Results 71 to 80 of about 22,553 (296)

Echinoderm‐Inspired Autonomy for Soft‐Legged Robots

Advanced Robotics Research, EarlyView.
Inspired by echinoderms, a modular soft robot achieves autonomous phototaxis without a central controller or explicit communication. Each limb independently adapts its actuation timing through local sensing and short‐term memory. Coordination emerges purely from physical interactions, demonstrating resilience to changes in morphology, environment, and ...
Harmannus A. H. Schomaker, Jelle de Vries, Johannes T. B. overvelde   +2 more
wiley   +1 more source

DRIVE‐SAFE: Data‐Driven Robustness and Informed Validation for Evolving Specifications via Formal Evaluation

Advanced Robotics Research, EarlyView.
DRIVE‐SAFE evaluates learning‐based, black‐box autonomous driving policies against evolving temporal safety requirements using Signal Temporal Logic robustness metrics. It aggregates distributional robustness measures with domain‐informed weights to guide iterative retraining.
Kristy Sakano, Jianyu An, Dinesh Manocha, Huan Xu   +3 more
wiley   +1 more source

Cysteine Redox State Governs the Condensation Pathway of Hendra Virus W Protein and Differentially Impacts Type I IFN and NF‐κB Signaling

Advanced Science, EarlyView.
The cysteine redox state of the Hendra virus W (WHeV) protein controls assembly into fibrils or amorphous aggregates, with residues 2–29 required for fibrillation. In cells, WHeV forms different types of nuclear condensates. Impaired ability to form redox‐sensitive, non‐filamentous condensates reduces WHeV inhibition of the NF‐κB pathway, while it ...
Frank Gondelaud, Alexandre Lalande, Giulia Pesce, Auriane Bouchet, Carole Meunier, Christophe Bignon, Denis Ptchelkine, Yu Gu, Eva Ogire, Pierre‐Yves Lozach, Denis Gerlier, Cyrille Mathieu, Sonia Longhi   +12 more
wiley   +1 more source

Stylized Facts and Discrete Stochastic Volatility Models [PDF]

This paper highlights the ability of the discrete stochastic volatility models to predict some important properties of the data, i.e. leptokurtic distribution of the returns, slowly decaying autocorrelation function of squared returns, the Taylor effect ...
Alin Sima
core  

Ferroelectric Devices for In‐Memory and In‐Sensor Computing

Advanced Science, EarlyView.
Inspired by biological systems, in‐memory and in‐sensor computing overcome von Neumann bottlenecks. Ferroelectric devices can mimic synaptic functions and sense stimuli like light or force, therefore are ideal for these paradigms. This review introduces the ferroelectric devices applied for in‐memory and in‐sensor computing, covering their structures ...
Hong Fang, Ronghuan Xie, Qiang Cao, Shishen Yan, Xiaolin Wang, Limei Zheng   +5 more
wiley   +1 more source

Hedging with Stochastic and Local Volatility [PDF]

We derive the local volatility hedge ratios that are consistent with a stochastic instantaneous volatility and show that this ‘stochastic local volatility’ model is equivalent to the market model for implied volatilities.
Carol Alexander, Leonardo M. Nogueira
core  

Estimation of integrated volatility in stochastic volatility models [PDF]

Applied Stochastic Models in Business and Industry, 2005
In the framework of stochastic volatility models we examine estimators for the integrated volatility based on the pth power variation (i.e. the sum of pth absolute powers of the log-returns). We derive consistency and distributional results for the estimators given high-frequency data, especially taking into account what kind of process we may add to ...
openaire   +2 more sources

Transferable Deep Reinforcement Learning With Edge‐Contour‐Depth Fusion for Autonomous Wireless Capsule Endoscopy Navigation

Advanced Science, EarlyView.
This study presents an anatomical landmark‐guided DRL framework for autonomous wireless capsule endoscopy navigation. Using a lightweight edge‐contour‐depth fusion module, it achieves over 97% coverage across diverse gastric anatomies. To ensure reliability, a two‐stage sim‐to‐real pipeline with an adaptive dynamic programming controller mitigates ...
Haoxuan Wu, Haitao Gao, Qingyang Liu, Sishen Yuan, Haiyang Fang, Mingwu Su, Baijia Liang, Yongzun Yang, Long Bai, Wenzhen Dong, Dihong Xie, Shijian Su, Jiewen Lai, Shing Shin Cheng, Zhen Li, Xiuli Zuo, Hongliang Ren   +16 more
wiley   +1 more source

A Market Model for Stochastic Implied Volatility [PDF]

In this paper a stochastic volatility model is presented that directly prescribes the stochastic development of the implied Black-Scholes volatilities of a set of given standard options.
Schönbucher, Philpp J.
core  

GARCH-PDE models for option pricing under stochastic volatility and their finite difference solvers

Journal of Finance and Data Science
This paper presents numerical solvers for generative and hybrid option pricing models that unify econometric and diffusion-based approaches. These models are formulated as systems of continuous partial differential equations (PDEs), with stochastic ...
Qi Wang, Lu Zhang, Qian Zhang
doaj   +1 more source