Results 141 to 150 of about 11,390,317 (261)
Realised power variation and stochastic volatility models [PDF]
Limit distribution results on realised power variation, that is sums of absolute powers of increments of a process, are derived for certain types of semimartingale with continuous local martingale component, in particular for a class of flexible ...
Neil Shephard, Ole E. Barndorff-Nielsen
core
Universal Conductance Fluctuations in Quantum Anomalous Hall Insulators
Advanced Materials, EarlyView.Universal conductance fluctuations are observed in mesoscopic quantum anomalous Hall insulators. Two distinct fluctuation patterns are identified, arising from different interference processes of bulk and chiral edge states, respectively. These findings unveil rich quantum interference phenomena in quantum anomalous Hall insulators and provide insights
Peng Deng +11 more
wiley +1 more source
Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation [PDF]
The stochastic volatility model enjoys great success in modeling the time-varying volatility of asset returns. There are several specifications for volatility including the most popular one which allows logarithmic volatility to follow an autoregressive ...
Maxwell L. King, Xibin Zhang
core
Advanced Materials, EarlyView.A Nb‐proximitized Josephson junction based on a WTe2/α‐Fe2O3 heterostructure exhibits a robust superconducting diode effect with programmable polarity. The diode direction can be trained by magnetic fields and switched by temperature cycling, revealing tunable finite‐momentum pairing states and competing superconducting states in symmetry‐broken ...
Enze Zhang +9 more
wiley +1 more source
Jump Diffusion Modelling for the Brazilian Short-Term Interest Rate
BBR: Brazilian Business Review, 2015 In order to capture the informational effect of the Brazilian short-term interest rate (SELIC rate) by Poisson jumps, we build on the tests condu cted by Das (2002) and Johannes (2004), which show the significance of such structures for U.S ...
José Carlos Nogueira Cavalcante Filho +1 more
doaj
On the measurable stochastic process
Proceedings of the Physico-Mathematical Society of Japan. 3rd Series, 1941 Not ...
openaire +2 more sources
Advanced Materials, EarlyView.The perspective presents an integrated view of neuromorphic technologies, from device physics to real‐time applicability, while highlighting the necessity of full‐stack co‐optimization. By outlining practical hardware‐level strategies to exploit device behavior and mitigate non‐idealities, it shows pathways for building efficient, scalable, and ...
Kapil Bhardwaj +8 more
wiley +1 more source
Organic Materials of Tomorrow: Horizons of Artificial Intelligence
Advanced Materials, EarlyView.This review examines machine learning techniques accelerating the discovery of organic semiconductors by linking molecular structure to properties. Key methods include graph neural networks, generative models, and active learning. Applications to organic photovoltaics demonstrate practical impact.
Harold Mena +3 more
wiley +1 more source
Advanced Materials, EarlyView.Path‐decoupled III–V van der Waals memtransistors spatially separate ionic and electronic transport to overcome the conventional trade‐off between accuracy and energy in neuromorphic hardware. Mobile K+ ions in the vdW gaps set a wide conductance window, Gmax/Gmin, while gate‐tunable hole conduction lowers programming energy, enabling reliable ...
Jihong Bae +13 more
wiley +1 more source
Ambigenous stochastic processes
Journal of Mathematical Analysis and Applications, 1960 Ramakrishnan, Alladi +2 more
openaire +1 more source