Results 51 to 60 of about 22,447 (299)

Forecasting the Crude Oil Prices Volatility With Stochastic Volatility Models

SAGE Open, 2021
In this article, the stochastic volatility model is introduced to forecast crude oil volatility by using data from the West Texas Intermediate (WTI) and Brent markets.
Dondukova Oyuna, Liu Yaobin
doaj   +1 more source

Electro‐Steric Ion Confinement in Polyelectrolyte Networks for Robust Nonvolatile Artificial Synapse

Advanced Functional Materials, EarlyView.
Polyelectrolyte stoichiometry governs ion transport and retention in electrolyte‐gated synaptic transistors. A PSS‐rich network creates electro‐steric ion confinement that suppresses ion back‐diffusion and stabilizes channel doping, enabling robust nonvolatile synaptic memory, linear weight updates, and low‐energy operation.
Donghwa Lee, Jinbo Kim, Myeongjin An, Jisoo Park, Junho Sung, Eunsung Hwang, Suhwan Seok, Seong‐Min Bak, Jeonghun Kim, Eunho Lee   +9 more
wiley   +1 more source

Oxidized MoS2‐Based Multifunctional Memristive Hardware for Energy‐Efficient mmWave Signal Processing and In‐Memory Matrix Multiplication

Advanced Functional Materials, EarlyView.
Thermally oxidized MoS2‐based radio‐frequency switches enable a multifunctional platform that unifies broadband RF switching and in‐memory computation. The device achieves a cutoff frequency of 33.2 THz with high energy efficiency and supports hardware‐aware signal processing.
Juho Son, Changwoo Pyo, Sungmoon Park, Yoongi Cho, Seungchan Lee, Myungsoo Kim   +5 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

Bioinspired Adaptive Sensors: A Review on Current Developments in Theory and Application

Advanced Materials, EarlyView.
This review comprehensively summarizes the recent progress in the design and fabrication of sensory‐adaptation‐inspired devices and highlights their valuable applications in electronic skin, wearable electronics, and machine vision. The existing challenges and future directions are addressed in aspects such as device performance optimization ...
Guodong Gong, You Zhou, Qingxiu Li, Wenyu Zhao, Sunyingyue Geng, Hangfei Li, Yan‐Bing Leng, Shirui Zhu, Guanglong Ding, Yongbiao Zhai, Ziyu Lv, Ye Zhou, Su‐Ting Han   +12 more
wiley   +1 more source

Analytical Pricing Vulnerable Options with Stochastic Volatility in a Two-Factor Stochastic Interest Rate Model

Mathematics
This paper develops an analytical pricing formula for vulnerable options with stochastic volatility under a two-factor stochastic interest rate model.
Junkee Jeon, Geonwoo Kim
doaj   +1 more source

Intelligent Acousto‐Electrical Metamaterials (IAM) for Sound Source Detection

Advanced Materials, EarlyView.
Our proposed metamaterial concept enables sound source detection using a single material, in contrast to conventional arrays that require dozens or even hundreds of transducers. We show that the coupled acoustic–vibrational–electrical responses in piezoelectric metamaterials give rise to topology‐governed charge transport, producing distinct voltage ...
Victor Couëdel, Haotian Lu, Jiayan Zhang, Desheng Yao, Ananya Bhardwaj, Ramiro Contreras, Karim Sabra, Xiaoyu (Rayne) Zheng   +7 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

MEAN-REVERTING STOCHASTIC VOLATILITY [PDF]

International Journal of Theoretical and Applied Finance, 2000
We present derivative pricing and estimation tools for a class of stochastic volatility models that exploit the observed "bursty" or persistent nature of stock price volatility. An empirical analysis of high-frequency S&P 500 index data confirms that volatility reverts slowly to its mean in comparison to the tick-by-tick fluctuations of the index ...
Fouque, Jean-Pierre, Papanicolaou, George, Sircar, Ronnie   +2 more
openaire   +2 more sources

Room‐Temperature Skyrmionic Synapse in 2D Ferromagnet Fe3GaTe2 Operating via Collective Spin Texture Transformation

Advanced Materials, EarlyView.
We demonstrate a neuromorphic synapse in 2D Fe3GaTe2 flakes. The device operates via a current‐driven transformation from a skyrmion‐lattice to a stripe‐domain state, yielding a linear anomalous Hall resistance response with a tunable slope to enable multiply‐accumulate operations. Simulations confirm its viability in artificial neural networks.
Jixiang Huang, Tongji Zhu, PeiYu Cai, Xiaoming Ma, Zhen Wang, Ruifu Zhang, Yi Hao, Jingdi Lu, Liubing He, Jun Xu, Yuejie Zhang, Wanjun Jiang, Jing Tao, Shiming Lei, Pavel Parchinskiy, Jing Teng, Lingfei Wang, Wei Niu, Elton J.G. Santos, Xiaoqian Zhang, Peng Li   +20 more
wiley   +1 more source