Results 111 to 120 of about 22,553 (296)
Integration of Reconfigurable p‐Bit and 1R Crossbar Array for Memristive Probabilistic Computing
Advanced Science, EarlyView.A memristive probabilistic computing system is demonstrated by integrating stochastic p‐bits based on volatile memristors with a 1R crossbar array encoding interaction weights. The system performs weighted‐sum operations across the array and updates p‐bits iteratively.
Keunho Soh +7 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
Advanced Science, EarlyView.HfO2‐based ferroelectrics exhibit wake‐up and fatigue behaviors during electrical cycling, significantly affecting device endurance and reliability. These phenomena are governed by defect dynamics, including oxygen vacancy redistribution and charge trapping.
Hongseok Kim +6 more
wiley +1 more source
"Leverage, heavy-tails and correlated jumps in stochastic volatility models" [PDF]
This paper proposes the efficient and fast Markov chain Monte Carlo estimation methods for the stochastic volatility model with leverage effects, heavy-tailed errors and jump components, and for the stochastic volatility model with correlated jumps.
Jouchi Nakajima, Yasuhiro Omori
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Discrete Dynamics in Nature and Society, 2014 Dynamic portfolio choice is an important problem in finance, but the optimal strategy analysis is difficult when considering multiple stochastic volatility variables such as the stock price, interest rate, and income.
Wenjie Bi +3 more
doaj +1 more source
From Devices to Systems: Integration Strategies for Micro‐Supercapacitors in Microsystems
Advanced Science, EarlyView.Micro‐supercapacitors are evolving from device‐level energy storage toward system‐level functional units in integrated microsystems. This Review presents a system‐oriented design framework in which integration serves as the key link between application requirements, system constraints, device architectures, and material selection. Monolithic and hybrid
Zhuohao Liu, Gang Li, Kaiying Wang
wiley +1 more source
A two factor long memory stochastic volatility model [PDF]
, 2006 In this paper we fit the main features of financial returns by means of a two factor long memory stochastic volatility model (2FLMSV). Volatility, which is not observable, is explained by both a short-run and a long-run factor. The first factor follows a
Veiga, Helena
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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
Advanced Science, EarlyView.A magneto‐ionic security‐by‐materials‐design strategy exploits voltage‐driven N3– migration in selectively contacted FeCoN dots, creating reconfigurable sub‐15 nm ferromagnetic sublayers with deterministic and/or probabilistic (single‐domain↔vortex) states, voltage‐tunable probabilities and fully stochastic orientation/chirality.
Irena Spasojevic +4 more
wiley +1 more source
Pricing Discrete Barrier Options under Stochastic Volatility [PDF]
This paper proposes a new approximation method for pricing barrier options with discrete monitoring under stochastic volatility environment. In particular, the integration-by-parts formula and the duality formula in Malliavin calculus are effectively ...
Kenichiro Shiraya +2 more
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