Results 181 to 190 of about 111,281 (343)
Inference about Realized Volatility using Infill Subsampling [PDF]
We investigate the use of subsampling for conducting inference about the quadratic variation of a discretely observed diffusion process under an infill asymptotic scheme.
Ilze Kalnina, Oliver Linton
core
Advanced Functional Materials, EarlyView.This study establishes a materials‐driven framework for entropy generation within standard CMOS technology. By electrically rebalancing gate‐oxide traps and Si‐channel defects in foundry‐fabricated FDSOI transistors, the work realizes in‐materia control of temporal correlation – achieving task adaptive entropy optimization for reinforcement learning ...
Been Kwak +14 more
wiley +1 more source
Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility [PDF]
A rapidly growing literature has documented important improvements in volatility measurement and forecasting performance through the use of realized volatilities constructed from high frequency returns coupled with relatively simple reduced-form time ...
Francis X. Diebold +2 more
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Advanced Functional Materials, EarlyView.In this study, the preparation techniques for silver‐based gas diffusion electrodes used for the electrochemical reduction of carbon dioxide (eCO2R) are systematically reviewed and compared with respect to their scalability. In addition, physics‐based and data‐driven modeling approaches are discussed, and a perspective is given on how modeling can aid ...
Simon Emken +6 more
wiley +1 more source
Optimally Weighted Realized Volatility
, 2005 In this paper we define a class of estimators for cross-volatility (conditional covariance between two asset returns) by weighted sum of products of two return series. This class nests several estimators and each estimator is characterized by its weight matrix. We derive the MSE-minimizing weight and introduce a feasible example.
openaire +3 more sources
Advanced Functional Materials, EarlyView.PTFE nanoparticle–anchored rGO (rGO@PTFE) for scalable solvent‐free fabrication of ultra‐thick, high‐density cathodes, achieving high conductivity (9.55 S cm−1), lithium transference (0.73), and improved wettability, is developed. The resulting cathode delivers 15.2 mAh cm−2 areal and 563 mAh cm−3 volumetric capacities, with full cells exhibiting 637 ...
Juhee Yoon +7 more
wiley +1 more source
Dynamic forecasting and mechanisms of volatility synchronization in complex financial systems. [PDF]
PLoS OneLi JC, Guo J, Ma R, Zhong G.
europepmc +1 more source
Control of Polarization and Polar Helicity in BiFeO3 by Epitaxial Strain and Interfacial Chemistry
Advanced Functional Materials, EarlyView.In BiFeO3 thin films, the interplay of interfacial chemistry, electrostatics, and epitaxial strain is engineered to stabilize homohelicity in polarization textures at the domain scale. The synergistic use of a Bi2O2‐terminated Aurivillius buffer layer and a highly anisotropic compressive epitaxial strain offers new routes to control the polar‐texture ...
Elzbieta Gradauskaite +5 more
wiley +1 more source
Forecasting Realized Volatility by Decomposition [PDF]
Forecasts of the realized volatility of the exchange rate returns of the Euro against the U.S. Dollar obtained directly and through decomposition are compared.
Markku Lanne
core