Results 201 to 210 of about 111,281 (343)

A Data Paradigm to Operationalise Expanded Filtration: Realized Volatilities and Kernels from Non-Synchronous NASDAQ Quotes and Trades

, 2020
Ranjan R. Chakravarty, Sudhanshu Sekhar Pani   +1 more
openalex   +1 more source

Assessing the Asymmetric Effect of Local Realized Exchange Rate Volatility and Implied Volatilities in Energy Market on Exchange Rate Returns in BRICS

, 2023
Thobekile Qabhobho
openalex   +2 more sources

Cross-market volatility spillovers between China and the United States: A DCC-EGARCH-t-Copula framework with out-of-sample forecasting. [PDF]

PLoS One
Zeng J, Wu J.
europepmc   +1 more source

Upcycling of Disposable Face Masks into Water‐Resistant and Flame Retardant Foams

Advanced Functional Materials, EarlyView.
Disposable mask waste is upcycled into lightweight polypropylene‐based foams with tunable porosity and composite architectures reinforced by ear‐loop fibers. The sustainable solvent‐based process enables upcycling rates of 91% and solvent recovery of >90%.
Jingjing Pan, Erlantz Lizundia, Hao Jia, Lennart Bergström   +3 more
wiley   +1 more source

Market Volatility Asymmetries: The Effects of Stock Market Returns on Realized and Implied Volatilities

, 2009
Matthew M. Chestnut
openalex   +1 more source

The Term Structure of Option-Implied Volatility and Future Realized Volatility

, 2019
Yukun Shi, Hao Zhang, Yaofei Xu, Yang Zhao   +3 more
openalex   +2 more sources

All‐Aqueous Pullulan Fibers Enabling Visible‐to‐Near‐Infrared Waveguiding with Mechanical and Thermal Resilience

Advanced Functional Materials, EarlyView.
Pullulan, a biomass‐derived polysaccharide, is transformed into transparent optical fibers using a solvent‐free borax hydrogel‐spinning method. The fibers outperform PMMA with ≈200 MPa tensile strength and 200 °C stability, while uniquely guiding visible‐to‐NIR light and enabling additive‐free humidity sensing.
Yuya Fukata, Aayush Kumar Jaiswal, Ari Hokkanen, Hannes Orelma, Tadahisa Iwata   +4 more
wiley   +1 more source

Modeling and Generating Extreme Fluctuations in Time Series with a Multilayer Linear Response Model. [PDF]

Entropy (Basel)
Naritomi Y, Takaishi T, Adachi T.
europepmc   +1 more source

Universal Electronic‐Structure Relationship Governing Intrinsic Magnetic Properties in Permanent Magnets

Advanced Functional Materials, EarlyView.
Permanent magnets derive their extraordinary strength from deep, universal electronic‐structure principles that control magnetization, anisotropy, and intrinsic performance. This work uncovers those governing rules, examines modern modeling and AI‐driven discovery methods, identifies critical bottlenecks, and reveals electronic fingerprints shared ...
Prashant Singh
wiley   +1 more source

Factor-based deep reinforcement learning for asset allocation: Comparative analysis of static and dynamic beta reward designs. [PDF]

PLoS One
Jung NH, Oh T.
europepmc   +1 more source