Results 121 to 130 of about 22,447 (299)

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

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

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, Akihiko Takahashi, Toshihiro Yamada   +2 more
core  

Monolithic Co‐Integration of Vertical FET and Memristor for 1T1R Cell

Advanced Electronic Materials, EarlyView.
This work demonstrates a vertically integrated one‐transistor–one‐memristor (1T1R) cell by stacking a MoS2 vertical field‐effect transistor (VFET) with a mortise–tenon‐shaped (MTS) memristor. This compact architecture not only exhibits highly uniform resistive switching characteristics but also provides a strategy for constructing densely packed ...
Fubo Jiao, Weiqi Dang, Gong‐Jie Ruan, Jiameng Sun, Xiaoyu Sun, Dehe Kong, Yinzhi Huang, Yuxuan Yuan, Qin Liu, Sicheng Chen, Long Zhao, Cong Wang, Pengfei Wang, Chen Pan, Yajun Fu, Shi‐Jun Liang   +15 more
wiley   +1 more source

Estimation of the Cholesky Multivariate Stochastic Volatility Model Using Iterated Filtering

Ekonometria
Aim: The paper aims to propose a new estimation method for the Cholesky Multivariate Stochastic Volatility Model based on the iterated filtering algorithm (Ionides et al., 2006, 2015).
Piotr Szczepocki
doaj  

A Stochastic Dynamic Programming Approach Based on Bounded Rationality and Application to Dynamic Portfolio Choice

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, Liuqing Tian, Haiying Liu, Xiaohong Chen   +3 more
doaj   +1 more source

Robust and Compatible Ferroelectric Memories with Polycrystalline TiO2 Channel for 3D Integration

Advanced Electronic Materials, EarlyView.
Robust and monolithic 3D compatible ferroelectric memories are realized using the polycrystalline TiO2 channel‐based FeFET. The review covers physical mechanisms of the TiO2 channel FeFET, quantitative benchmarking, and advanced planar/vertical architectures for monolithic 3D integration based on HfO2‐TiO2 gate stack, offering a roadmap for reliable ...
Xujin Song, Chenxi Yu, Shangze Li, Dijiang Sun, Jiajia Zhang, Haotong Zhu, Xiaomin Xiao, Xionghao Qin, Xiaoyan Liu, Xing Zhang, Jinfeng Kang   +10 more
wiley   +1 more source

Broken Symmetry of Stock Returns—A Modified Jones–Faddy Skew t-Distribution

Economies
We argue that negative skew and positive mean of the distribution of stock returns are largely due to the broken symmetry of stochastic volatility governing gains and losses.
Siqi Shao, Arshia Ghasemi, Hamed Farahani, Rostislav Serota   +3 more
doaj   +1 more source

Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison [PDF]

In this paper we show that fully likelihood-based estimation and comparison of multivariate stochastic volatility (SV) models can be easily performed via a freely available Bayesian software called WinBUGS.
Jun Yu, Renate Meyer
core  

Model‐Based Time‐Modulated Write Algorithm for 1R Analog Memristive Crossbar Arrays

Advanced Electronic Materials, EarlyView.
A novel model‐based time‐modulated write algorithm efficiently programs analog 1R memristive crossbar arrays by varying pulse duration at a fixed voltage. By leveraging a physics‐based compact model and a dynamic gain mechanism, this approach overcomes device nonlinearities and parasitic effects.
Richard Schroedter, Ahmet Samil Demirkol, Ioannis Messaris, Christian Bruchatz, Eter Mgeladze, Stefan Slesazeck, Thomas Mikolajick, Ronald Tetzlaff   +7 more
wiley   +1 more source