Results 141 to 150 of about 3,977,338 (275)
Advanced Science, EarlyView.ABSTRACT Methane's efficient catalytic removal is vital for sustainable development. Bimetallic catalysts, though promising for methane activation, pose a design challenge due to their complex compositional space. This work introduces an integrated framework that combines high‐throughput density functional theory (DFT) and interpretable machine ...
Mingzhang Pan +8 more
wiley +1 more source
Principal Component Analysis of Volatility Smiles and Skews [PDF]
Several principal component models of volatility smiles and skews have been based on daily changes in implied volatilities, by strike and/or by moneyness.
Carol Alexander
core
A portable fast gas chromatography-mass spectrometry workflow for quantification of biogenic volatile organic compounds with humidity‑dependent sensitivity correction. [PDF]
MethodsXClaude A +5 more
europepmc +1 more source
Implied volatility surfaces for inverse gamma models
, 2002 We study implied volatility surfaces when the squared volatility is driven by an inverse gamma process. We derive the first two conditional moments of the integrated volatility over the time to maturity to study theoretical term structure volatility patterns. We find that these patterns are in accordance with the empirical ones.
Barone-Adesi, Giovanni +2 more
openaire +1 more source
Ferroelectric Devices for In‐Memory and In‐Sensor Computing
Advanced Science, EarlyView.Inspired by biological systems, in‐memory and in‐sensor computing overcome von Neumann bottlenecks. Ferroelectric devices can mimic synaptic functions and sense stimuli like light or force, therefore are ideal for these paradigms. This review introduces the ferroelectric devices applied for in‐memory and in‐sensor computing, covering their structures ...
Hong Fang +5 more
wiley +1 more source
Distributions Implied by Exchange Traded Options: A Ghost’s Smile? [PDF]
A new and easily applicable method for estimating risk neutral distributions (RND) implied by American futures options is proposed. It amounts to inverting the Barone-Adesi and Whaley method (1987) (BAW method) to get the BAW-implied volatility smile ...
Martin Cincibuch
core
Digital Leadership, Information Entropy, and Stock Price Volatility: Evidence from CEO Social Media Behavior. [PDF]
Entropy (Basel)Zou Y, Tian J, Zhang Y, Shi G, Cai X.
europepmc +1 more source
Advanced Science, EarlyView.This study presents an anatomical landmark‐guided DRL framework for autonomous wireless capsule endoscopy navigation. Using a lightweight edge‐contour‐depth fusion module, it achieves over 97% coverage across diverse gastric anatomies. To ensure reliability, a two‐stage sim‐to‐real pipeline with an adaptive dynamic programming controller mitigates ...
Haoxuan Wu +16 more
wiley +1 more source
FX volatility smile construction [PDF]
The foreign exchange options market is one of the largest and most liquid OTC derivative markets in the world. Surprisingly, very little is known in the academic literature about the construction of the most important object in this market: The implied ...
Reiswich, Dimitri, Wystup, Uwe
core
VolGAN: A Generative Model for Arbitrage-Free Implied Volatility Surfaces. [PDF]
Appl Math FinanceVuletić M, Cont R.
europepmc +1 more source