Results 161 to 170 of about 22,447 (299)
Evidence of unspanned stochastic volatility in crude-oil market [PDF]
The purpose of this paper is to conduct a comprehensive analysis of unspanned stochastic volatility in commodity markets with focus and empirical evidence on crude-oil market.
Razvan Tudor
core
Advanced Intelligent Discovery, EarlyView.Automated procedural analysis is recognized as one of the major game changers for robotic surgery. Meaning digital analysis needs to replace the manual assessments that set todays standard. Mechanical robotic‐instrument tracking enables the derivation of quantitative kinematic metrics that support behavior‐based workflow segmentation into distinct ...
Kateryna Pirkovets +4 more
wiley +1 more source
tail behavior of a threshold autoregressive stochastic volatility model [PDF]
We consider a threshold autoregressive stochastic volatility model where the driving noises are sequences of iid regurlarly random vatiables. We prove that both the right and the left tails of the marginal distribution of the log-volatility process are ...
Dominique Guegan, Aliou Diop
core
Advanced Intelligent Discovery, EarlyView.A physics‐guided machine learning framework estimates Young's modulus in multilayered multimaterial hyperelastic cylinders using contact mechanics. A semiempirical stiffness law is embedded into a custom neural network, ensuring physically consistent predictions. Validation against experimental and numerical data on C.
Christoforos Rekatsinas +4 more
wiley +1 more source
High order discretization schemes for stochastic volatility models [PDF]
In usual stochastic volatility models, the process driving the volatility of the asset price evolves according to an autonomous one-dimensional stochastic differential equation. We assume that the coefficients of this equation are smooth.
Mohamed Sbai, Benjamin Jourdain
core
Advanced Intelligent Discovery, EarlyView.This paper presents a computer vision (deep learning) pipeline integrating YOLOv8 and YOLOv9 for automated detection, segmentation, and analysis of rosette cellulose synthase complexes in freeze‐fracture electron microscopy images. The study explores curated dataset expansion for model improvement and highlights pipeline accuracy, speed ...
Siri Mudunuri +6 more
wiley +1 more source
Multivariate stochastic volatility modeling of neural data. [PDF]
Elife, 2019 Phan TD +3 more
europepmc +1 more source
A Unifying Approach to Self‐Organizing Systems Interacting via Conservation Laws
Advanced Intelligent Discovery, EarlyView.The article develops a unified way to model and analyze self‐organizing systems whose interactions are constrained by conservation laws. It represents physical/biological/engineered networks as graphs and builds projection operators (from incidence/cycle structure) that enforce those constraints and decompose network variables into constrained versus ...
F. Barrows +7 more
wiley +1 more source
"Block Sampler and Posterior Mode Estimation for Asymmetric Stochastic Volatility Models" [PDF]
This article introduces a new efficient simulation smoother and disturbance smoother for asymmetric stochastic volatility models where there exists a correlation between today's return and tomorrow's volatility.
Toshiaki Watanabe, Yasuhiro Omori
core
Parametric Analysis of Spiking Neurons in 16 nm Fin Field‐Effect Transistor Technology
Advanced Intelligent Discovery, EarlyView.Energy efficient computing has driven a shift toward brain‐inspired neuromorphic hardware. This study explores the design of three distinct silicon neuron topologies implemented in 16 nm fin field‐Effect transistor technology. While the Axon‐Hillock design achieves gigahertz throughput, its functional fragility persists. The Morris–Lecar model captures
Logan Larsh +3 more
wiley +1 more source