Results 51 to 60 of about 719,605 (249)

A hybrid econometrics and machine learning based modeling of realized volatility of natural gas

Financial Innovation
Determining which variables affect price realized volatility has always been challenging. This paper proposes to explain how financial assets influence realized volatility by developing an optimal day-to-day forecast. The methodological proposal is based
Werner Kristjanpoller
doaj   +1 more source

Improving the accuracy: volatility modeling and forecasting using high-frequency data and the variational component

Journal of Industrial Engineering and Management, 2010
In this study, we predict the daily volatility of the S&P CNX NIFTY market index of India using the basic ‘heterogeneous autoregressive’ (HAR) and its variant.
Manish Kumar
doaj   +1 more source

Intermediate Resistive State in Wafer‐Scale Vertical MoS2 Memristors Through Lateral Silver Filament Growth for Artificial Synapse Applications

Advanced Functional Materials, EarlyView.
In MOCVD MoS2 memristors, a current compliance‐regulated Ag filament mechanism is revealed. The filament ruptures spontaneously during volatile switching, while subsequent growth proceeds vertically through the MoS2 layers and then laterally along the van der Waals gaps during nonvolatile switching.
Yuan Fa, Milan Buttberg, Ke Ran, Rana Walied Ahmad, Dennis Braun, Lukas Völkel, Jimin Lee, Sofía Cruces, Bart Macco, Bárbara Canto, Holger Lerch, Thorsten Wahlbrink, Holger Kalisch, Michael Heuken, Andrei Vescan, Joachim Mayer, Zhenxing Wang, Ilia Valov, Stephan Menzel, Max C. Lemme   +19 more
wiley   +1 more source

Optoelectronic Synaptic Devices Using Molecular Telluride Phase‐Change Inks for Three‐Factor Learning

Advanced Functional Materials, EarlyView.
Optoelectronic synaptic devices based on solution‐processed molecular telluride GST‐225 phase‐change inks are demonstrated for three‐factor learning. A global optical signal broadcast through a silicon waveguide induces non‐volatile conductance updates exclusively in locally electrically flagged memristors.
Kevin Portner, Dhananjeya Kumaar, Giacomo Torti, Killian Keller, Till Zellweger, Florian M. Schenk, Christoph Weilenmann, Daniel Chelladurai, Vara Prasad Jonnalagadda, Ghazi Sarwat Syed, Vanessa Wood, Jürg Leuthold, Alexandros Emboras, Maksym Yarema, Mathieu Luisier   +14 more
wiley   +1 more source

Advances in Sustainable and Wearable Textile Based Soft Robotics

Advanced Functional Materials, EarlyView.
This Review examines advances in wearable textile‐based soft robotics, focusing on sustainable materials, integrated sensing, and scalable actuation. It discusses manufacturing and system integration across healthcare, assistive robotics, prosthetics, and human–machine interfaces, and highlights key challenges in circular design, including life‐cycle ...
Zahir Abbas, Marzia Dulal, Sophia K. Novoselov, Victoria K. Novoselov, Kostya S. Novoselov, Shaila Afroj, Nazmul Karim   +6 more
wiley   +1 more source

Localized Realized Volatility Modelling [PDF]

With the recent availability of high-frequency Financial data the long range dependence of volatility regained researchers' interest and has lead to the consideration of long memory models for realized volatility.
Uta Pigorsch, Wolfgang Härdle, Ying Chen   +2 more
core  

Extended-horizon realized volatility forecasting using state space models

Systems and Soft Computing
Volatility forecasting is vital for financial risk management and decision-making, yet it remains challenging due to the heteroscedastic, nonlinear, and multi-scale nature of financial time series.
Koushik Bera, N. Selvaraju
doaj   +1 more source

Electrospun Wood‐Derived Biopolymers as Electrodes in Electrochemical Energy Storage Technologies

Advanced Functional Materials, EarlyView.
Electrospinning transforms wood‐derived cellulose and lignin into architecturally defined, binder‐free carbon electrodes with tuneable porosity and functionality. This review shows how fibre design enables decoupled charge and mass transport, enhancing performance across battery systems, while identifying key challenges in spinnability, scalability ...
Michael W. Thielke, Hattie R. Chisnall, Jesus Vazquez Chavez, Ana B. Jorge Sobrido   +3 more
wiley   +1 more source

Implantable Ionic Memristors Based on Natural Polymer Heterojunctions

Advanced Functional Materials, EarlyView.
We report an implantable natural polymer‐based ionic memristor composed of hyaluronic acid, chitosan, and PDMS. The device achieved 98.94% accuracy in MNIST classification while reducing training time by 36.8% compared with a conventional artificial neural network (ANN).
Dong‐yup Lee, Byung Ik Park, Gihyeon Yim, Hyunjae Yoo, Sangjun Ma, Jundong Park, Jeong‐Yun Sun   +6 more
wiley   +1 more source

Asymmetry and leverage in realized volatility [PDF]

A wide variety of conditional and stochastic variance models has been used to estimate latent volatility (or risk). In both the conditional and stochastic volatility literature, there has been some confusion between the definitions of asymmetry and ...
Asai, M., McAleer, M.J., Medeiros, M.C.
core   +4 more sources