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
AI‐Directed 3D Printing of Hierarchical Polyurethane Foams
Advanced Science, EarlyView.Digitally guided direct ink writing, combined with AI‐generated design, enables the fabrication of hierarchical polyurethane foams with tunable multiscale porosity. This approach produces architected foams featuring interconnected open‐cell networks and tailored mechanical properties, advancing the development of adaptive, high‐performance materials ...
Dhanush Patil +15 more
wiley +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
A Complete Stochastic Volatility Model in the HJM Framework [PDF]
This paper considers a stochastic volatility version of the Heath, Jarrow and Morton (1992) term structure model. Market completeness is obtained by adapting the Hobson and Rogers (1998) complete stochastic volatility stock market model to the interest ...
Carl Chiarella, Oh-Kang Kwon
core
Volatility modelling and accurate minimun capital risk requirements : a comparison among several approaches [PDF]
, 2007 In this paper we estimate, for several investment horizons, minimum capital risk requirements for short and long positions, using the unconditional distribution of three daily indexes futures returns and a set of GARCH-type and stochastic volatility ...
Grané, Aurea, Veiga, Helena
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Advanced Science, EarlyView.Understanding void formation at the lithium(Li) metal–solid electrolyte (SE) interface is crucial to improving interfacial stability in solid‐state batteries(SSBs). In this work, the competing electrochemical interactions, including surface diffusion modes are studied in dictating interface evolution during electro‐dissolution.
Sourim Banerjee +2 more
wiley +1 more source
A Locally Both Leptokurtic and Fat-Tailed Distribution with Application in a Bayesian Stochastic Volatility Model. [PDF]
Entropy (Basel), 2021 Lenart Ł, Pajor A, Kwiatkowski Ł.
europepmc +1 more source
Estimating Correlated Jumps and Stochastic Volatilities [PDF]
We formulate a bivariate stochastic volatility jump-diffusion model with correlated jumps and volatilities. An MCMC Metropolis-Hastings sampling algorithm is proposed to estimate the model’s parameters and latent state variables (jumps and stochastic ...
Jiří Witzany
core +1 more source
Wireless Bioelectronic Modulation of Membrane Potential in Glioblastoma Using Carbon Nanotube Porins
Advanced Science, EarlyView.A schematic illustrating glioblastoma cell membrane modulation using carbon nanotube porins (CNTPs) and an applied voltage. CNTPs enable ion flux leading to changes in membrane potential. This figure summarizes the concept of bioelectronic control of cell membrane voltage.
Fleur Groualle +6 more
wiley +1 more source
Markov Regime Switching of Stochastic Volatility Lévy Model on Approximation Mode
Journal of Applied Mathematics, 2013 This paper deals with financial modeling to describe the behavior of asset returns, through consideration of economic cycles together with the stylized empirical features of asset returns such as fat tails.
Arthit Intarasit
doaj +1 more source