Results 81 to 90 of about 5,135 (265)

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

open access: yesAdvanced 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   +9 more
wiley   +1 more source

WS2 Optoelectronic Memristive Reservoir Enabling Ultra‐Low‐Power, Multi‐Task, and Environmentally Stable Neuromorphic Computing

open access: yesAdvanced Science, EarlyView.
WS2‐based in‐memory sensing reservoir computing integrates sensing, memory, and computation in one compact device. It achieves ∼94% N‐MNIST, ∼93% eye motion perception, and ∼89% speech recognition with ultra‐low energy (∼25.5 fJ/spike). The system shows stability at 95% humidity, endurance over 1.5M cycles, and supports synaptic plasticity, enabling ...
Dayanand Kumar   +9 more
wiley   +1 more source

Sub‐Terahertz Memristor Switches Using MoS2 by Liquid–Liquid Interface Assembly

open access: yesAdvanced Science, EarlyView.
This work introduces application‐ready sub‐terahertz memristor switches fabricated from electrochemically exfoliated MoS2 nanosheets assembled at a liquid–liquid interface. The devices exhibit robust unipolar resistive switching, low insertion loss, and high isolation across 10–110 GHz.
Tomás Mingates   +15 more
wiley   +1 more source

Induced Garima Stochastic Volatility Models

open access: yesAustrian Journal of Statistics
In the present paper, a stochastic volatility model generated by a first-order induced Garima Markov sequence has been suggested for modeling financial time series. The statistical and probabilistic properties of the suggested model are studied, and the
Fathima Jafna, Krishnarani S. D.
doaj   +1 more source

Semi-Analytical Option Pricing Under Double Heston Jump-Diffusion Hybrid Model

open access: yesJournal of Mathematical Sciences and Modelling, 2018
We examine European call options in the jump-diffusion version of the Double Heston stochastic volatility model for the underlying price process to provide a more flexible model for the term structure of volatility.
Rehez Ahlip   +2 more
doaj   +1 more source

Femtosecond‐Laser‐Induced Physical Unclonable Random Maze Structure for Storage‐Free Encryption

open access: yesAdvanced Science, EarlyView.
Femtosecond‐laser‐induced gold random maze structures serve as multimodal physical unclonable functions for storage‐free encryption. Their stochastic optical, electrical, and Raman responses are generated by plasmon‐assisted Marangoni formation and converted into AES‐compatible keys without permanent secret‐key storage, offering a portable route toward
Shiru Jiang   +6 more
wiley   +1 more source

Dual‐Mode Nanoporous SiO2 Memristors with Coexisting Volatile and Nonvolatile Dynamics for Reservoir Computing

open access: yesAdvanced Science, EarlyView.
A nanoporous SiO2 memristor enabling reconfigurable volatile and non‐volatile switching within a single device is demonstrated. The dual‐mode functionality supports both physical reservoir dynamics and synaptic weight storage, allowing unified hardware implementation of reservoir computing for temporal information processing, including image and ...
Bohao Ding   +5 more
wiley   +1 more source

Nanomaterials for Allergy Diagnosis and Treatment: Advances, Opportunities and Translational Challenges

open access: yesAdvanced Science, EarlyView.
Nanomaterials offer dual applications in allergy management. For diagnosis, nanomaterials enhance analytical sensitivity and improve detection in specific IgE and functional assays such as the basophil activation test (BAT). For allergen‐specific immunotherapy, nanomaterials enable allergen masking and controlled release, and effectively modulate the ...
Madiha Habib   +8 more
wiley   +1 more source

Pricing Parisian Option under a Stochastic Volatility Model

open access: yesJournal of Applied Mathematics, 2014
We study the pricing of a Parisian option under a stochastic volatility model. Based on the manipulation problem that barrier options might create near barriers, the Parisian option has been designed as an extended barrier option. A stochastic volatility
Min-Ku Lee, Kyu-Hwan Jang
doaj   +1 more source

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