Results 201 to 210 of about 1,263,567 (386)
Risk management based on stochastic volatility [PDF]
, 2003 Ernst Eberlein +2 more
openalex +1 more source
Multivariate Stochastic Volatility
, 2006 The literature on multivariate stochastic volatility (MSV) models has developed significantly over the last few years. This paper reviews the substantial literature on specification, estimation and evaluation of MSV models. A wide range of MSV models is presented according to various categories, namely (i) asymmetric models; (ii) factor models; (iii ...
ASAI, Manabu, McAleer, Michael, YU, Jun
openaire +1 more source
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 +5 more
wiley +1 more source
Multiscale Stochastic Volatility Asymptotics [PDF]
, 2003 Jean-Pierre Fouque +3 more
openalex +1 more source
A Memristor‐Based Event‐Driven Reservoir Computing System for Cardiac Arrhythmia Detection
Advanced Intelligent Systems, EarlyView.A low‐power, memristor‐assisted system is developed for real‐time arrhythmia detection in wearable electrocardiograph (ECG) monitoring. It integrates a level‐crossing encoder, a reservoir computing module, and a memristor crossbar to compress, process, and classify signals efficiently.
Hanrui Li +2 more
wiley +1 more source
Multivariate stochastic volatility modeling of neural data. [PDF]
Elife, 2019 Phan TD +3 more
europepmc +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 +4 more
wiley +1 more source
Simulation of Stochastic Volatility using Path Integration: Smiles and Frowns
, 2000 Belal E. Baaquie, L. C. Kwek, M. Srikant
openalex +2 more sources
Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models [PDF]
, 2003 Josu Arteche
openalex +1 more source