Results 151 to 160 of about 11,306 (311)

Stochastic Volatility Models with Skewness Selection. [PDF]

Entropy (Basel)
Martins I, Freitas Lopes H.
europepmc   +1 more source

Incorporating boundary conditions in a stochastic volatility model for the numerical approximation of bond prices

, 2019
L. Gómez-Valle, M.A. López-Marcos, Julia Martínez‐Rodríguez   +2 more
openalex   +2 more sources

Scalable Platform Enabling Reservoir Computing With Nanoporous Oxide Memristors for Image Recognition and Time Series Prediction

Advanced Intelligent Systems, EarlyView.
The approach of physical in materia computing incorporates parallel computing within the medium itself. A scalable and energy‐efficient, oxide‐based computational platform is realized in form of a nanoporous network of volatile niobium oxide memristors sandwiched between top and bottom metallic electrodes, and then tested for prediction and ...
Joshua Donald, Ben A. Johnson, Amir Mehrnejat, Alex Gabbitas, Arthur G. T. Coveney, Alexander G. Balanov, Sergey Savel’ev, Pavel Borisov   +7 more
wiley   +1 more source

Impact of capital market volatility on economic growth - An analysis based on stochastic volatility model. [PDF]

Heliyon
Chang M, Li Y.
europepmc   +1 more source

Maximum likelihood estimation for stochastic volatility in mean models with heavy-tailed distributions. [PDF]

Appl Stoch Models Bus Ind, 2017
Abanto-Valle CA, Langrock R, Chen MH, Cardoso MV.   +3 more
europepmc   +1 more source

Biomarker‐Agnostic Detection of Ovarian Cancer from Blood Plasma Using a Machine Learning‐Driven Electronic Nose

Advanced Intelligent Systems, EarlyView.
This study introduces a biomarker‐agnostic diagnostic strategy for ovarian cancer, utilizing a machine learning‐enhanced electronic nose to analyze volatile organic compound signatures from blood plasma. By overcoming the dependence on specific biomarkers, this approach enables accurate detection, staging, and cancer type differentiation, offering a ...
Ivan Shtepliuk, Lingyin Meng, Christer Borgfeldt, Jens Eriksson, Donatella Puglisi   +4 more
wiley   +1 more source

Stochastic Volatility Models

, 2023
I denne avhandlingen ble effektiviteten av Stokastiske Volatilitetsmodeller, med ARMA(p, q) log-volatilitet, undersøkt i forhold til GARCH(p, q) i å forutsi volatiliteten til finansielle tidsserier. Videre var målet å vurdere evnen til SVMer i å fange opp atferden til underliggende finansielle tidsserier.
openaire   +1 more source

Device‐Level Implementation of Reservoir Computing With Memristors

Advanced Intelligent Systems, EarlyView.
Reservoir computing (RC) is an emerging computing scheme that employs a reservoir and a single readout layer, which can be actualized in the nanoscale with memristors. As a comprehensive overview, the principles of RC and the switching mechanisms of memristors are discussed, followed by actual demonstrations of memristor‐based RC and the remaining ...
Sunbeom Park, Hyojung Kim, Ho Won Jang
wiley   +1 more source

SOFR term structure dynamics—Discontinuous short rates and stochastic volatility forward rates [PDF]

Alan Brace, Karol Gellert, Erik Schlögl
openalex   +1 more source

Feature Disentangling and Combination Implemented by Spin–Orbit Torque Magnetic Tunnel Junctions

Advanced Intelligent Systems, EarlyView.
Spin–orbit torque magnetic tunnel junctions (SOT‐MTJs) enable efficient feature disentangling and integration in image data. A proposed algorithm leverages SOT‐MTJs as true random number generators to disentangle and recombine features in real time, with experimental validation on emoji and facial datasets.
Xiaohan Li, Yingqian Xu, Caihua Wan, Ran Zhang, Meike Hindenberg, Raik Hoffmann, Shiqiang Liu, Tianyi Zhang, Shilong Xiong, Dehao Kong, Jihao Xia, Fangshuo Gao, Zhuyang Nie, Thomas Kämpfe, Guoqiang Yu, Xiufeng Han   +15 more
wiley   +1 more source