Results 101 to 110 of about 22,553 (296)
Advanced Science, EarlyView.Operando gas diagnostics reveal a previously unrecognized chemical activation (CA) stage during thermal runaway in lithium‐ion batteries. A physics‐informed gas generation kinetics network (GGKNet) is developed to reconstruct reaction pathways and physical models automatically.
Jiabo Zhang +6 more
wiley +1 more source
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models. [PDF]
J Appl Econ (Chichester Engl), 2021 Huber F, Pfarrhofer M.
europepmc +1 more source
A Generative Neuro‐Symbolic AI for Protein Sequence Design
Advanced Science, EarlyView.We introduce EffieDes, a neuro‐symbolic framework coupling deep learning‐based fitness landscape parameterization with exact automated reasoning. Unlike greedy sampling, EffieDes identifies sequences that globally optimize fitness while satisfying intricate design constraints.
Marianne Defresne +12 more
wiley +1 more source
Forecasting Volatility in Financial Markets Using a Bivariate Stochastic Volatility Model with Surprising Information [PDF]
Most asset returns exhibit high volatility and its persistence. Heuristically, this paper focuses on the role of surprising information in high volatility processes and indicates that dismissing surprising information may lead to considerable loss in ...
Beum-Jo Park
core
BVARs and stochastic volatility
Bayesian vector autoregressions (BVARs) are the workhorse in macroeconomic forecasting. Research in the last decade has established the importance of allowing time-varying volatility to capture both secular and cyclical variations in macroeconomic uncertainty.
openaire +2 more sources
A Unifying Thermodynamic Model for Phase Separation and Aging of Biopolymers
Advanced Science, EarlyView.Phase separation and aging of intrinsically disordered proteins are placed in a unifying framework. A thermodynamically consistent time‐dependent version of associating‐polymer theory shows how the processes are intricately coupled. Assuming aging to occur through interacting sites resulting from reversible conformational transitions, the model ...
Jasper J. Michels +2 more
wiley +1 more source
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
Periodic Asymmetric LogGARCH Stochastic Volatility Models: Structure and Application
AxiomsThis paper introduces a new class of periodic volatility models, namely, the Stochastic Volatility Periodic Logarithmic Asymmetric GARCH (PlogAG-SV) model.
Omar Alzeley, Ahmed Ghezal
doaj +1 more source
Asymptotic Analysis for One-Name Credit Derivatives
Abstract and Applied Analysis, 2013 We propose approximate solutions to price defaultable zero-coupon bonds as well as the corresponding credit default swaps and bond options. We consider the intensity-based approach of a two-correlated-factor Hull-White model with stochastic volatility of
Yong-Ki Ma, Beom Jin Kim
doaj +1 more source
Bayesian Markov Chain Monte Carlo for reparameterized Stochastic volatility models using Asian FX rates during Covid-19. [PDF]
J Appl Stat, 2023 Poonvoralak W.
europepmc +1 more source