Results 61 to 70 of about 124,089 (295)
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 +12 more
wiley +1 more source
MathematicsThis 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
Multipower Variation and Stochastic Volatility [PDF]
, 2006 In this brief note we review some of our recent results on the use of high frequency financial data to estimate objects like integrated variance in stochastic volatility models. Interesting issues include multipower variation, jumps and market microstructure effects.
Barndorff-Nielsen, Ole Eiler +1 more
openaire +4 more sources
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 +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 +2 more
doaj +1 more source
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 +2 more
core +2 more sources
Light‐Induced Entropy for Secure Vision
Advanced Materials, EarlyView.This work realized a ternary true random number generator by exploiting stochastic traps emerging within multiple junction interfaces, and quantitatively validated the generation of high‐quality random numbers. Furthermore, it successfully demonstrated diverse applications, including AI‐resilient image security, thereby providing a valuable guide for ...
Juhyung Seo +9 more
wiley +1 more source
All‐Optical Reconfigurable Physical Unclonable Function for Sustainable Security
Advanced Materials, EarlyView.An all‐optical reconfigurable physical unclonable function (PUF) is demonstrated using plasmonic coupling–induced sintering of optically trapped gold nanoparticles, where Brownian motion serves as a robust entropy source. The resulting optical PUF exhibits high encoding density, strong resistance to modeling attacks, and practical authentication ...
Jang‐Kyun Kwak +4 more
wiley +1 more source
PERHITUNGAN VALUE AT RISK DENGAN PENDUGA VOLATILITAS STOKASTIK HESTON
E-Jurnal Matematika, 2018 Value at risk is a method that measures financial risk of an security or portfolio. The aims of the research is to find out the value at risk of an exchange rate using the Heston stochastic volatility model. Heston model is a strochastic volatility model
DESAK PUTU DEVI DAMIYANTI +2 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