Results 71 to 80 of about 111,281 (343)
Advanced Engineering Materials, EarlyView.The results demonstrate a simulation‐driven workflow that applies LSB topology optimization with additive manufacturing constraints to mission‐specific load cases, integrating European Cooperation for Space Standardization compliant verification and manufacturability to develop structurally efficient rover suspension components.
Stelios K. Georgantzinos +11 more
wiley +1 more source
Advances in forecasting realized volatility: a review of methodologies
Financial InnovationOver the past decade, volatility modeling has gained increasing importance in quantitative finance, significantly influencing risk management, investment strategies, and policymaking.
Radmir Mishelevich Leushuis +1 more
doaj +1 more source
Inflammatory Response‐Inspired Thermochromic Shield for Pneumatic Structures
Advanced Engineering Materials, EarlyView.A thermochromic shield for pneumatic structures is developed, using anhydrous sodium acetate powder and thermochromic pigment‐included solution. In this shield composed of three layers, the exothermic and thermochromic reactions, followed by the mixture of both components, occur promptly with an incident of penetrating damage as a sign of initial ...
Hyun Jae Lee, Ryuma Niiyama
wiley +1 more source
Coin impact on cross-crypto realized volatility and dynamic cryptocurrency volatility connectedness
Financial InnovationThis study evaluates the predictive accuracy of traditional time series (TS) models versus machine learning (ML) methods in forecasting realized volatility across major cryptocurrencies—Bitcoin (BTC), Ethereum (ETH), Litecoin (LTC), and Ripple (XRP ...
Burak Korkusuz, Mehmet Sahiner
doaj +1 more source
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
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Financial Innovation, 2023 Using transaction-level tick-by-tick data of same- and next-day settlement of the Russian Ruble versus the US Dollar exchange rate (RUB/USD) traded on the Moscow Exchange Market during the period 2005–2013, we analyze the impact of trading hours ...
Michael Frömmel, Eyup Kadioglu
doaj +1 more source
Advanced Engineering Materials, EarlyView.The thermal diffusivity of MgO‐C refractories is highly sensitive to sample preparation and processing procedures. In this article, the effects of coking sequence, machining conditions, structural inhomogeneity, and graphite coating application on measurements using laser flash apparatus are systematically investigated.
Luyao Pan +4 more
wiley +1 more source
Testing the Lag Structure of Assets’ Realized Volatility Dynamics
Quantitative Finance and Economics, 2017 A (conservative) test is applied to investigate the optimal lag structure for modelingrealized volatility dynamics. The testing procedure relies on the recent theoretical results that showthe ability of the adaptive least absolute shrinkage and selection
Francesco Audrino +2 more
doaj +1 more source
Can the Baidu Index predict realized volatility in the Chinese stock market?
Financial Innovation, 2021 This paper incorporates the Baidu Index into various heterogeneous autoregressive type time series models and shows that the Baidu Index is a superior predictor of realized volatility in the SSE 50 Index.
Wei Zhang, Kai Yan, Dehua Shen
doaj +1 more source