Results 171 to 180 of about 1,246,337 (384)

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

Energy‐Efficient Online Training with In Situ Parallel Computing on Electrochemical Memory Arrays

Advanced Intelligent Systems, EarlyView.
By leveraging the intrinsic functionalities of electrochemical random‐access memory, the conductance response to pulse amplitude and quantity enables stochastic multiplication and parallel outer‐product operations between two vectors. This approach significantly accelerates weight gradient computations while reducing time complexity, latency, and ...
Yingming Lu, Zhen Yang, Yaoyu Tao, Lei Cai, Teng Zhang, Longhao Yan, Ru Huang, Yuchao Yang   +7 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, Théoret, Raymond   +1 more
core   +4 more sources

In‐Sensor Reservoir Computing Using Ferroelectric Optoelectronic Synapse for Near‐Infrared Face Recognition

Advanced Intelligent Systems, EarlyView.
Near‐infrared reservoir computing system has been realized by using α‐In2Se3 optoelectronic device with concise device and algorithm architecture, achieving high accuracy near 100% and noise robustness in face recognition tasks. These findings demonstrate 2D ferroelectric device‐based optoelectronic RC system as a compact and efficient computing ...
Wenyu Songlu, Quan Chen, Yi Cao, Han Wang, Han Chen, Weihui Sang, Yang Gan, Shijia Tian, Yuan Yu, Zhou Xin, Yukang Chen, Shuming Guo, Lin Wang, Xumeng Zhang, Tao Liu, Du Xiang   +15 more
wiley   +1 more source

Regime-Switching Stochastic Volatility and Short-term Interest Rates [PDF]

, 2001
Madhu Kalimipalli, Raúl Susmel
openalex   +1 more source

Rapid Discovery of Sequence‐Encoded Magnetically Reconfigurable Microrobots Using Monte Carlo Simulations

Advanced Intelligent Systems, EarlyView.
A Monte Carlo simulation framework is introduced to predict the folding behavior of sequence‐encoded magnetic microrobots, enabling systematic exploration of their design space. By mapping key metrics such as radius of gyration and symmetry, the framework identifies functional sequences and predicts actuation behaviors.
Collin C. Kemper, Kendra M. Kreienbrink, Hayden J. Tomazin, Kaleb E. Hawkins, Daniel K. Schwartz, C. Wyatt Shields IV   +5 more
wiley   +1 more source

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

Anchoring Morphological Representations Unlocks Latent Proprioception in Soft Robots

Advanced Intelligent Systems, EarlyView.
The authors present ProSoRo, a proprioceptive soft robot that anchors morphological states to a single internal reference frame and employs a multimodal variational autoencoder for crossmodal inference, revealing latent proprioception that enables accurate force and shape estimation, interpretable morphing primitives, robust sim‐to‐real transfer, and ...
Xudong Han, Ning Guo, Ronghan Xu, Fang Wan, Chaoyang Song   +4 more
wiley   +1 more source

ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS [PDF]

, 2001
Rohit Deo, Clifford M. Hurvich
openalex   +1 more source

On non-existence of a one factor interest rate model for volatility averaged generalized Fong-Vasicek term structures

, 2008
The purpose of this paper is to study the generalized Fong--Vasicek two-factor interest rate model with stochastic volatility. In this model the dispersion of the stochastic short rate (square of volatility) is assumed to be stochastic as well and it ...
Sevcovic, D., Stehlikova, B.
core