Results 181 to 190 of about 1,263,567 (386)
Skew selection for factor stochastic volatility models. [PDF]
J Appl Stat, 2020 Nakajima J.
europepmc +1 more source
Stochastic Volatility: Likelihood Inference And Comparison With Arch Models
, 1996 Sangjoon Kim, N. Shephard, S. Chib
semanticscholar +1 more source
Designing Memristive Materials for Artificial Dynamic Intelligence
Advanced Intelligent Discovery, EarlyView.Key characteristics required of memristors for realizing next‐generation computing, along with modeling approaches employed to analyze their underlying mechanisms. These modeling techniques span from the atomic scale to the array scale and cover temporal scales ranging from picoseconds to microseconds. Hardware architectures inspired by neural networks
Youngmin Kim, Ho Won Jang
wiley +1 more source
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis. [PDF]
J Forecast, 2020 Huber F, Pfarrhofer M, Piribauer P.
europepmc +1 more source
Econometric analysis of realized volatility and its use in estimating stochastic volatility models
, 2002 O. Barndorff-Nielsen, N. Shephard
semanticscholar +1 more source
AI‐Enhanced Surface‐Enhanced Raman Scattering for Accurate and Sensitive Biomedical Sensing
Advanced Intelligent Discovery, EarlyView.AI‐SERS advances spectral interpretation with greater precision and speed, enhancing molecular detection, biomedical analysis, and imaging. This review explores its essential contributions to biofluid analysis, disease identification, therapeutic agent evaluation, and high‐resolution biomedical imaging, aiding diagnostic decision‐making.
Seungki Lee, Rowoon Park, Ho Sang Jung
wiley +1 more source
Pricing and Hedging Options in Incomplete Markets: Idiosyncratic Risk, Systematic Risk and Stochastic Volatility [PDF]
Starting from the European option valuation framework of Chauveau & Gatfaoui (2002), we establish the link with stochastic volatility models. And, we propose both a new vision and a general framework for valuing European options in the light of ...
Chauveau Thierry, Gatfaoui Hayette
core
Deviance Information Criterion for Comparing Stochastic Volatility Models [PDF]
, 2002 Andreas Berg, Renate Meyer, Jun Yu
openalex +1 more source
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