Results 81 to 90 of about 692,757 (295)
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
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 +3 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
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 +6 more
wiley +1 more source
Realized volatility: a review [PDF]
This paper reviews the exciting and rapidly expanding literature on realized volatility. After presenting a general univariate framework for estimating realized volatilities, a simple discrete time model is presented in order to motivate the main results.
Michael McAleer, Marcelo Cunha Medeiros
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
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
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 +2 more
core
Advanced Functional Materials, EarlyView.A bio‐inspired biopolymeric implantable drug delivery platform enables localized and sustained release of 7‐ethyl‐10‐hydroxycamptothecin (SN‐38) in solid tumor treatment. The three‐dimensional (3D) structured crosslinked‐chitosan implants are fabricated via 3D‐printed molds and provide drug release over 3 months, significantly inhibiting tumor growth ...
Mercedes Lozano‐Garcia +12 more
wiley +1 more source