Results 71 to 80 of about 10,453 (290)
A hybrid econometrics and machine learning based modeling of realized volatility of natural gas
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
Wafer‐scale two‐dimensioanl In2Se3 oxidized into InOx on sodium‐embedded beta‐alumina enables multifunctional reconfigurable electronics. Sodium ions accumulate within distinct spatial distribution under drain‐controlle and gate‐controlled operation. Drain‐control operation gives controllability of ultraviolet‐driven optoelectronic synaptic conductance
Jinhong Min +13 more
wiley +1 more source
Significant nanoscale oxygen diffusion coefficient variations are measured in ferroelectric hafnium zirconium oxide films with grain boundaries and electrode interfaces exhibiting values 104 times larger than the grain cores. Overall coefficients are 10X larger for films prepared with metal nitride electrodes compared to refractory metals. New insights
Liron Shvilberg +6 more
wiley +1 more source
Field‐free spin‐orbit torque domain‐wall synapses integrated with stochastic MTJ neurons enable compact hardware Boltzmann machines. Leveraging intrinsic stochasticity and multi‐level conductance, the system achieves efficient probabilistic learning with high accuracy, demonstrating a scalable spintronic platform for energy‐efficient edge AI.
Aijaz H. Lone +8 more
wiley +1 more source
Extended-horizon realized volatility forecasting using state space models
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
Historical Foundation and Practical Guideline for Ferroelectric Switching Kinetic Studies
The P and U pulses in the conventional PUND measurements are not identical because of the interplay between switching current and the measurement circuit components. This circuit effect can lead to a shift in polarization transients and misinterpreted physics in the switching kinetics.
Yi Liang, Pat Kezer, John T. Heron
wiley +1 more source
Designed Lewis Acid–Base Passivation for High Performance Perovskite Solar Cells
ABSTRACT Silicon's high cost and long energy payback time remain major barriers to the global expansion of solar power. In contrast, metal–halide perovskites offer abundant, solution‐processable absorbers, and have achieved efficiencies of 25%–30%, positioning them as strong competitors to silicon.
Afna Manaf +4 more
wiley +1 more source
Chiral Phase Change Nanomaterials
This work demonstrates reversible, non‐volatile phase transitions in chiral Ge2${\rm Ge}_2$Sb2${\rm Sb}_2$Te5${\rm Te}_5$ (GST) nanohelices for high‐speed optical modulation of chirality and dynamic control of the state of polarization (SOP). The chiral nanostructures are fabricated using a highly directional, wafer‐scale physical vapor deposition ...
Joshua A. Burrow +11 more
wiley +1 more source
Realized beta : persistence and predictability [PDF]
A large literature over several decades reveals both extensive concern with the question of time-varying betas and an emerging consensus that betas are in fact time-varying, leading to the prominence of the conditional CAPM.
Tim Bollerslev +8 more
core +1 more source
Long Seasonal Cycle Modeling: the Case of Realized Volatility [PDF]
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
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