Results 81 to 90 of about 1,005,083 (338)

Atomically Revealing Bulk Point Defect Dynamics in Hydrogen‐Driven γ‐Fe2O3 → Fe3O4 → FeO Transformation

open access: yesAdvanced Functional Materials, EarlyView.
In situ TEM uncovers the atomic‐scale mechanisms underlying hydrogen‐driven γ‐Fe2O3→Fe3O4→FeO reduction. In γ‐Fe2O3, oxygen vacancies cluster around intrinsic Fe vacancies, leading to nanopore formation, whereas in Fe3O4, vacancy aggregation is suppressed, preserving a dense structure.
Yupeng Wu   +14 more
wiley   +1 more source

Life cycle versus balanced funds: An emerging market perspective

open access: yesSouth African Journal of Economic and Management Sciences, 2017
Background: Inadequate retirement savings is an international challenge. Additionally, individuals are not cognisant of how asset allocation choices ultimately impact retirement savings.
Elbie Louw   +2 more
doaj   +1 more source

Convexification of Stochastic Ordering [PDF]

open access: yes
We consider sets defined by the usual stochastic ordering relation and by the second order stochastic dominance relation. Under fairy general assumptions we prove that in the space of integrable random variables the closed convex hull of the first set is
Andrzej Ruszczynski, Darinka Dentcheva
core  

Universal Neuromorphic Element: NbOx Memristor with Co‐Existing Volatile, Non‐Volatile, and Threshold Switching

open access: yesAdvanced Functional Materials, EarlyView.
A W/NbOx/Pt memristor demonstrates the coexistence of volatile, non‐volatile, and threshold switching characteristics. Volatile switching serves as a reservoir computing layer, providing dynamic short‐term processing. Non‐volatile switching, stabilized through ISPVA, improves reliable long‐term readout. Threshold switching operates as a leaky integrate
Ungbin Byun, Hyesung Na, Sungjun Kim
wiley   +1 more source

Downside Risk Efficiency Under Market Distress [PDF]

open access: yes
In moments of financial distress downside risk measures like lower partial moments are more appropriate than the standard variance to characterize risk. The goal of this paper is to study how to choose optimal portfolios in these periods.
Jesús Gonzalo, José Olmo
core  

Spectrally Tunable 2D Material‐Based Infrared Photodetectors for Intelligent Optoelectronics

open access: yesAdvanced Functional Materials, EarlyView.
Intelligent optoelectronics through spectral engineering of 2D material‐based infrared photodetectors. Abstract The evolution of intelligent optoelectronic systems is driven by artificial intelligence (AI). However, their practical realization hinges on the ability to dynamically capture and process optical signals across a broad infrared (IR) spectrum.
Junheon Ha   +18 more
wiley   +1 more source

Smarter Sensors Through Machine Learning: Historical Insights and Emerging Trends across Sensor Technologies

open access: yesAdvanced Functional Materials, EarlyView.
This review highlights how machine learning (ML) algorithms are employed to enhance sensor performance, focusing on gas and physical sensors such as haptic and strain devices. By addressing current bottlenecks and enabling simultaneous improvement of multiple metrics, these approaches pave the way toward next‐generation, real‐world sensor applications.
Kichul Lee   +17 more
wiley   +1 more source

SHADOW PRICE IMPLICATIONS OF SEVERAL STOCHASTIC DOMINANCE CRITERIA [PDF]

open access: yes
Stochastic dominance criteria can be, but seldom are explicitly, applied to problems having continuous variables. A previously developed model is modified to facilitate exploration of sets of shadow price vectors for decreasing (non-increasing) absolute ...
McCamley, Francis P., Rudel, Richard K.
core   +1 more source

Testing for Infinite Order Stochastic Dominance with Applications to Finance, Risk and Income Inequality [PDF]

open access: yes, 2004
The authors develop a test of infinite degree stochastic dominance based on the use of the empirical moment generating function. Two applications are considered.
Knight, John, Satchell, Stephen E.
core   +1 more source

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