Results 111 to 120 of about 11,306 (311)

Applications of fractional stochastic volatility models to market microstructure theory and optimal execution strategies

Frontiers in Applied Mathematics and Statistics
In this paper, we explore the applications of fractional stochastic volatility (FSV) models within the realm of market microstructure theory and optimal execution strategies. FSV models extend traditional stochastic volatility frameworks by incorporating
Abe Webb
doaj   +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

Multivariate Stochastic Volatility Modeling via Integrated Nested Laplace Approximations: A Multifactor Extension

Econometrics
This study introduces a multivariate extension to the class of stochastic volatility models, employing integrated nested Laplace approximations (INLA) for estimation. Bayesian methods for estimating stochastic volatility models through Markov Chain Monte
João Pedro Coli de Souza Monteneri Nacinben, Márcio Laurini   +1 more
doaj   +1 more source

Efficient Pricing of European-Style Options under Heston’s Stochastic Volatility Model

, 2012
Oleksandr Zhylyevskyy
openalex   +2 more sources

On the implied volatility of European and Asian call options under the stochastic volatility Bachelier model [PDF]

, 2023
Elisa Alòs, Eulàlia Nualart, Makar Pravosud   +2 more
openalex   +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

Reconfigurable, Non‐Volatile Switching in WO3 Film for Resistive Memory and Multistate Programming Toward Energy‐Efficient Neuromorphic Computing Applications

Advanced Electronic Materials, EarlyView.
WO3${\rm WO}_3$ based resistive switching device was precisely controlled and shows the reconfigurable, non‐volatile switching which can be programmable to multi‐resistance states for memory applications. The memory device can also be utilised for low energy neuromorphic application.
Keval Hadiyal, Nagarajan Raghavan, Ramesh Mohan Thamankar   +2 more
wiley   +1 more source

Exfoliated‐MoS2 Gradual Resistive Switching Devices as Artificial Synapses

Advanced Electronic Materials, EarlyView.
A vertical memristor based on untreated, exfoliated MoS2 is presented, revealing gradual resistive switching governed by Schottky barrier modulation at the MoS2/metal interface from the trapping/detrapping of charges. Furthermore, the device emulates synaptic‐like plasticity functions, including: potentiation, depression, and spike‐amplitude‐dependent ...
Deianira Fejzaj, Richard Schroedter, Thomas Mikolajick, André Heinzig   +3 more
wiley   +1 more source

Induced Garima Stochastic Volatility Models

Austrian Journal of Statistics
In the present paper, a stochastic volatility model generated by a first-order induced Garima Markov sequence has been suggested for modeling financial time series. The statistical and probabilistic properties of the suggested model are studied, and the
Fathima Jafna, Krishnarani S. D.
doaj   +1 more source

Existence of solutions of some boundary value problems with stochastic volatility. [PDF]

Heliyon, 2020
Osu BO, Eze EO, Obasi UE, Ukomah HI.
europepmc   +1 more source