Results 31 to 40 of about 10,202,946 (277)

Refining value-at-risk estimates using a Bayesian Markov-switching GJR-GARCH copula-EVT model. [PDF]

PLoS ONE, 2018
In this paper, we propose a model for forecasting Value-at-Risk (VaR) using a Bayesian Markov-switching GJR-GARCH(1,1) model with skewed Student's-t innovation, copula functions and extreme value theory.
Marius Galabe Sampid, Haslifah M Hasim, Hongsheng Dai   +2 more
doaj   +1 more source

Is an Apple an Orange? A Large Language Model Benchmark for Candidate Term Extraction and Subclass Decisions Against Upper Ontologies in Engineering and Materials Science

Advanced Engineering Materials, EarlyView.
Building machine‐readable vocabularies for materials science is slow, expert‐driven work. This study benchmarks 13 large language models on two of its first steps: finding candidate terms in engineering articles and deciding where they belong in a class hierarchy.
Thomas Bjarsch, Maximilian Holland, Klaus Drechsler, Johannes Schilp   +3 more
wiley   +1 more source

A simulation study on the distributions of disturbances in the GARCH model

Cogent Economics & Finance, 2017
Generalized autoregressive conditional heteroskedastic (GARCH) model is a standard approach to study the volatility behaviour of financial time series.
Lingbing Feng, Yanlin Shi
doaj   +1 more source

Current Status and Challenges in Data Collection for Aerospace Coatings Deposited by Plasma Spraying

Advanced Engineering Materials, EarlyView.
An innovative approach has been integrated into the GRENAT project to optimize plasma spraying and coating performance. Raw materials are accelerated and melted in the plasma generated by torches, creating coatings. Monitoring sensors collect process data which are combined with ex situ characterization data.
Lila Randriamananjara, Vincent Rat, Quentin Dubreuil, Patrice Valorge, Simon Goutier, Alain Denoirjean, Olivier Messe, Céline Ruelle, Jean‐Philippe Poli   +8 more
wiley   +1 more source

Supporting AI Readiness Through Digital Workflows in Materials Science

Advanced Engineering Materials, EarlyView.
Digitalization drives innovation in materials science by connecting data silos and turning heterogeneous processes into reusable research pipelines. Across 13 MaterialDigital projects, digital workflows reveal complementary pathways toward AI‐ready materials research, founded on structured data, persistent artifacts, executable orchestration, and ...
Marian Bruns, Lateef Abdul, Stephan Barth, Martin Glauer, Manuel Günther, Fabian Neuhaus, Jan‐Ole Perschewski, Thomas Bjarsch, Henrik Abel, Johannes Bosch, Niklas Meyer, Peter Hofmann, Marc Drechsler, Alexander Dyck, Dhanunjaya Kumar Nerella, Marvin Tegeler, Oleg Shchyglo, Ingo Steinbach, Timo Klecker, Henk Birkholz, Ehsan Borzabadi Farahani, Bernard Fedelich, Cetin Haftaoglu, Tarakeshwar Lakshmipathy, Elena Garcia Trelles, Christoph Schweizer, Reza Darvishi Kamachali, Lukas Koschmieder, Janin Eiken, Markus Apel, Sung‐Min Wi, Jiangdong Zhao, Andreas Fezer, Nicolas Christ, Patrick Schneider, Eldor Urinov, Veit Königer, Volker Knoblauch, Janik Harter, Thomas Seifert, Thitichai Janpheng, Florian Fuchs, Fabian Teichert, Jörg Schuster, Anke Bardehle, Andreas Limper, Ulrich Giese, Carlos Lucke, Mario Beiner, Christoph Gögelein, Lisa Leuchtenberger‐Engel, Christian Hopmann, Felix Wentzien, Heike Wittek, Benjamin Klie, Alexander Röhrs, Ludger Overmeyer, Achraf Atila, Marcel Sadowski, Leopold Talirz, Jan Janssen, Jesper R. Pedersen, Peter Beck, Tejs Vegge, Ivano E. Castelli, Wolfgang Wenzel, Tilmann Hickel, Jörg Schaarschmidt   +67 more
wiley   +1 more source

