Results 201 to 210 of about 1,246,337 (384)
Indirect inference for stochastic volatility models via the log-squared observations. [PDF]
Model; Models; Stochastic volatility; Volatility;
Dhaene, Geert
core
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
Review of artificial intelligence applications in geothermal energy extraction from hot dry rock
Deep Underground Science and Engineering, EarlyView.This paper systematically summarized the applications of artificial intelligence (AI) in hot dry rock (HDR) geothermal exploitation and discussed the limitations and opportunities. A novel intelligent HDR exploitation system was proposed to promote the development of HDR toward more efficiency, economy, and intelligence.
Kun Ji +5 more
wiley +1 more source
A general decomposition formula for derivative prices in stochastic volatility models [PDF]
We see that the price of an european call option in a stochastic volatility framework can be decomposed in the sum of four terms, which identify the main features of the market that affect to option prices: the expected future volatility, the correlation
Elisa Alòs
core
Trade‐offs among restored ecosystem functions are context‐dependent in Mediterranean‐type regions
Ecography, EarlyView.Global biodiversity hotspots, including Mediterranean‐type ecosystems worldwide, are highly threatened by global change that alters biodiversity, ecosystem functions, and services. Some restoration activities enhance ecosystem functions by reintroducing plant species based on known relationships between plant traits and ecosystem processes.
Sebastian Fiedler +20 more
wiley +1 more source
Modeling Stochastic Volatility with Application to Stock Returns [PDF]
, 2003 Noureddine Krichene
openalex +1 more source
A New Scheme for Static Hedging of European Derivatives under Stochastic Volatility Models ( Revised in June 2008, Published in "Journal of Futures Markets", Vol.29-5, 397-413, 2009. ) [PDF]
This paper proposes a new scheme for static hedging of European path-independent derivatives under stochastic volatility models. First, we show that pricing European path-independent derivatives under stochastic volatility models is transformed to ...
Akihiko Takahashi, Akira Yamazaki
core
Energy Science &Engineering, EarlyView.ABSTRACT This study reviews recent developments in optimization techniques for hybrid solar photovoltaic and wind energy systems, particularly those using artificial intelligence (AI) and hybrid algorithms. Due to the global need for sustainable energy, the study compares both traditional and modern optimization techniques.
Ibrahim Seidu +6 more
wiley +1 more source
Multiscale Stochastic Volatility Asymptotics [PDF]
, 2003 Jean-Pierre Fouque +3 more
openalex +1 more source
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 +6 more
wiley +1 more source