft actuators, sensors, and a realistic rectal model, the simulator balances functional fidelity with perceptual realism. Engineering evaluations and nurse feedback confirm its potential to enhance training in
Shoko Miyagawa, Sota Suzuki, Shizuka Watanabe, Zebing Mao, Young Ah Seong, Toshinori Fujie, Tatsuhiro Horii, Kenjiro Tadakuma, Koichi Suzumori, Hiroyuki Nabae, Shingo Maeda   +10 more
wiley   +1 more source

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 ...
Gael M. Martin, Andrew Reidy, Jill Wright   +2 more
core  

Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX [PDF]

This paper proposes a new method for estimating continuous-time stochastic volatility (SV) models for the S&P 500 stock index process using intraday high-frequency observations of both the S&P 500 index and the Chicago Board of Exchange (CBOE) implied ...
Michael McAleer, Kosuke Oya, Isao Ishida
core   +2 more sources

Multiobjective Codesign Optimization of a Planar Pneumatic Artificial Muscle‐Based Snake‐Like Robot for Enhanced Agility and Energy Efficiency

Advanced Robotics Research, EarlyView.
A codesign multiobjective optimization framework was developed to enhance the morphology and controller of a snake‐like robot driven by artificial muscles. It improved planar locomotion, agility, and power efficiency. The approach optimized link geometry and controller gains, revealing that shorter muscles near joints and longer linkages maximize ...
Ayla Valles, Mahdi Haghshenas‐Jaryani
wiley   +1 more source

Echinoderm‐Inspired Autonomy for Soft‐Legged Robots

Advanced Robotics Research, EarlyView.
Inspired by echinoderms, a modular soft robot achieves autonomous phototaxis without a central controller or explicit communication. Each limb independently adapts its actuation timing through local sensing and short‐term memory. Coordination emerges purely from physical interactions, demonstrating resilience to changes in morphology, environment, and ...
Harmannus A. H. Schomaker, Jelle de Vries, Johannes T. B. overvelde   +2 more
wiley   +1 more source