Results 41 to 50 of about 2,530,305 (240)

Reward-risk momentum strategies using classical tempered stable distribution [PDF]

Journal of Banking & Finance, 2014
We implement momentum strategies using reward-risk measures as ranking criteria based on classical tempered stable distribution. Performances and risk characteristics for the alternative portfolios are obtained in various asset classes and markets. The reward-risk momentum strategies with lower volatility levels outperform the traditional momentum ...
Jaehyung Choi, Young Shin Kim, Ivan Mitov   +2 more
openaire   +2 more sources

PASTA‐ELN: Simplifying Research Data Management for Experimental Materials Science

Advanced Engineering Materials, EarlyView.
Research data management faces ongoing hurdles as many ELNs remain complex and restrictive. PASTA‐ELN offers an open‐source, cross‐platform solution that prioritizes simplicity, offline access, and user control. Its in tuitive folder structure, modular Python add‐ons, and open formats enable seamless documentation, FAIR data practices, and easy ...
S. Brinckmann, G. Winkens, R. Schwaiger
wiley   +1 more source

Excursion operators and the stable Bernstein center

Forum of Mathematics, Pi
We prove that the Fargues-Scholze construction of elements in the Bernstein center via excursion operators always yields stable distributions. We also prove a strong quantitative compatibility of the Fargues-Scholze construction with transfer across ...
David Hansen
doaj   +1 more source

Microstructure Reconstruction in Battery Electrodes Using Machine Learning Based on Low‐Voltage Focused Ion Beam–Scanning Electron Microscopy Tomography Images

Advanced Engineering Materials, EarlyView.
Low‐voltage FIB‐SEM tomography combined with a image preprocessing pipeline improves phase contrast and enables reliable machine‐learning segmentation of conductive networks in lithium‐ion battery electrodes. Structural descriptors are extracted from segmented images, done semimanually and automated, and compared.
Lisa Beran, Vincent Nebel, Dominik Perius, Kshitij Kumar, Yannis Heim, Laura Bies, Tobias Kraus   +6 more
wiley   +1 more source

On the Background Driving Lévy Density Associated with the General Tempered Stable Distribution: Theoretical Properties and Financial Applications

Mathematical and Computational Applications
This paper identifies and characterizes the background driving Lévy process (BDLP) associated with the Generalized Tempered Stable (GTS) distribution, a flexible seven-parameter family of infinitely divisible distributions with applications in physics ...
Aubain Nzokem, Daniel Maposa
doaj   +1 more source

Influence of Scan Strategies in Electron Beam Powder Bed Fusion on Solidification, Microstructure, and High‐Temperature Compressive Properties of γ′‐Strengthened Inconel 738LC

Advanced Engineering Materials, EarlyView.
Experiments and thermophysical simulations were conducted to investigate the electron beam powder bed fusion electron beam (PBF‐EB/M) process for the γ′‐strengthened nickel‐based superalloy Inconel 738LC. The results demonstrate the impact of process‐induced microstructural variations on high‐temperature mechanical behavior, providing a basis for ...
Jan Niklas Petenati, Karthik Kumar Banku, Prasanth Bondi, Ivan Zhirnov, Yangyiwei Yang, Gordon Schmidt, Jürgen Christen, Georg Hasemann, Manja Krüger, Bai‐Xiang Xu, Bilal Gökce, Silja‐Katharina Rittinghaus   +11 more
wiley   +1 more source

DigiChrom: A Domain Ontology for Semantic Representation of Trivalent Chromium Platings and Its Large Language Model‐Based Alignment With Multiple Mid‐Level Ontologies

Advanced Engineering Materials, EarlyView.
Digitalizing electroplating requires both domain knowledge and interoperability. This work introduces PlatOn, a domain ontology for trivalent chromium plating and coating characterization, and a hybrid pipeline that aligns it to a mid‐level reference ontology by combining eight similarity metrics with language model reasoning. Expert‐validated mappings
Janik Harter, Elena Garcia Trelles, Christoph Schweizer, Thomas Seifert, Christoph Baumer, Mahmoud Elkady, Katja Feige, Daniel Grimme, Edgar Hoffmann, Andreas Waibel, Anke Walter   +10 more
wiley   +1 more source

Enhanced Fast Fractional Fourier Transform (FRFT) Scheme Based on Closed Newton-Cotes Rules

Axioms
The paper presents an enhanced numerical framework for computing the one-dimensional fast Fractional Fourier Transform (FRFT) by integrating closed-form Composite Newton-Cotes quadrature rules.
Aubain Nzokem, Daniel Maposa, Anna M. Seimela   +2 more
doaj   +1 more source

OntOMat: Toward Ontology‐Based Product and Process Design Engineering and Optimization Solutions Fueling Circular Value Chains

Advanced Engineering Materials, EarlyView.
The OntOMat ontology establishes a structured framework for polymer matrix fiber reinforced composite materials, integrating manufacturing processes, characterization methods, and multiscale design through the VDI/VDE 3682 formalized process description standard.
Nicolas Christ, Jörg Hohe, Martin Kördel, Michael Giese, Niklas Toffert, Christian Seidel, Olaf Rehme, Patrik Schneider, Oliver Focke, Elie Abi Aoun, Claas Falldorf, Beñat Gutierrez, Alexandra Kühn, Sven Torstrick-von der Lieth, Christoph Herden, Erik Johannsen, Jan‐Uwe R. Schmidt, Felix Winkelmann, Andreas Schott, Daniel Schott   +19 more
wiley   +1 more source

Investigating the Effect of Inclination Angle and the Influence of Scan Parameters on the Appearance and Thermal and Mechanical Properties of Filigree Tension Rods of LPBF‐Manufactured NiTi Shape‐Memory Alloys

Advanced Engineering Materials, EarlyView.
This article investigates the dependence of the properties on the manufacturing orientation in the form of the inclination angle to the build plate of LPBF‐fabricated NiTi rods with a diameter of 150–220 µm. Metallographic, chemical, thermal, and mechanical characterization show behavior under identical manufacturing conditions that ranges from ...
Sandra Herzig, Michael Werner, Christian Rotsch   +2 more
wiley   +1 more source