Results 131 to 140 of about 1,307,477 (404)
Advanced Intelligent Systems, EarlyView.This work explores the three‐transistors‐one‐capacitor synaptic cell design for analog in‐memory computing, focusing on improving performance and scalability in deep neural network (DNN) training. By optimizing transistor characteristics and proposing a novel cell design, challenges such as large cell areas and retention issues are addressed.
Byoungwoo Lee +11 more
wiley +1 more source
"Forecasting stochastic Volatility using the Kalman filter: an application to Canadian Interest Rates and Price-Earnings Ratio" [PDF]
In this paper, we aim at forecasting the stochastic volatility of key financial market variables with the Kalman filter using stochastic models developed by Taylor (1986,1994) and Nelson (1990).
Racicot, François-Éric +1 more
core +4 more sources
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
Linear State Models for Volatility Estimation and Prediction [PDF]
, 2006 This report covers the important topic of stochastic volatility modelling with an emphasis on linear state models. The approach taken focuses on comparing models based on their ability to fit the data and their forecasting performance.
Date, P, Hawkes, R
core
Advanced Intelligent Systems, EarlyView.Random telegraph noise (RTN) characteristics of memristor depend on external environmental conditions. To avoid these bias‐dependent characteristics, a true random number generator circuit using the RTN current fluctuations of memristor is presented with an edge detection circuit and counter, and bias independence is experimentally demonstrated for ...
Jinwoo Park, Hyunjoong Kim, Hyungjin Kim
wiley +1 more source
A Bayesian analysis based on multivariate stochastic volatility model: evidence from green stocks. [PDF]
J Comb Optim, 2023 Ma M, Zhang J.
europepmc +1 more source
Large deviations for fractional volatility models with non-Gaussian volatility driver [PDF]
arXiv, 2020 We study stochastic volatility models in which the volatility process is a function of a continuous fractional stochastic process, which is an integral transform of the solution of an SDE satisfying the Yamada-Watanabe condition. We establish a small-noise large deviation principle for the log-price, and, for a special case of our setup, obtain ...
arxiv
Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility
, 2020 We derive generalizations of Dupire formula to the cases of general stochastic drift and/or stochastic local volatility. First, we handle a case in which the drift is given as difference of two stochastic short rates. Such a setting is natural in foreign
Ogetbil, Orcan
core
Stateful Full Adder Using Silicon Diodes
Advanced Intelligent Systems, EarlyView.This simulation study presents stateful full adders comprising silicon p+–n–p–n+ diodes. The switching and bistable memory characteristics of the diodes enable full adder and bidirectional logic operation. An N‐bit full adder can be realized in a crossbar array using 9N + 1 diodes and 6 + 5N logic steps.
Jaemin Son +3 more
wiley +1 more source
Complexity, 2019 This paper presents an extension of double Heston stochastic volatility model by incorporating stochastic interest rates and derives explicit solutions for the prices of the continuously monitored fixed and floating strike geometric Asian options.
Yanhong Zhong, Guohe Deng
doaj +1 more source