Results 161 to 170 of about 204,882 (322)

Coupling Stability and Multi‐Frequency Transient Characteristics of a Variable Speed Pumped Storage Power Station Under Generating Mode

Energy Science &Engineering, EarlyView.
ABSTRACT Coupling stability and multi‐frequency transient characteristics of variable speed pumped storage power station (VSPSPS) under generating mode are main topics of this paper. Firstly, the overall model of VSPSPS is established and the coupling stability analysis of VSPSPS is carried out. Then, multi‐frequency transient characteristics of VSPSPS
Rui Cao, Wencheng Guo
wiley   +1 more source

Large Bayesian Tensor VARs with Stochastic Volatility [PDF]

arXiv
We consider Bayesian tensor vector autoregressions (TVARs) in which the VAR coefficients are arranged as a three-dimensional array or tensor, and this coefficient tensor is parameterized using a low-rank CP decomposition. We develop a family of TVARs using a general stochastic volatility specification, which includes a wide variety of commonly-used ...
arxiv  

Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates [PDF]

, 2001
George J. Jiang, Pieter Jelle van der Sluis   +1 more
openalex   +1 more source

Indirect inference for stochastic volatility models via the log-squared observations. [PDF]

Model; Models; Stochastic volatility; Volatility;
Dhaene, Geert
core  

A switchable multifunctional artificial neuron with rate coding and time‐to‐first‐spike coding for accurate image recognition

FlexMat, EarlyView.
A switchable multifunctional artificial neuron device is presented. This device can switch between volatile and non‐volatile modes by changing the position of the electrode contacts. Based on the multi‐functionality of the device, rate coding and time‐to‐first‐spike (TTFS) coding were respectively implemented and applied to image recognition, this ...
Weiqi Liu, Chenhui Xu, Weidong Xie, Jiabin Ye, Zhiwei Zhu, Zhenyuan Lin, Huipeng Chen   +6 more
wiley   +1 more source

Nonparametric estimation of trend for stochastic differential equations driven by multiplicative stochastic volatility [PDF]

arXiv
We discuss nonparametric estimation of the trend coefficient in models governed by a stochastic differential equation driven by a multiplicative stochastic volatility.
arxiv  

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

The stochastic volatility in mean model: empirical evidence from international stock markets [PDF]

, 2002
Siem Jan Koopman, Eugenie Hol Uspensky
openalex   +1 more source

Pricing stock options under stochastic volatility and interest rates with efficient method of moments estimation [PDF]

While the stochastic volatility (SV) generalization has been shown to improve the explanatory power over the Black-Scholes model, empirical implications of SV models on option pricing have not yet been adequately tested.
Jiang, George J., Sluis, Pieter J. van der   +1 more
core   +1 more source

Real‐Time Forecasting Using Mixed‐Frequency VARs With Time‐Varying Parameters

Journal of Forecasting, EarlyView.
ABSTRACT This paper provides a detailed assessment of the real‐time forecast accuracy of a wide range of vector autoregressive models that allow for both structural change and indicators sampled at different frequencies. We extend the literature by evaluating a mixed‐frequency time‐varying parameter vector autoregressive model with stochastic ...
Markus Heinrich, Magnus Reif
wiley   +1 more source