Results 61 to 70 of about 719,605 (249)
Fractal and FractionalHerein, we propose a quantum circuit learning framework for modeling the realized volatility (RV) of Bitcoin and investigate the statistical properties of the predicted time series through multifractal analysis.
Tetsuya Takaishi
doaj +1 more source
Multimode Oxide‐Based Optoelectronic Memtransistor for In‐Sensor Vision Processing
Advanced Functional Materials, EarlyView.A multimode optoelectronic memtransistor (OEMT) is demonstrated for vision explainable artificial intelligence (VXAI) hardware. By integrating optical sensing, electrical masking, and non‐volatile memory, the device enables key operations required for generating saliency information.
Min Gu Lee +10 more
wiley +1 more source
Long Seasonal Cycle Modeling: the Case of Realized Volatility [PDF]
Statistika: Statistics and Economy Journal, 2018 Time series with long seasonal periods are very common. Several methods have been proposed for modeling of long seasonal cycles, the most commonly used ones being those based on basis expansion. In this paper, we present and discuss these methods.
Jiří Procházka +3 more
doaj
Advanced Functional Materials, EarlyView.A scalable, solution‐processed WSe2/ZrO2‐x van der Waals heterostructure realizes a light‐induced field‐tunneling synapse (LIFTS) that activates exclusively under bright illumination, emulating the photopic adaptation of the human retina at the device level.
Kijeong Nam +10 more
wiley +1 more source
Realized volatility is a nonparametric ex-post estimate of the return variation. The most obvious realized volatility measure is the sum of finely-sampled squared return realizations over a fixed time interval.
Torben G. Andersen, Luca Benzoni
core
Daily value-at-risk modeling and forecast evaluation: The realized volatility approach
Journal of Finance and Data Science, 2016 One of the main applications of conditional volatility modeling and forecasting of financial assets is the value-at-risk (VaR) estimation that is used by financial institutions for reporting the daily capital in risk.
Zhen Yao Wong +2 more
doaj +1 more source
The predictive power of Bitcoin prices for the realized volatility of US stock sector returns. [PDF]
Financ Innov, 2023 Bouri E, Salisu AA, Gupta R.
europepmc +1 more source
Memristive‐Gated RC‐Delay Synaptic Transistors for Time‐Encoded Analog in‐Memory Computing
Advanced Functional Materials, EarlyView.A Memristive‐Gated Transistor for Time‐Encoded Analog In‐Memory Computing — By exploiting the RC delay of a self‐rectifying interface‐type memristor, nonlinear I–V distortion is structurally bypassed, enabling 3‐bit nonvolatile memory, spike‐timing‐based analog encoding, and hardware‐calibrated reservoir‐computing validation within a unified device ...
Yun‐Seo Shin +7 more
wiley +1 more source
Are there Structural Breaks in Realized Volatility? [PDF]
Constructed from high-frequency data, realized volatility (RV) provides an efficient estimate of the unobserved volatility of financial markets. This paper uses a Bayesian approach to investigate the evidence for structural breaks in reduced form time ...
John M Maheu, Chun Liu
core
Chitin‐Derived Carbon‐Metal Functional Materials
Advanced Functional Materials, EarlyView.Functional carbon materials are synthesized from combination of biopolymer (chitin) and iron precursors. The resultant material exhibits superior surface area and adsorptive properties compared to carbon materials synthesized directly from pure chitin.
Herry Fang +7 more
wiley +1 more source