Results 61 to 70 of about 129,146 (344)

Switching to non-affine stochastic volatility: A closed-form expansion for the Inverse Gamma model

, 2016
This paper introduces the Inverse Gamma (IGa) stochastic volatility model with time-dependent parameters, defined by the volatility dynamics $dV_{t}=\kappa_{t}\left(\theta_{t}-V_{t}\right)dt+\lambda_{t}V_{t}dB_{t}$.
Langrené, Nicolas, Lee, Geoffrey, Zhu, Zili   +2 more
core   +2 more sources

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

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

Stochastic volatility and DSGE models [PDF]

Economics Letters, 2009
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +4 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

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

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

Estimation of integrated volatility of volatility with applications to goodness-of-fit testing

, 2015
In this paper, we are concerned with nonparametric inference on the volatility of volatility process in stochastic volatility models. We construct several estimators for its integrated version in a high-frequency setting, all based on increments of spot ...
Vetter, Mathias
core   +1 more source

Néel Tensor Torque in Polycrystalline Antiferromagnets

Advanced Materials, EarlyView.
This work introduces a Néel tensor torque based on a rank‐two symmetric tensor capturing spin correlations in a polycrystalline antiferromagnet. It shows the Néel tensor can be shaped and reshaped through the spin‐orbit torque (SOT) technique, enabling field‐free SOT switching with a specific polarity of the adjacent ferromagnet. This discovery opens a
Chao‐Yao Yang, Sheng‐Huai Chen, Chih‐Hsiang Tseng, Hsiu‐Hau Lin, Chih‐Huang Lai   +4 more
wiley   +1 more source

Spatially‐Controlled Planar Guided Crystallization of Low‐Loss Phase Change Materials for Programmable Photonics

Advanced Materials, EarlyView.
The concept of spatially‐controlled planar guided crystallization is a novel method for programming the growth of optically homogeneous low‐loss Sb2S3 phase‐change material (PCM), leveraging the directional crystallization within confined channels.
Fouad Bentata, Arnaud Taute, Capucine Laprais, Régis Orobtchouk, Eva Kempf, Alban Gassenq, Yves Pipon, Michele Calvo, Valérie Martinez, Stéphane Monfray, Guillaume Saint‐Girons, Nicolas Baboux, Hai Son Nguyen, Xavier Letartre, Lotfi Berguiga, Patrice Genevet, Sébastien Cueff   +16 more
wiley   +1 more source