Results 171 to 180 of about 2,349,483 (333)

Prediction of realized volatility and implied volatility indices using AI and machine learning: A review

International Review of Financial Analysis
Elias Søvik Gunnarsson, Håkon Isern, Aristidis Kaloudis, Morten Risstad, Benjamin Vigdel, Sjur Westgaard   +5 more
semanticscholar   +1 more source

Establishing a Model Precursor System: Over a Decade of Research on Carbon Dots from the Citric Acid‐Urea System

Advanced Functional Materials, EarlyView.
The citric acid/urea (CA‐Urea) precursor system offers a versatile, scalable route to carbon dots with tunable luminescence and multifunctionality. Mechanistic insights into precursor chemistry and reaction parameters have enabled doping, surface modification, and hybridization strategies, yielding CDs for luminescent devices, sensing, catalysis ...
Yupeng Liu, Zhiqi Cai, Xiangxin Sun, Hanyi Zhang, Yiming Hao, Jun Wu, Zekun Yan, Xue Wu, Yiqi Liang, Liming Wang, Songnan Qu   +10 more
wiley   +1 more source

Multi‐Scale Interface Engineering of MXenes for Multifunctional Sensory Systems

Advanced Functional Materials, EarlyView.
MXenes, as two‐dimensional transition metal carbides and nitrides, demonstrate remarkable capabilities for multifunctional sensing applications. This review systematically examines multi‐scale interface engineering approaches that enhance sensing performance, enable diverse detection functionalities, and improve system‐level compatibility in MXene ...
Jiaying Liao, Sin‐Yi Pang, Jianhua Hao
wiley   +1 more source

Optoelectronic Control of Redox Dynamics in POM Memristors for Noise‐Resilient Speech and Hardware‐Level Motion Recognition

Advanced Functional Materials, EarlyView.
Optoelectronic control of redox‐active polyoxometalate clusters in polymer matrices yields hybrid memristors with switchable volatile and non‐volatile modes, enabling reservoir‐type in‐sensor optical preprocessing and stable multilevel synapses for multimodal neuromorphic computing, including noise‐tolerant audiovisual keyword recognition and hardware ...
Xiangyu Ma, Ziyu Lv, Guohua Zhang, Zhongyue Xu, Yongbiao Zhai, Haiming Huang, Qiyan Zhang, Xiaojin Zhao, Yan Wang, Ye Zhou, Ziyu Xiong, Guanglong Ding, Wentao Xu, Su‐Ting Han   +13 more
wiley   +1 more source

High-frequency enhanced VaR: A robust univariate realized volatility model for diverse portfolios and market conditions. [PDF]

PLoS One
Kuang W.
europepmc   +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

Investigation of Halogen Substitution Effects in π‐Conjugated Organic Ligands of Chiral Hybrid Perovskites on Their Chiroptical Activity

Advanced Functional Materials, EarlyView.
The role of novel thiophene‐based ligands with halogen substitutions in enhancing the chiroptical and optoelectronic properties of 2D chiral HOIPs has been investigated. By tailoring ligand design, enhanced CD and CPL properties are achieved, with improved CPL discrimination in photodetectors.
Boesung Kwon, Doyeong Yeo, In‐Chul Hwang, In Hwan Jung, Joon Hak Oh   +4 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, Eui Jung Chang, Sandro Canesso de Andrade   +2 more
core  

Atomic Layer Deposition in Transistors and Monolithic 3D Integration

Advanced Functional Materials, EarlyView.
Transistors are fundamental building blocks of modern electronics. This review summarizes recent progress in atomic layer deposition (ALD) for the synthesis of two‐dimensional (2D) metal oxides and transition‐metal dichalcogenides (TMDCs), with particular emphasis on their enabling role in monolithic three‐dimensional (M3D) integration for next ...
Yue Liu, Taoyu Zou, Cheng‐Yan Xu, Liang Zhen, Yang Li, Yong‐Young Noh   +5 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.
Marcel P. Visser, Robin De Vilder
core