Results 51 to 60 of about 204,882 (322)

All‐in‐One Analog AI Hardware: On‐Chip Training and Inference with Conductive‐Metal‐Oxide/HfOx ReRAM Devices

Advanced Functional Materials, EarlyView.
An all‐in‐one analog AI accelerator is presented, enabling on‐chip training, weight retention, and long‐term inference acceleration. It leverages a BEOL‐integrated CMO/HfOx ReRAM array with low‐voltage operation (<1.5 V), multi‐bit capability over 32 states, low programming noise (10 nS), and near‐ideal weight transfer.
Donato Francesco Falcone, Victoria Clerico, Wooseok Choi, Tommaso Stecconi, Folkert Horst, Laura Bégon‐Lours, Matteo Galetta, Antonio La Porta, Nikhil Garg, Fabien Alibart, Bert Jan Offrein, Valeria Bragaglia   +11 more
wiley   +1 more source

Effect of Variance Swap in Hedging Volatility Risk

Risks, 2020
This paper studies the effect of variance swap in hedging volatility risk under the mean-variance criterion. We consider two mean-variance portfolio selection problems under Heston’s stochastic volatility model. In the first problem, the financial market
Yang Shen
doaj   +1 more source

Prospects of Electric Field Control in Perpendicular Magnetic Tunnel Junctions and Emerging 2D Spintronics for Ultralow Energy Memory and Logic Devices

Advanced Functional Materials, EarlyView.
Electric control of magnetic tunnel junctions offers a path to drastically reduce the energy requirements of the device. Electric field control of magnetization can be realized in a multitude of ways. These mechanisms can be integrated into existing spintronic devices to further reduce the operational energy.
Will Echtenkamp, Brahmdutta Dixit, Yifei Yang, Deyuan Lyu, Thomas Peterson, Qi Jia, Yu‐Chia Chen, Jian‐Ping Wang   +7 more
wiley   +1 more source

Shape-constrained semiparametric additive stochastic volatility models

Statistical Theory and Related Fields, 2019
Nonparametric stochastic volatility models, although providing great flexibility for modelling the volatility equation, often fail to account for useful shape information.
Jiangyong Yin, Peter F. Craigmile, Xinyi Xu, Steven MacEachern   +3 more
doaj   +1 more source

Effect of Volatility Clustering on Indifference Pricing of Options by Convex Risk Measures [PDF]

, 2015
In this article, we look at the effect of volatility clustering on the risk indifference price of options described by Sircar and Sturm in their paper (Sircar, R., & Sturm, S. (2012). From smile asymptotics to market risk measures. Mathematical Finance. Advance online publication. doi:10.1111/mafi.12015).
arxiv   +1 more source

Exact Solutions for a GBM-type Stochastic Volatility Model having a Stationary Distribution [PDF]

Wilmott mag. 101 (2019) 20-41, 2018
We find various exact solutions for a new stochastic volatility (SV) model: the transition probability density, European-style option values, and (when it exists) the martingale defect. This may represent the first example of an SV model combining exact solutions, GBM-type volatility noise, and a stationary volatility density.
arxiv   +1 more source

Quantum Dots and Perovskites‐Based Physically Unclonable Functions for Binary and Ternary Keys via Optical‐to‐Electrical Conversion

Advanced Functional Materials, EarlyView.
This study investigates optoelectronic PUFs that improve on traditional optical and electrical PUFs. The absorber materials are randomly coated through spray coating, ligand exchange, and dynamic spin coating. Incident light generates wavelength‐dependent binary multikey and enhances security ternary keys, approaching near‐ideal inter‐ and intra ...
Hanseok Seo, Taesung Park, Awais Ali, Byung Ku Jung, Young Kyun Choi, Junhyeok Park, Soong Ju Oh   +6 more
wiley   +1 more source

Computational Modeling of Reticular Materials: The Past, the Present, and the Future

Advanced Materials, EarlyView.
Reticular materials are advanced materials with applications in emerging technologies. A thorough understanding of material properties at operating conditions is critical to accelerate the deployment at an industrial scale. Herein, the status of computational modeling of reticular materials is reviewed, supplemented with topical examples highlighting ...
Wim Temmerman, Ruben Goeminne, Kuber Singh Rawat, Veronique Van Speybroeck   +3 more
wiley   +1 more source

A Multimodal Humidity Adaptive Optical Neuron Based on a MoWS2/VOx Heterojunction for Vision and Respiratory Functions

Advanced Materials, EarlyView.
A multifunctional memristor is demonstrated for in‐memory sensing and computing, leveraging a MoWS₂/VOx heterojunction to enable high ON/OFF ratio up to 10⁸ with ultralow operating voltages of ±0.2 V. This bio‐inspired multimodal design exhibits tunable synaptic behavior across electrical, optical, and humidity stimuli, enabling in situ modulation of ...
Abdul Momin Syed, Dhananjay D. Kumbhar, Hanrui Li, Manoj Kumar Rajbhar, Dayanand Kumar, Pratibha Pal, Nimer Wehbe, Mohamed ben Hassine, Nazek El‐Atab   +8 more
wiley   +1 more source

The continuity and estimates of a solution to mixed fractional constant elasticity of variance system with stochastic volatility and the pricing of vulnerable options

Journal of Inequalities and Applications, 2019
Stochastic volatility models play an important role in finance modeling. Under a mixed fractional Brownian motion environment, we study the continuity and estimates of a solution to a kind of stochastic differential equations with double volatility terms.
Yan Dong
doaj   +1 more source