Results 101 to 110 of about 124,089 (295)

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

Minimizing the Probability of Lifetime Ruin under Stochastic Volatility

, 2011
We assume that an individual invests in a financial market with one riskless and one risky asset, with the latter's price following a diffusion with stochastic volatility.
Bayraktar, Erhan, Hu, Xueying, Young, Virginia R.   +2 more
core   +1 more source

Memristive Physical Reservoir Computing

Advanced Science, EarlyView.
Memristors’ nonlinear dynamics and input‐dependent memory effects make them ideal candidates for high‐performance physical reservoir computing (RC). Based on their conductance modulation, memristors can be classified as electronic or optoelectronic types.
Dian Jiao, Ziyuan Wang, Jingrui Wang, Li Zhang, Xianhua Wei, Lingxiang Hu, Zongxiao Li, Athanasios V. Vasilakos, Zhizhen Ye, Fei Zhuge   +9 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

All Organic Fully Integrated Neuromorphic Crossbar Array

Advanced Electronic Materials, EarlyView.
In this work, the first fully integrated crossbar array of electrochemical random‐access memory (ECRAM) that is composed entirely of organic materials is represented. This array can perform inference and in situ parallel training and is capable of classifying linearly separable 2D and 3D classification tasks with high accuracy.
Setareh Kazemzadeh, Tim Stevens, Yoeri van de Burgt   +2 more
wiley   +1 more source

Real Option Valuation with Stochastic Interest Rate and Stochastic Volatility

Matematika, 2019
. Real options are one of the most interesting research topics in Finance since 1977 Stewart C. Myers from MIT Sloan School of Management published his pioneering article on this subject in the Journal of Financial Economics.
Ramdhan Fazrianto Suwarman
doaj   +1 more source

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

Organic Thin‐Film Transistors for Neuromorphic Computing

Advanced Electronic Materials, EarlyView.
Organic thin‐film transistors (OTFTs) are reviewed for neuromorphic computing applications, highlighting their power‐efficient, and biological time‐scale operation. This article surveys OFET and OECT devices, compares them with memristors and CMOS, analyzes how fabrication parameters shape spike‐based metrics, proposes standardized characterization ...
Luke McCarthy, Mohan V. Jacob, Mostafa Rahimi Azghadi   +2 more
wiley   +1 more source

RRAM Variability Harvesting for CIM‐Integrated TRNG

Advanced Electronic Materials, EarlyView.
This work demonstrates a compute‐in‐memory‐compatible true random number generator that harvests intrinsic cycle‐to‐cycle variability from a 1T1R RRAM array. Parallel entropy extraction enables high‐throughput bit generation without dedicated circuits. This approach achieves NIST‐compliant randomness and low per‐bit energy, offering a scalable hardware
Ankit Bende, Gokulnath Rajendran, Regina Dittmann, Anupam Chattopadhyay, Vikas Rana   +4 more
wiley   +1 more source