Results 131 to 140 of about 10,453 (290)
"Realized Volatility, Covariance and Hedging Coefficient of the Nikkei-225 Futures with Micro-Market Noise" [PDF]
For the estimation problem of the realized volatility, covariance and hedging coefficient by using high frequency data with possibly micro-market noises, we use the Separating Information Maximum Likelihood (SIML) method, which was recently developed by ...
Naoto Kunitomo, Seisho Sato
core
FORECASTING THE END-OF-THE-DAY REALIZED VARIANCE
Quantitative Methods in Economics, 2009 A large package of information is being reflected in stock pricesduring a short period after opening. Moreover, the start-of-the-day (morning)volatility has a strong impact on the price variability during all the day.
Małgorzata Doman, Ryszard Doman
doaj
All‐Optical Reconfigurable Physical Unclonable Function for Sustainable Security
Advanced Materials, EarlyView.An all‐optical reconfigurable physical unclonable function (PUF) is demonstrated using plasmonic coupling–induced sintering of optically trapped gold nanoparticles, where Brownian motion serves as a robust entropy source. The resulting optical PUF exhibits high encoding density, strong resistance to modeling attacks, and practical authentication ...
Jang‐Kyun Kwak +4 more
wiley +1 more source
Advanced Materials, EarlyView.Controlling the protein corona formation onto carbon nanomaterials (CNMs) enhances their functionalities as platforms for cancer theranostics. Here, we reviewed the effects of the intrinsic and acquired properties of CNMs on protein corona formation, the consequent biological and toxicological outcomes, and the strategies to reshape corona formation ...
Yajuan Zou +5 more
wiley +1 more source
Advanced Materials, EarlyView.The perspective presents an integrated view of neuromorphic technologies, from device physics to real‐time applicability, while highlighting the necessity of full‐stack co‐optimization. By outlining practical hardware‐level strategies to exploit device behavior and mitigate non‐idealities, it shows pathways for building efficient, scalable, and ...
Kapil Bhardwaj +8 more
wiley +1 more source
Currency option pricing and realized volatility
, 2010 Volatility is a key parameter in currency option pricing. This paper examines alternative specifications of the volatility input to the Black-Scholes option pricing procedure.
Hoque, Ariful +2 more
core
Advanced Materials, EarlyView.We address the inherently weak particle adhesion of conventional air filters by coating a dynamically crosslinked adhesive layer that delivers capillarity‐driven strong adhesion and particle absorption mediated by dynamic bond exchange. The resulting enhancement in particle adhesion enables efficient ultrafast (up to 20 m s−1) and omnidirectional ...
Junyong Park +11 more
wiley +1 more source
Proxies for daily volatility [PDF]
High frequency data are often used to construct proxies for the daily volatility in discrete time volatility models. This paper introduces a calculus for such proxies, making it possible to compare and optimize them.
Robin De Vilder, Marcel P. Visser
core
Advanced Materials, EarlyView.Co1/3TaS2${\rm Co}_{1/3}{\rm TaS}_{2}$ hosts a triple‐Q noncoplanar antiferromagnetic state with coexisting Z3${\rm Z}_3$ electronic nematicity. We report rotational hysteresis observed in both magnetoresistance and magnetic torque, revealing strongly pinned in‐plane weak ferromagnetic moments in the triple‐Q phase and the magnetism‐driven nature of ...
Joonyoung Choi +5 more
wiley +1 more source
Phase Engineering of Nanomaterials (PEN): Evolution, Current Challenges, and Future Opportunities
Advanced Materials, EarlyView.This review summarizes the synthesis, phase transition, advanced characterization spanning ex situ to in situ and operando techniques, and diverse applications of phase engineering of nanomaterials (PEN). It further outlines key challenges and future opportunities, such as phase stability, architecture control, and artificial intelligence (AI)‐driven ...
Ye Chen +7 more
wiley +1 more source