Results 91 to 100 of about 22,447 (299)

A Bayesian analysis based on multivariate stochastic volatility model: evidence from green stocks. [PDF]

J Comb Optim, 2023
Ma M, Zhang J.
europepmc   +1 more source

On stochastic integration for volatility modulated Levy-driven Volterra processes [PDF]

, 2013
10.08.12 KB. Copyright belongs with authors submitted to arXiv under CC licence. Ok to add to Spiral.This paper develops a stochastic integration theory with respect to volatility modulated Lévy-driven Volterra () processes.
Barndorff-Nielsen, OE, Veraart, AED, Benth, FE, Pedersen, J   +3 more
core   +1 more source

Scalable Engineering of Bio‐Manufactured Extracellular Vesicles for Selective Delivery in Ovarian Cancer Patient‐Derived Models

Advanced Science, EarlyView.
Engineered extracellular vesicles displaying Ephrin‐B2 selectively target Ephrin‐B4–expressing ovarian cancer cells, enabling precise delivery in patient‐derived models. This scalable bio‐manufacturing platform reveals a versatile strategy to exploit Ephrin signaling for highly specific therapeutic payload delivery and motivates exploration of tailored
Nihar Godbole, Andrew Lai, Alexander Quinn, Marianne Gillard, Dominic Guanzon, Katherin Scholz‐Romero, Alexis Salas‐Burgos, Bastián Lillo Dapremont, Rohan Lourie, Naven Chetty, Richard Lobb, Kate Beecher, Amy E. McCart Reed, Kaltin Ferguson, Biao Sun, Yaowu He, John D. Hooper, Carlos Salomon   +17 more
wiley   +1 more source

TEOREMA FUNGSI INVERS DAN APLIKASINYA DALAM ESTIMASI VOLATILITAS MODEL STOKASTIK

E-Jurnal Matematika
The Inverse Function Theorem plays a fundamental role in various areas of applied mathematics, particularly in stochastic analysis and financial modeling.
NILMA SARI, FAIHATUZ ZUHAIROH
doaj   +1 more source

Impact of rough stochastic volatility models on long-term life insurance pricing. [PDF]

Eur Actuar J, 2023
Dupret JL, Barbarin J, Hainaut D.
europepmc   +1 more source

Triple‐Mode Ferroelectric Thin‐Film Transistor for Hybrid Electrical–Optical Reservoir Computing

Advanced Science, EarlyView.
A triple‐mode ferroelectric thin‐film transistor is developed by integrating Si3N4/HZO/IGZO layers to realize three independent memory modes: electric long‐term, electric short‐term, and optical short‐term. This single‐device architecture functions as both a reservoir and readout layer, achieving 92.43% MNIST accuracy. It offers a fully hardware‐based,
Hyeonho Lee, Seungjun Lee, Tae‐Hyeon Kim, Yonghee Jeong, Gwangmin An, Minsu Ko, Junsu Yu, Heung Soo Kim, Yang Chai, Sungjun Kim   +9 more
wiley   +1 more source

Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors [PDF]

The efficient Bayesian estimation method using Markov chain Monte Carlo is proposed for a multivariate stochastic volatility model that is a natural extension of the univariate stochastic volatility model with leverage and heavy-tailed errors, where we ...
Yasuhiro Omori, Tsunehiro Ishihara
core   +4 more sources

Higher-order dynamic effects of uncertainty risk under thick-tailed stochastic volatility. [PDF]

Financ Innov, 2022
Gong XL, Lu JY, Xiong X, Zhang W.
europepmc   +1 more source

Stochastic Volatility Driven by Large Shocks [PDF]

This paper presents a new model of stochastic volatility which allows for infrequent shifts in the mean of volatility, known as structural breaks. These are endogenously driven from large innovations in stock returns arriving in the market. The model has
George Kapetanios, Elias Tzavalis
core  

On leverage in a stochastic volatility model [PDF]

Journal of Econometrics, 2004
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +3 more sources