Results 211 to 220 of about 111,281 (343)

Designing Asymmetric Memristive Behavior in Proton Mixed Conductors for Neuromorphic Applications

Advanced Functional Materials, EarlyView.
Protonic devices that couple ionic and electronic transport are demonstrated as bioinspired neuromorphic elements. The devices exhibit rubber‐like asymmetric memristive behavior with slow voltage‐driven conductance increase and rapid relaxation, enabling simplified read–write operation.
Nada H. A. Besisa, Masaki Tsuji, Yoshihiro Furue, Yifan Geng, Satya P. Pati, Satoshi Hamasuna, Takeaki Yajima   +6 more
wiley   +1 more source

On the non-linear relationship between VIX and realized SP500 volatility [PDF]

, 2017
Manuel G. Russon, Ahmad F. Vakil
openalex   +1 more source

The dynamic impact of investor climate sentiment on the crude oil futures market: Evidence from the Chinese market. [PDF]

PLoS One
Liu W, Tang M, Zhao P.
europepmc   +1 more source

Localized High‐Concentration Electrolyte with Water‐Miscible Diluent Enables Stable Zinc Deposition and Long‐Life Aqueous Zinc Metal Batteries

Advanced Functional Materials, EarlyView.
A diisopropyl ether (DIPE)‐based, localized, high‐concentration electrolyte is developed to stabilize both electrodes in aqueous zinc batteries. By reducing water activity and promoting anion‐rich zinc‐ion solvation, it builds robust interphases at both the cathode and anode, ensuring uniform deposition, suppressed corrosion, and highly reversible ...
Yuxuan Wu, Ziwei Zhao, Yue Fei, Hao Zhang, Ge Li   +4 more
wiley   +1 more source

Analytic solutions of variance swaps for Heston models with stochastic long-run mean of variance and jumps. [PDF]

PLoS One
Fu J.
europepmc   +1 more source

Conductance‐Dependent Photoresponse in a Dynamic SrTiO3 Memristor for Biorealistic Computing

Advanced Functional Materials, EarlyView.
A nanoscale SrTiO3 memristor is shown to exhibit dynamic synaptic behavior through the interaction of local electrical and global optical signals. Its photoresponse depends quantitatively on the conductance state, which evolves and decays over tunable timescales, enabling ultralow‐power, biorealistic learning mechanisms for advanced in‐memory and ...
Christoph Weilenmann, Hanglin He, Marko Mladenović, Till Zellweger, Kevin Portner, Klemens Bauer, Guillaume Bellec, Mathieu Luisier, Alexandros Emboras   +8 more
wiley   +1 more source

Optimally Weighted Realized Volatility

Optimally Weighted Realized Volatility
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   +1 more source

Revisiting the long memory dynamics of implied-realized volatility relation: A new evidence from wavelet band spectrum regression

, 2015
Jozef Baruník, Michaela Barunikova
openalex   +1 more source

A realized volatility approach to option pricing with continuous and jump variance components

, 2019
Dario Alitab, Giacomo Bormetti, Fulvio Corsi, Adam Majewski   +3 more
openalex   +2 more sources

Logic Gates Based on Skyrmions. [PDF]

Nanomaterials (Basel)
Shu Y, Li Q, Zhang W, Peng Y, Lai P, Zhao G.   +5 more
europepmc   +1 more source