Results 61 to 70 of about 38,563 (254)
Advanced Science, EarlyView.This study combines full‐field tomography with diffraction mapping to quantify radial (ε002$\varepsilon _{002}$) and axial (ε100$\varepsilon _{100}$) lattice strain in wrinkled carbon‐fiber specimens for the first time. Radial microstrain gradients (−14.5 µεMPa$\varepsilon \mathrm{MPa}$−1) are found to signal damage‐prone zones ahead of failure, which ...
Hoang Minh Luong +7 more
wiley +1 more source
Bayesian Analysis, 2014 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +3 more sources
Option pricing for GARCH-type models with generalized hyperbolic innovations [PDF]
In this paper, we provide a new dynamic asset pricing model for plain vanilla options and we discuss its ability to produce minimum mispricing errors on equity option books.
Dominique Guegan +2 more
core
Prior Expectations Bias Confidence Judgments Through Parietal Alpha‐Band Modulation
Advanced Science, EarlyView.ABSTRACT Humans possess the metacognitive ability to estimate the likely accuracy of their own decisions through confidence judgments. Yet, whether prior information shapes confidence and the neural mechanisms mediating such influence, remain to be determined.
Luca Tarasi +4 more
wiley +1 more source
Hedging tranches index products : illustration of model dependency [PDF]
In this paper, index tranches'properties and several hedging strategies are discussed. Model risk and correlation risk are analysed through the study of the efficiency of several factor based copula models, like the Gaussian, the double-t and the double ...
Dominique Guegan, Julien Houdain
core
On Determination Method for Resolution of Secondary Electron Images in Scanning Electron Microscopy
Advanced Science, EarlyView.An idealized SEM, termed Rayleigh's microscope, is constructed by Monte Carlo simulation to represent imaging conditions that just satisfy the Rayleigh criterion. Based on this physically defined model, sharpness–resolution conversion curves are established and combined with the Rose criterion, enabling automated resolution evaluation from practical ...
Tongfang Yang, Yanbo Zou, Zejun Ding
wiley +1 more source
Analytical Methods For Levy Processes With Applications To Finance [PDF]
, 2015 This dissertation is divided into two parts: the first part is a literature review and the second describes three new contributions to the literature. The literature review aims to provide a self-contained introduction to some popular Levy models and to ...
Hackmann, Daniel
core
Neural Fields for Highly Accelerated 2D Cine Phase Contrast MRI
Advanced Science, EarlyView.ABSTRACT 2D cine phase contrast (CPC) MRI provides quantitative information on blood velocity and flow within the human vasculature. However, data acquisition is time‐consuming, motivating the reconstruction of the velocity field from undersampled measurements to reduce scan times. In this work, neural fields are proposed as a continuous spatiotemporal
Pablo Arratia +7 more
wiley +1 more source
Heavy tails and electricity prices [PDF]
In the first years after the emergence of deregulated power markets it became apparent that for the valuation of electricity derivatives we cannot simply rely on models developed for financial or other commodity markets.
Rafal Weron
core
The Importance of Metal‐Organic Framework Linker Atoms for CO2 Reduction: A DFT Study
Advanced Science, EarlyView.Using DFT, we examine the role of linker atoms in CO2 reduction on copper‐based metal organic frameworks (Cu MOFs). Our calculations reveal that linker atoms may serve as both CO2 and H‐shuttling sites and suggest linker electrostatics as a descriptor for linker activity. ABSTRACT Although the metal within the secondary building unit of a metal‐organic
Ugochukwu Nwosu, Samira Siahrostami
wiley +1 more source