Results 141 to 150 of about 111,281 (343)
Chemoselective Sequential Polymerization: An Approach Toward Mixed Plastic Waste Recycling
Advanced Functional Materials, EarlyView.Inspired by biological protein metabolism, this study demonstrates the closed‐loop recycling of mixed synthetic polymers via ring‐closing depolymerization followed by a chemoselective sequential polymerizations process. The approach recovers pure polymers from mixed feedstocks, even in multilayer formats, highlighting a promising strategy to overcome a
Gadi Slor +5 more
wiley +1 more source
Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies [PDF]
We consider various MIDAS (Mixed Data Sampling) regression models to predict volatility. The models differ in the specification of regressors (squared returns, absolute returns, realized volatility, realized power, and return ranges), in the use of daily
Eric Ghysels +2 more
core
Realized Local Volatility Surface
For quantitative trading risk management purposes, we present a novel idea: the realized local volatility surface. Concisely, it stands for the conditional expected volatility when sudden market behaviors of the underlying occur. One is able to explore risk management usages by following the orthotical Delta-Gamma dynamic hedging framework.
Ma, Yuming +2 more
openaire +2 more sources
Advanced Functional Materials, EarlyView.The study proposes a 1‐bit programmable metasurface based on flip‐disc display, named flip‐disc metasurface (FD‐MTS). This new design enables ultralow energy consumption while maintaining coding patterns. It also exhibits high scalability and multifunctional flexibility.
Jiang Han Bao +8 more
wiley +1 more source
Ultra high frequency volatility estimation with dependent microstructure noise [PDF]
We analyze the impact of time series dependence in market microstructure noise on the properties of estimators of the integrated volatility of an asset price based on data sampled at frequencies high enough for that noise to be a dominant consideration ...
Ait-Sahalia, Yacine +2 more
core
Bayesian modeling and forecasting of 24-hour high-frequency volatility: A case study of the financial crisis [PDF]
, 2014 This paper estimates models of high frequency index futures returns using `around the clock' 5-minute returns that incorporate the following key features: multiple persistent stochastic volatility factors, jumps in prices and volatilities, seasonal ...
Johannes, Michael S. +1 more
core
3D Digital Light Processing of Redox‐Active Polymers for Electrochemical Applications
Advanced Functional Materials, EarlyView.3D printing of electrochemically switchable conducting polymers is achieved by Digital Light Processing of redox‐active carbazole‐based polymer materials. Complex 2D and 3D architectures including dot arrays and pyramids clearly show the potential for novel 3D switchable electrochemical devices for sensors, electrochromic displays as well as 3D printed
Christian Delavier +4 more
wiley +1 more source
Microstructure noise, realized volatility, and optimal sampling [PDF]
Recorded prices are known to diverge from their "efficient" values due to the presence of market microstructure contaminations. The microstructure noise creates a dichotomy in the model-free estimation of integrated volatility.
Federico M. Bandi, Jeffrey R. Russell
core
Electroactive Liquid Crystal Elastomers as Soft Actuators
Advanced Functional Materials, EarlyView.Electroactive liquid crystal elastomers (eLCEs) can be actuated via electromechanical, electrochemical, or electrothermal effects. a) Electromechanical effects include Maxwell stress, electrostriction, and the electroclinic effect. b) Electrochemical effects arise from electrode redox reactions.
Yakui Deng, Min‐Hui Li
wiley +1 more source
Semiparametric Conditional Quantile Models for Financial Returns and\n Realized Volatility [PDF]
, 2013 Filip Žikeš, Jozef Baruník
openalex +1 more source