Results 101 to 110 of about 1,317,113 (409)

Resilient and Flexible Electrohydrodynamics Pumps for Human–Machine Interfaces

Advanced Science, EarlyView.
This study introduces resilient and flexible electrohydrodynamic (EHD) pumps designed to enhance human–machine interfaces. These pumps are both quiet and compact, featuring a unique electrode configuration that overcomes the typical limitations associated with dielectric breakdowns and subsequent permanent failures.
Yu Kuwajima, Amr Marzuq, Soraya Segawa, Yuya Yamaguchi, Yuhei Yamada, Takafumi Morita, Katrene Morozov, Haruto Iwasaki, Sota Suzuki, Hiroyuki Nabae, Vito Cacucciolo, Naoki Hosoya, Yasuaki Kakehi, Shingo Maeda   +13 more
wiley   +1 more source

Comparison of the Korean and US Stock Markets Using Continuous-time Stochastic Volatility Models†

KDI Journal of Economic Policy, 2018
We estimate three continuous-time stochastic volatility models following the approach by Aït-Sahalia and Kimmel (2007) to compare the Korean and US stock markets.
CHOI, SEUNGMOON
doaj   +1 more source

Volatility Inference and Return Dependencies in Stochastic Volatility Models [PDF]

arXiv, 2016
Stochastic volatility models describe stock returns $r_t$ as driven by an unobserved process capturing the random dynamics of volatility $v_t$. The present paper quantifies how much information about volatility $v_t$ and future stock returns can be inferred from past returns in stochastic volatility models in terms of Shannon's mutual information.
arxiv  

All‐Electrical Control of Spin Synapses for Neuromorphic Computing: Bridging Multi‐State Memory with Quantization for Efficient Neural Networks

Advanced Science, EarlyView.
This study develops three all‐electrically controlled, field‐free spintronic synapse devices for neuromorphic computing. The tilted anisotropy device achieves an 11‐state memory with minimal cycle‐to‐cycle variation (2%), enabling high‐accuracy neural network quantization (81.51% in ResNet‐18). These findings position spintronic synapses as a promising
Tzu‐Chuan Hsin, Chun‐Yi Lin, Po‐Chuan Wang, Chun Yang, Chi‐Feng Pai   +4 more
wiley   +1 more source

Comparative Study of Two Extensions of Heston Stochastic Volatility Model [PDF]

arXiv, 2019
In the option valuation literature, the shortcomings of one factor stochastic volatility models have traditionally been addressed by adding jumps to the stock price process. An alternate approach in the context of option pricing and calibration of implied volatility is the addition of a few other factors to the volatility process.
arxiv  

Stochastic Volatility Modeling

, 2016
Introduction Characterizing a usable model: the Black-Scholes equation How (in)effective is delta hedging? On the way to stochastic volatility Chapter's digest Local Volatility Introduction: local volatility as a market model From prices to local ...
L. Bergomi
semanticscholar   +1 more source

Hybrid Series of Carbon‐Vacancy Electrodes for Multi Chemical Vapors Diagnosis Using a Residual Multi‐Task Model

Advanced Science, EarlyView.
This study presents a graphene oxide‐based gas sensor array integrated with a deep learning framework for precise detection and classification of multiple gases. By combining advanced sensing materials and a 1D‐ResNet architecture, the system achieves high sensitivity and accuracy, demonstrating its potential for real‐time environmental monitoring ...
Tianci Liu, Yun Ji Hwang, Lu Zhang, Jongwoo Hong, Teajong Hwang, Seong Chan Jun   +5 more
wiley   +1 more source

Computations of Greeks in stochastic volatility models via the Malliavin calculus [PDF]

arXiv, 2009
We compute Greeks for stochastic volatility models driven by Brownian informations. We use the Malliavin method introduced for deterministic volatility models.
arxiv  

Amorphous Gallium‐Oxide‐Based Non‐Filamentary Memristive Device with Highly Repeatable Multiple Resistance States

Advanced Electronic Materials, EarlyView.
A fully back‐end‐of‐line (BEOL) compatible memristive device is proposed using an amorphous gallium oxide (a‐GaOx) film grown by plasma‐enhanced atomic layer deposition. Bipolar resistive analog switching is achieved without requiring forming and with a self‐rectifying behavior.
Onur Toprak, Florian Maudet, Markus Wollgarten, Charlotte Van Dijck, Roland Thewes, Veeresh Deshpande, Catherine Dubourdieu   +6 more
wiley   +1 more source

A Review of Volatility and Option Pricing [PDF]

arXiv, 2009
The literature on volatility modelling and option pricing is a large and diverse area due to its importance and applications. This paper provides a review of the most significant volatility models and option pricing methods, beginning with constant volatility models up to stochastic volatility. We also survey less commonly known models e.g.
arxiv