Results 41 to 50 of about 11,306 (311)

Smarter Sensors Through Machine Learning: Historical Insights and Emerging Trends across Sensor Technologies

Advanced Functional Materials, EarlyView.
This review highlights how machine learning (ML) algorithms are employed to enhance sensor performance, focusing on gas and physical sensors such as haptic and strain devices. By addressing current bottlenecks and enabling simultaneous improvement of multiple metrics, these approaches pave the way toward next‐generation, real‐world sensor applications.
Kichul Lee, Osman Gul, Yeongjae Kwon, Jaeseok Jeong, Seokjoo Cho, Jihyeon Ahn, Jehee Yu, Cheolmin Kim, Donho Lee, Hyeonseok Han, Byeongju Lee, Jungrak Choi, Ji‐Hwan Ha, Yongrok Jeong, Kyungnam Kang, Ali Javey, Junseong Ahn, Inkyu Park   +17 more
wiley   +1 more source

An Investment and Consumption Problem with CIR Interest Rate and Stochastic Volatility

Abstract and Applied Analysis, 2013
We are concerned with an investment and consumption problem with stochastic interest rate and stochastic volatility, in which interest rate dynamic is described by the Cox-Ingersoll-Ross (CIR) model and the volatility of the stock is driven by Heston’s ...
Hao Chang, Xi-min Rong
doaj   +1 more source

In Materia Shaping of Randomness with a Standard Complementary Metal‐Oxide‐Semiconductor Transistor for Task‐Adaptive Entropy Generation

Advanced Functional Materials, EarlyView.
This study establishes a materials‐driven framework for entropy generation within standard CMOS technology. By electrically rebalancing gate‐oxide traps and Si‐channel defects in foundry‐fabricated FDSOI transistors, the work realizes in‐materia control of temporal correlation – achieving task adaptive entropy optimization for reinforcement learning ...
Been Kwak, Ryun‐Han Koo, Youngchan Cho, Changhyeon Han, Dongbin Kim, Soi Jeong, Yunho Shin, Joonhyeok Choi, Jiseong Im, Jonghyun Ko, Jong‐Ho Lee, Jangsaeng Kim, Youngho Kang, Wonjun Shin, Daewoong Kwon   +14 more
wiley   +1 more source

Lithium Intercalation in the Anisotropic Van Der Waals Semiconductor CrSBr

Advanced Functional Materials, EarlyView.
We report the lithium intercalation in the layered van der Waals crystal CrSBr, revealing strongly anisotropic ion‐migration dynamics. Optical and electrical characterization of exfoliated CrSBr shows lithium diffusion coefficients that differ by more than an order of magnitude along a‐ and b‐directions, consistent with molecular dynamics simulations ...
Kseniia Mosina, Aljoscha Söll, Jiří Šturala, Martin Veselý, Petr Levinsky, Ondřej Kaman, Florian Dirnberger, Giuliana Materzanini, Nicola Marzari, Gian‐Marco Rignanese, Borna Radatović, Vlastimil Mazánek, David Sedmidubský, Zdeněk Sofer   +13 more
wiley   +1 more source

Pricing Arithmetic Asian Options under Hybrid Stochastic and Local Volatility

Journal of Applied Mathematics, 2014
Recently, hybrid stochastic and local volatility models have become an industry standard for the pricing of derivatives and other problems in finance. In this study, we use a multiscale stochastic volatility model incorporated by the constant elasticity ...
Min-Ku Lee, Jeong-Hoon Kim, Kyu-Hwan Jang   +2 more
doaj   +1 more source

Intermediate Resistive State in Wafer‐Scale Vertical MoS2 Memristors Through Lateral Silver Filament Growth for Artificial Synapse Applications

Advanced Functional Materials, EarlyView.
In MOCVD MoS2 memristors, a current compliance‐regulated Ag filament mechanism is revealed. The filament ruptures spontaneously during volatile switching, while subsequent growth proceeds vertically through the MoS2 layers and then laterally along the van der Waals gaps during nonvolatile switching.
Yuan Fa, Milan Buttberg, Ke Ran, Rana Walied Ahmad, Dennis Braun, Lukas Völkel, Jimin Lee, Sofía Cruces, Bart Macco, Bárbara Canto, Holger Lerch, Thorsten Wahlbrink, Holger Kalisch, Michael Heuken, Andrei Vescan, Joachim Mayer, Zhenxing Wang, Ilia Valov, Stephan Menzel, Max C. Lemme   +19 more
wiley   +1 more source

ESTIMASI VALUE AT RISK MENGGUNAKAN VOLATILITAS DISPLACED DIFFUSION

E-Jurnal Matematika, 2019
Value at Risk (VaR) is a measure of risk that is able to calculate the worst possible loss that can occurs to stock prices with a certain level of confidence and within a certain period of time. The purpose of this study was to determine the VaR estimate
MIRANDA NOVI MARA DEWI, KOMANG DHARMAWAN, KARTIKA SARI   +2 more
doaj   +1 more source

Modelling Asymmetric Dependence in Stochastic Volatility and Option Pricing: A Conditional Copula Approach

Scientific African, 2023
In this paper, stochastic volatility models with asymmetric dependence were presented and applied to pricing options. A dynamic conditional copula approach was proposed to capture this dependence asymmetry.
Brian Wesley Muganda, Ioannis Kyriakou, Bernard Shibwabo Kasamani   +2 more
doaj   +1 more source

Stochastic Volatility: Origins and Overview [PDF]

, 2009
Stochastic volatility is the main way time-varying volatility is modelled in financial markets. The development of stochastic volatility is reviewed, placing it in a modeling and historical context. Some recent trends in the literature are highlighted.
Neil Shephard, Torben G. Andersen
openaire   +6 more sources

Molecularly Engineered Highly Stable Memristors with Ultra‐Low Operational Voltage: Integrating Synthetic DNA with Quasi‐2D Perovskites

Advanced Functional Materials, EarlyView.
Molecularly engineered memristors integrating Ag nanoparticle–embedded synthetic DNA with quasi‐2D halide perovskites enable ultra‐low‐operational voltage, forming‐free resistive switching, and record‐low power density. This synergistic integration of customized DNA and 2D OHP in bio‐hybrid architecture enhances charge transport, reduces variability ...
Kavya S. Keremane, Abhinav Gorthy, Luyao Zheng, Chiranth C Ravi, Haodong Wu, Jiamao Zheng, Neela H. Yennawar, Shashank Priya, Rashmi Jha, Bed Poudel   +9 more
wiley   +1 more source