Results 51 to 60 of about 7,006,649 (251)
Tempered stable distributions and processes in finance: numerical analysis [PDF]
, 2010 Most of the important models in finance rest on the assumption that randomness is explained through a normal random variable. However there is ample empirical evidence againstthe normality assumption, since stockreturns are heavy-tailed, leptokurtic and skewed.
Michele Leonardo Bianchi +3 more
openaire +1 more source
Advanced Engineering Materials, EarlyView.Despite benefits to storage stability and handleability of aluminum scrap, octadecyl phosphonic acid (ODPA) SAMs reduce the tensile strength of wires produced using friction‐induced recycling. Etching and methyl diphosphonic acid (MDPA) coatings, however, have little effect.
Timothy D. Goller +3 more
wiley +1 more source
Elastic–Plastic Modeling and Experimental Characterization of Granular Jamming Actuators
Advanced Engineering Materials, EarlyView.Granular jamming enables rapid switching between soft and rigid mechanical states. Here, a reduced‐order elastic‐perfectly‐plastic beam framework captures pressure‐dependent loading, unloading, residual deformation, and hysteresis in jammed beams, while matching three‐point bending experiments across materials and geometries. The framework links design
Saheli Patel +2 more
wiley +1 more source
Advanced Engineering Materials, EarlyView.A high interstital austenitic steel is additively manufactured and postdensified by HIP to eliminate gas porosity. Thereby, the loss of N and Mn in Ar HIP atmosphere is investigated. Further, HIP using N2 atmosphere is investigated which led to excessive nitride formation.
F. Großwendt +4 more
wiley +1 more source
Infinite Variation Tempered Stable Ornstein-Uhlenbeck Processes with Discrete Observations
, 2010 We investigate transition law between consecutive observations of Ornstein– Uhlenbeck processes of infinite variation with tempered stable stationary distribution.
Hiroki Masuda +5 more
core +2 more sources
Advanced Engineering Materials, EarlyView.PUF/ENB microcapsules were synthesized based on a sequential factorial design and incorporated into an epoxy matrix. Their anticorrosive action, associated with the self‐healing mechanism, demonstrated that the addition of microcapsules to the coating improved anticorrosive performance compared to pure epoxy coatings, particularly when the encapsulate ...
Vandicleya Alves Moreira +6 more
wiley +1 more source
A Unified Phenomenological Model Captures Water Equilibrium and Kinetic Processes in Soil
Water Resources ResearchSoil water sustains life on Earth, and how to quantify water equilibrium and kinetics in soil remains a challenge for over a century despite significant efforts.
Yong Zhang +4 more
doaj +1 more source
Measures of dependence for Ornstein-Uhlenbeck processes with tempered stable distribution [PDF]
In this paper we investigate the dependence structure for Ornstein-Uhlenbeck processes with totally skewed tempered stable structure. They are natural extension of Ornstein-Uhlenbeck processes with stable (and Gaussian) distribution.
Wylomanska-, Agnieszka
core
Advanced Engineering Materials, EarlyView.Additive manufacturing introduces pronounced microstructural and crystallographic anisotropy in Ni‐based superalloys, resulting in orientation‐dependent creep deformation and damage. This review identifies the key microstructural origins of creep anisotropy, examines their influence on dominant deformation mechanisms, and highlights processing ...
Chandan Kumar +3 more
wiley +1 more source
Tempered stable and tempered infinitely divisible GARCH models [PDF]
In this paper, we introduce a new GARCH model with an infinitely divisible distributed innovation, referred to as the rapidly decreasing tempered stable (RDTS) GARCH model.
Rachev, Svetlozar T. +3 more
core +1 more source