Results 101 to 110 of about 692,757 (295)

Memristive‐Gated RC‐Delay Synaptic Transistors for Time‐Encoded Analog in‐Memory Computing

Advanced Functional Materials, EarlyView.
A Memristive‐Gated Transistor for Time‐Encoded Analog In‐Memory Computing — By exploiting the RC delay of a self‐rectifying interface‐type memristor, nonlinear I–V distortion is structurally bypassed, enabling 3‐bit nonvolatile memory, spike‐timing‐based analog encoding, and hardware‐calibrated reservoir‐computing validation within a unified device ...
Yun‐Seo Shin, Eunjoo Yoo, Ki‐Hoon Son, Hyun‐Sik Kim, Dae‐Hee Han, Jeong Hyeon Son, Seung Hwan Lee, Hong‐Sub Lee   +7 more
wiley   +1 more source

Study on the Validity of Volatility Trading

FinTech
This study examines the role of volatility mean reversion in option pricing and evaluates the performance of commonly used volatility estimators within a broad market context.
Alberto Castillo, Jose Manuel Mira Mcwilliams   +1 more
doaj   +1 more source

2D Co‐Assembly of Solid Acids Enables Stable Superprotonic Conduction Above 260°C

Advanced Functional Materials, EarlyView.
A two‐dimensional co‐assembly strategy integrates antimony phosphate and phosphotungstic acid nanosheets into free‐standing inorganic lamellar membranes with confined acid–acid interfaces. The resulting interfacial hydrogen‐bond network enables anhydrous proton conductivity exceeding 0.1 S cm−1 at 260°C and supports stable high‐temperature fuel‐cell ...
Qiuning Li, Kaiqiang He, Dehua Dong, Fanmengjing Wang, Xiangcheng Liu, Zhikao Li, Jacek J. Jasieniak, Paul A. Webley, Huanting Wang   +8 more
wiley   +1 more source

Evaluating Combined Forecasts for Realized Volatility Using Asymmetric Loss Functions

Econometric Research in Finance, 2018
In this work we provide the findings of a forecast combination analysis carried out on the realized volatility series of three market indexes (DAX, CAC, and AEX). Two volatility types (5 minutes, kernel) have been considered.
Giovanni De Luca, Giampiero M. Gallo, Danilo Carità   +2 more
doaj   +1 more source

Decoupling Electron and Phonon Transport in 3D‐Printed Bismuth Telluride via Synergistic Compositional Co‐Enrichment

Advanced Functional Materials, EarlyView.
In this work, we use direct ink writing (DIW) to 3D print Bi2Te3‐based materials and naturally induce hierarchical functional nanostructures, which reduced the lattice thermal conductivity by half, resulting in high zT of 0.87and 0.89 in p‐type and n‐type compounds, respectively, competitive with commercial materials.
Liangwei Hu, Wenhao Xie, Han Tang, Xiaolong Sun, Muyang Huang, Xiaolu Zhu, Yineng Gou, Weishuai Wang, Yun Zheng, Yue Hou, Guoqiang Wu, Ady Suwardi, Ziyu Wang   +12 more
wiley   +1 more source

Chitin‐Derived Carbon‐Metal Functional Materials

Advanced Functional Materials, EarlyView.
Functional carbon materials are synthesized from combination of biopolymer (chitin) and iron precursors. The resultant material exhibits superior surface area and adsorptive properties compared to carbon materials synthesized directly from pure chitin.
Herry Fang, Chao Hsuan (Joseph) Sung, Haitao Yu, Ezra Sarmiento, Katarina Kotanchek, Ryan Christopher Lee, Michelle Chan, David Kisailus   +7 more
wiley   +1 more source

Forecasting Realized Volatility with Linear and Nonlinear Univariate Models [PDF]

In this paper we consider a nonlinear model based on neural networks as well as linear models to forecast the daily volatility of the S&P 500 and FTSE 100 futures.
Michael McAleer, Marcelo C. Medeiros
core  

Measuring and Forecasting Volatility in Chinese Stock Market Using HAR-CJ-M Model

Abstract and Applied Analysis, 2013
Basing on the Heterogeneous Autoregressive with Continuous volatility and Jumps model (HAR-CJ), converting the realized Volatility (RV) into the adjusted realized volatility (ARV), and making use of the influence of momentum effect on the volatility, a ...
Chuangxia Huang, Xu Gong, Xiaohong Chen, Fenghua Wen   +3 more
doaj   +1 more source

Engineering Local Polar Frustration in Lead‐Free Dielectric Ceramics for Ultrahigh Normalized Energy Storage Performance

Advanced Functional Materials, EarlyView.
Local polar frustration is engineered to stabilize an ergodic relaxer through nanoscale multiphase coexistence, suppressing long‐range ferroelectric order while preserving high polarization. This strategy delivers ultrahigh low‐field normalized energy density (Wa >0.020 mC cm−2), exceptional thermal stability, and a transferable design principle for ...
Hareem Zubairi, Muhammad Wasim, Songhao Fu, Xiaojiao Liu, Annette K Kleppe, Zhilun Lu, Antonio Feteira, Diming Xu, Joseph C.A. Prentice, Ge Wang   +9 more
wiley   +1 more source

Realized volatility and minimum capital requirements [PDF]

, 2003
Paper presented at Money Macro and Finance Research Group 35th Annual Conference (MMF 2003), September 10-12 2003, University of CambridgeKey to the imposition of appropriate minimum capital requirements on a daily basis requires accurate volatility ...
Cotter, John
core   +1 more source