Results 81 to 90 of about 124,089 (295)

Hierarchical Summary Statistics Encoding Across Primary Visual and Posterior Parietal Cortices

Advanced Science, EarlyView.
This study shows that mouse V1 simultaneously encodes the ensemble mean and variance of motion, providing a robust summary‐statistic representation that persists despite single‐neuron variability. These signals propagate to PPC, where they are transformed into abstract category representations during decision making.
Young‐Beom Lee, Oliver James, Gaeun Jung, Doyun Lee, Yee‐Joon Kim   +4 more
wiley   +1 more source

Analytical Pricing of Discretely Sampled Volatility Swaps Under the 4/2 Stochastic Volatility Model

Risks
This paper develops a unified analytical framework for pricing discretely sampled volatility-average swaps under the 4/2 stochastic volatility model.
Sanae Rujivan, Seyha Lim, Nopporn Thamrongrat, Angelo E. Marasigan   +3 more
doaj   +1 more source

Spatial‐Wavelength Multiplexing Error‐Controlled Photonic Analog Computing System

Advanced Science, EarlyView.
A novel photonic integrated circuit prototype implementing the concept of general‐purpose analog computing and demonstrate its capability in radio frequency applications. The chip features a multichannel architecture and performs fully optical analog computation with frequency‐domain parallel processing. An FPGA‐based error‐correction algorithm aims to
Tao Zhu, Bowen Zhu, Shicheng Zhang, Keren Li, Xianchen Wu, Yazhi Pi, Jie Yan, Daigao Chen, Bingli Guo, Xi Xiao, Lei Wang, Xiaochuan Xu, Xuwei Xue, Shanguo Huang, Zizheng Cao, Shaohua Yu   +15 more
wiley   +1 more source

An Asymptotic Expansion with Push-Down of Malliavin Weights [PDF]

This paper derives asymptotic expansion formulas for option prices and implied volatilities as well as the density of the underlying asset price in multi-dimensional stochastic volatility models.
Akihiko Takahashi, Toshihiro Yamada
core   +3 more sources

Stochastic Volatility and Pricing Bias in the Swedish OMX-Index Call Option Market [PDF]

This paper investigates the pricing bias in the Swedish OMX-Index Option market and how a stochastic volatility affects European call option prices. The market is purely European and without dividends for the period studied. A CIR square-root process for
Byström , Hans
core  

Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility

, 2020
We derive generalizations of Dupire formula to the cases of general stochastic drift and/or stochastic local volatility. First, we handle a case in which the drift is given as difference of two stochastic short rates. Such a setting is natural in foreign
Ogetbil, Orcan
core  

Low Power Optoelectronic Neuromorphic Memristor for In‐Sensor Computing and Multilevel Hardware Security Communications

Advanced Science, EarlyView.
ABSTRACT Conventional software‐based encryption faces mounting limitations in power efficiency and security, inspiring the development of emerging neuromorphic computing hardware encryption. This study presents a hardware‐level multi‐dimensional encryption paradigm utilizing optoelectronic neuromorphic devices with low energy consumption of 3.3 fJ ...
Bo Sun, Jinhao Zhang, Jialin Meng, Tianyu Wang   +3 more
wiley   +1 more source

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

Bayesian Inference in a Stochastic Volatility Nelson-Siegel Model [PDF]

In this paper, we develop and apply Bayesian inference for an extended Nelson- Siegel (1987) term structure model capturing interest rate risk. The so-called Stochastic Volatility Nelson-Siegel (SVNS) model allows for stochastic volatility in the ...
Fuyu Yang, Nikolaus Hautsch
core  

Advances and Perspectives in Graphene‐Based Quantum Dots Enabled Neuromorphic Devices

Advanced Science, EarlyView.
Graphene‐based QDs are zero‐dimensional carbon nanomaterials with pronounced quantum confinement and tunable electronic structures. Herein, we summarize their synthesis strategies and functionalization methods, and highlight their functional roles and operating mechanisms in devices, as well as recent advances in neuromorphic electronics. We anticipate
Yulin Zhen, Wei Zeng, Zherui Zhao, JiYu Zhao, Ziyan Huang, Zhuo Chen, Kui Zhou, Guanglong Ding, Su‐Ting Han, Ye Zhou   +9 more
wiley   +1 more source