Results 61 to 70 of about 116,745 (301)

Variance and Interest Rate Risk in Unit-Linked Insurance Policies

Risks, 2020
One of the risks derived from selling long-term policies that any insurance company has arises from interest rates. In this paper, we consider a general class of stochastic volatility models written in forward variance form.
David Baños, Marc Lagunas-Merino, Salvador Ortiz-Latorre   +2 more
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

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

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, Seungme Kang, Chaehyun Kim, Taehyun Park, Youngwoo Yoo, Yeong Kwon Kim, Wonjun Shin, Byung Chul Jang, Young‐Joon Kim, Hocheon Yoo   +9 more
wiley   +1 more source

The Heston Model with Time-Dependent Correlation Driven by Isospectral Flows

Mathematics, 2021
In this work, we extend the Heston stochastic volatility model by including a time-dependent correlation that is driven by isospectral flows instead of a constant correlation, being motivated by the fact that the correlation between, e.g., financial ...
Long Teng
doaj   +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, Changgyun Moon, Hyun‐Bin Yu, Sunkook Kim, Dong‐Hwan Kim   +4 more
wiley   +1 more source

Neuromorphic Electronics for Intelligence Everywhere: Emerging Devices, Flexible Platforms, and Scalable System Architectures

Advanced Materials, EarlyView.
The perspective presents an integrated view of neuromorphic technologies, from device physics to real‐time applicability, while highlighting the necessity of full‐stack co‐optimization. By outlining practical hardware‐level strategies to exploit device behavior and mitigate non‐idealities, it shows pathways for building efficient, scalable, and ...
Kapil Bhardwaj, Roshni Satheesh Babu, Yuxin Xia, Eva Bestelink, Radu Sporea, Nikos Hastas, Ioannis Zeimpekis, Dimitra G. Georgiadou, Sayani Majumdar   +8 more
wiley   +1 more source

Deep Stochastic Volatility Model

, 2021
Volatility for financial assets returns can be used to gauge the risk for financial market. We propose a deep stochastic volatility model (DSVM) based on the framework of deep latent variable models. It uses flexible deep learning models to automatically detect the dependence of the future volatility on past returns, past volatilities and the ...
Xu, Xiuqin, Chen, Ying
openaire   +2 more sources

Recent Advances of Slip Sensors for Smart Robotics

Advanced Materials Technologies, EarlyView.
This review summarizes recent progress in robotic slip sensors across mechanical, electrical, thermal, optical, magnetic, and acoustic mechanisms, offering a comprehensive reference for the selection of slip sensors in robotic applications. In addition, current challenges and emerging trends are identified to advance the development of robust, adaptive,
Xingyu Zhang, Liao Wu, Shuai He, Zhao Sha, Yuwan Huang, Shuying Wu, Dewei Chu, Chun H. Wang, Shuhua Peng   +8 more
wiley   +1 more source

Test data sets for calibration of stochastic and fractional stochastic volatility models

Data in Brief, 2016
Data for calibration and out-of-sample error testing of option pricing models are provided alongside data obtained from optimization procedures in ''On calibration of stochastic and fractional stochastic volatility models'' [1].
Jan Pospíšil, Tomáš Sobotka
doaj   +1 more source