Vector‐Field Control and Emergent Basal‐Plane Anisotropy of Magnetic Textures in Noncentrosymmetric (Fe0.63Ni0.3Pd0.07)3P

Advanced Functional Materials, EarlyView.
A field‐driven transition from chiral stripes to an achiral fan state is observed in a tetragonal magnet and linked to a temperature‐dependent rotation of the effective Dzyaloshinskii–Moriya interaction axis. This interplay generates pronounced in‐plane anisotropy and provides a new route for controlling chiral spin textures in noncentrosymmetric ...
Victor Ukleev, Oleg I. Utesov, Lorenzo Ubilla, Chen Luo, Radu‐Marius Abrudan, Peter Wild, Holger Kropf, Moritz Winter, Sebastian Schneider, Alexander Tahn, Bernd Rellinghaus, Tim A. Butcher, Simone Finizio, Sebastian Wintz, Markus Weigand, Max T. Birch, Yoshinori Tokura, Yasujiro Taguchi, Kosuke Karube, Florin Radu   +19 more
wiley   +1 more source

Does anything beat a GARCH(1,1)? Evidence from the Ghana Stock Exchange [PDF]

Financial Markets, Institutions and Risks
Forecasting stock market volatility in frontier markets is challenging because of structural thinness, irregular trading, and high levels of noise, which can affect the distributional assumptions of classical econometric models.
Musa SAM, Carl Hope KORKPOE
doaj   +1 more source

Deciphering the Photopolymerization‐Induced Nanostructures and Interface Formation for Submicrometer Additive Manufacturing

Advanced Functional Materials, EarlyView.
This work reveals the UV‐curing‐induced monomer‐rich domain, oligomer‐rich domain, and entangled oligomer domain. The cured submicron films in stressed state induce interlayer nano‐wrinkle structures during the deposition of the second layer. Stress‐free cured films in relaxed state form non‐diffusive, diffusive and semi‐diffusive interlayer ...
Shouzheng Chen, Yufeng Zhai, Jungui Zhou, Lixing Li, Simon Schraad, Guangjiu Pan, Xuehe Jiang, Sarathlal Koyiloth Vayalil, Rolf A. T. M. van Benthem, Julien R. G. Navarro, Johan F. G. A. Jansen, Mats K. G. Johansson, Peter Müller‐Buschbaum, Stephan V. Roth   +13 more
wiley   +1 more source

An analysis of East African tea crop prices using the MCMC approach to estimate volatility and forecast the in-sample value-at-risk

Scientific African, 2023
In Eastern African countries, agriculture contributes significantly to the national economy. However, the prices of the essential crops fluctuate considerably due to climate change, the economic crisis, and surging food and fuel costs in the region. This
Yegnanew A. Shiferaw
doaj   +1 more source

Hydro‐ and Lipophilicity of Molecular‐Size‐Controlled Hydrogel Drug Carriers

Advanced Materials Technologies, EarlyView.
We investigate nano‐sized hydrogel drug carriers with tailored hydro‐ and lipophilicity. We design their encapsulation and structure‐forming capabilities and follow them in real time during fabrication using time‐resolved and in situ grazing incidence x‐ray scattering.
Elisabeth Erbes, Naireeta Biswas, Calvin J. Gavillet, Matthias Schwartzkopf, Krishnayan Basuroy, Qing Chen, Andrei Chumakov, Susann Frenzke, Marc Gensch, Korneliya Gordeyeva, Patrycja Kielb, Sonja Kirchner, Volker Körstgens, Peter Müller‐Buschbaum, Henrike M. Müller‐Werkmeister, Jan Rubeck, Sreevidya Thekku Veedu, Jose de Jesus Velazquez‐Garcia, Vivian Waclawek, Daniel Söderberg, Stephan V. Roth, Simone Techert   +21 more
wiley   +1 more source