Results 161 to 170 of about 111,281 (343)
Forecasting Exchange Rate Volatility in the Presence of Jumps [PDF]
We study measures of foreign exchange rate volatility based on high-frequency (5-minute) $/DM exchange rate returns using recent nonparametric statistical techniques to compute realized return volatility and its separate continuous sample path and jump ...
Bent Jesper Christensen +2 more
core
Advanced Functional Materials, EarlyView.A W/NbOx/Pt memristor demonstrates the coexistence of volatile, non‐volatile, and threshold switching characteristics. Volatile switching serves as a reservoir computing layer, providing dynamic short‐term processing. Non‐volatile switching, stabilized through ISPVA, improves reliable long‐term readout. Threshold switching operates as a leaky integrate
Ungbin Byun, Hyesung Na, Sungjun Kim
wiley +1 more source
Forecasting Stock Return Volatility Using the Realized Garch Model and an Artificial Neural Network
, 2023 Youssra Bakkali +7 more
openalex +1 more source
Modelling daily value-at-risk using realized volatility and arch type models [PDF]
In this paper we show how to compute a daily VaR measure for two stock indexes (CAC40 and SP500) using the one-day-ahead forecast of the daily realized volatility.
Giot,Pierre, Laurent,Sebastien
core +1 more source
Advanced Functional Materials, EarlyView.A van der Waals optoelectronic synaptic device based on a ReS2/WSe2 heterostructure and oxygen‐treated h‐BN is presented, which enables both positive and negative PSCs through photocarrier polarity reversal. Bidirectional plasticity arises from gate‐tunable band bending and charge trapping‐induced quasi‐doping.
Hyejin Yoon +9 more
wiley +1 more source
Advanced Functional Materials, EarlyView.This review highlights how machine learning (ML) algorithms are employed to enhance sensor performance, focusing on gas and physical sensors such as haptic and strain devices. By addressing current bottlenecks and enabling simultaneous improvement of multiple metrics, these approaches pave the way toward next‐generation, real‐world sensor applications.
Kichul Lee +17 more
wiley +1 more source
Tracking Brazilian Exchange Rate Volatility [PDF]
This paper examines the relation between dollar-real exchange rate volatility implied in option prices and subsequent realized volatility. It investigates whether implied volatilities contain information about volatility over the remaining life of the ...
Benjamin Miranda Tabak +2 more
core
Advanced Functional Materials, EarlyView.A spatiotemporal plasma–mediated laser processing approach is developed to fabricate ultrahigh–aspect ratio nanochannel arrays and corresponding perovskite nanowire arrays within transparent materials for optoelectronics devices. The laser‐fabricated nanochannels serve as templates for controlled perovskite infiltration and crystallization, enabling ...
Taijin Wang +3 more
wiley +1 more source
The Distribution of Realized Exchange Rate Volatility
, 2001 Torben G. Andersen +3 more
openalex +1 more source