Results 81 to 90 of about 14,899 (264)
Versatile Detection of Cellular Protein via Fluorescence Anisotropy
Advanced Science, EarlyView.Cell Lysate Fluorescence Anisotropy (CFAST) utilizes long lifetime dye‐labeled nanobodies for rapid protein quantification in minimally purified, complex cell lysate. When coupled with cellular thermal shift, CFAST allows high‐throughput detection of endogenous protein‐small molecule engagement, facilitating the discovery of novel binders for ...
Qing Tang +12 more
wiley +1 more source
Causal‐Guided Ultra‐Long‐Term Time Series Forecasting Via Anticipated Covariates
Advanced Science, EarlyView.Often treated as unknown, information from the future remains underutilized.We demonstrate that in a coupled dynamical system, providing the future state of the effect enables accurate forecasting of the cause for a long timesteps. A time series forecasting paradigm that introduces anticipated covariates to represent such known future states is ...
Jintong Zhao +4 more
wiley +1 more source
Polarization Dynamics in Ferroelectrics: Insights Enabled by Machine Learning Molecular Dynamics
Advanced Science, EarlyView.Machine learning molecular dynamics is presented as a route to capture polarization switching, domain wall kinetics, topological polar textures, and polar mechanical coupling beyond the limits of conventional atomistic methods. This Perspective surveys recent progress and identifies key methodological directions, including long‐range electrostatics ...
Dongyu Bai +3 more
wiley +1 more source
Learning Parameter Dependence for Fourier-Based Option Pricing with Tensor Trains
MathematicsA long-standing issue in mathematical finance is the speed-up of option pricing, especially for multi-asset options. A recent study has proposed to use tensor train learning algorithms to speed up Fourier transform (FT)-based option pricing, utilizing ...
Rihito Sakurai +2 more
doaj +1 more source
An Option Pricing Model With Memory
Communications on Stochastic Analysis, 2017 We obtain option pricing formulas for stock price models in which the drift and volatility terms are functionals of a continuous history of the stock prices. That is, the stock dynamics follows a nonlinear stochastic functional differential equation.
Sancier, Flavia, Mohammed, Salah
openaire +4 more sources
Advanced Science, EarlyView.High‐entropy doping of Co‐free Ni‐rich LiNiO2 cathodes is achieved through a scalable 3D mixing process. Multi‐element incorporation stabilizes the layered structure, alleviates Li/Ni disorder and electrode swelling, and enhances cycling stability. This approach underscores the potential of high‐entropy strategies to deliver structurally robust and ...
Seung Ri Kim +6 more
wiley +1 more source
Analysis of parametric and non-parametric option pricing models. [PDF]
Heliyon, 2022 Luo Q, Jia Z, Li H, Wu Y.
europepmc +1 more source
Advanced Science, EarlyView.Correcting the apparent priming effect resolves systematic biases in Asian rice fertilizer nitrogen accounting. Net soil retention drops below 7%, while 48% of fertilizer escapes, inflicting US$98.53 billion in annual reactive‐nitrogen damages. High‐resolution mapping uncovers N‐risk archetypes across 42% of the rice area, delivering a spatially ...
Xiuyun Liu +5 more
wiley +1 more source
Numerical Solution of European Put Option for Black-Scholes Model Using Keller Box Method
Jurnal Matematika UNANDIn this study, we propose to determine option pricing by using Black-Scholes model numerically. The Keller box method, a numerical method with a box-shaped implicit scheme, is chosen to solve the problem of pricing stock options, especially European-put ...
Lutfi Mardianto +3 more
doaj +1 more source
Compound Option Pricing under Fuzzy Environment
Journal of Applied Mathematics, 2014 Considering the uncertainty of a financial market includes two aspects: risk and vagueness; in this paper, fuzzy sets theory is applied to model the imprecise input parameters (interest rate and volatility).
Xiandong Wang, Jianmin He, Shouwei Li
doaj +1 more source