Results 151 to 160 of about 10,453 (290)
High-frequency enhanced VaR: A robust univariate realized volatility model for diverse portfolios and market conditions. [PDF]
PLoS OneKuang W.
europepmc +1 more source
Advanced Materials, EarlyView.A deep learning inverse‐design framework is established to create versatile reconfigurable terahertz metadevices. By synergizing deep learning with phase‐change materials, this approach enables on‐demand customization of multidimensional electromagnetic responses.
Yisheng Dong +11 more
wiley +1 more source
High-Frequency and Model-Free Volatility Estimators [PDF]
This paper focuses on volatility of financial markets, which is one of the most important issues in finance, especially with regard to modeling high-frequency data.
Grzegorz Zakrzewski, Robert Ślepaczuk
core
Advanced Materials, EarlyView.This study presents a compact dynamic‐field‐driven nucleation and growth (DFNG) model that captures ferroelectric switching behavior under arbitrary voltage waveforms. It enables extraction of time‐dependent domain wall velocity and growth dimensionality, which can then be extended to device‐level modeling.
Yi Liang +10 more
wiley +1 more source
Finite Sample Accuracy of Integrated Volatility Estimators [PDF]
We consider the properties of three estimation methods for integrated volatility, i.e. realized volatility, the Fourier estimator, and the wavelet estimator, when a typical sample of high-frequency data is observed. We employ several different generating
Per Houmann Frederiksen +1 more
core
Advanced Materials, EarlyView.Polymer electrolytes (PEs) are often indiscriminately grouped as “solid polymer electrolytes (SPEs)”, despite fundamental differences in their ion‐transport mechanisms. This Perspective establishes a mechanism‐based framework that distinguishes gel, quasi‐solid, and all‐solid polymer electrolytes based on their dominant ion‐transport pathways.
Jing Chen +15 more
wiley +1 more source
Forecasting Volatility in Financial Markets Using a Bivariate Stochastic Volatility Model with Surprising Information [PDF]
Most asset returns exhibit high volatility and its persistence. Heuristically, this paper focuses on the role of surprising information in high volatility processes and indicates that dismissing surprising information may lead to considerable loss in ...
Beum-Jo Park
core
Advanced Materials, EarlyView.A soft–hard tri‐layer composite electrolyte that couples fast Li+ transport with reinforced interfacial stability to enable high‐conductivity, mechanically robust, dendrite‐free lithium‐metal batteries. ABSTRACT The development of solid polymer electrolytes is central to safe, high‐energy lithium‐metal batteries (LMBs); however, persistent challenges ...
Fazal Ur Rehman +9 more
wiley +1 more source
Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility [PDF]
We study the simultaneous occurrence of long memory and nonlinear effects, such as structural breaks and thresholds, in autoregressive moving average (ARMA) time series models and apply our modeling framework to series of daily realized volatility ...
MArcelo Cunha Medeiros, ERIC HILLEBRAND
core
Photocatalytic Water Splitting on the Lunar Surface: Prospects for In Situ Resource Utilization
Advanced Materials Interfaces, EarlyView.Water has been found in craters on the moon nearby locations which are illuminated >80% of the time. Photocatalysis uses energy from sunlight to drive chemical reactions such as water splitting to produce oxygen and hydrogen. It is a scalable technology that requires lighter equipment and utilizes resources available on the moon. ABSTRACT The discovery
Ranjani Kalyan +6 more
wiley +1 more source