Results 21 to 30 of about 57,558 (274)
IEEE Access, 2019 The proliferation of electric vehicles and active distribution network has brought many uncertainties to the power system. If the power system involves battery-swap stations of electric vehicles, it is difficult to ensure the data security during the ...
Wei Hu, Wenhui Yao, Yawei Hu, Huanhao Li
doaj +1 more source
IEEE Transactions on Quantum Engineering, 2022 In this work, we aim to solve a practical use-case of unsupervised clustering that has applications in predictive maintenance in the energy operations sector using quantum computers.
Stephen DiAdamo +3 more
doaj +1 more source
The Italian version of the Reflective Functioning Questionnaire: Validity data for adults and its association with severity of borderline personality disorder. [PDF]
PLoS ONE, 2018 INTRODUCTION:Impairments in the ability to understand others and the self in terms of internal mental states (reflective functioning [RF] or mentalizing) are thought to play a key role in the development of borderline personality disorder (BPD).
Niccolò Morandotti +10 more
doaj +1 more source
Spectral Expansions for Credit Risk Modelling with Occupation Times
Risks, 2022 We study two credit risk models with occupation time and liquidation barriers: the structural model and the hybrid model with hazard rate. The defaults within the models are characterized in accordance with Chapter 7 (a liquidation process) and Chapter ...
Giuseppe Campolieti +2 more
doaj +1 more source
Arithmetic variance swaps [PDF]
, 2016 Biases in standard variance swap rates can induce substantial deviations below market rates. Defining realised variance as the sum of squared price (not log-price) changes yields an `arithmetic' variance swap with no such biases.
Alexander, Carol, Leontsinis, Stamatis
core +1 more source
Influence of Plant Fraction, Soil, and Plant Species on Microbiota: a Multikingdom Comparison
mBio, 2020 Plant roots influence the soil microbiota via physical interaction, secretion, and plant immunity. However, it is unclear whether the root fraction or soil is more important in determining the structure of the prokaryotic or eukaryotic community and ...
Andrzej Tkacz +4 more
doaj +1 more source
The relation between physical and risk-neutral cumulants [PDF]
, 2006 Variance swaps are natural instruments for investors taking directional bets on volatility and are often used for portfolio protection. But the crucial observation suggests that derivative professionals may desire to hedge beyond volatility risk and ...
Zhao, H, Zhang, EJ, Chang, EC
core +5 more sources
Experimental Verification of Fluctuation Relations with a Quantum Computer
PRX Quantum, 2021 Inspired by the idea that quantum computers can be useful in advancing basic science, we use a quantum processor to experimentally validate a number of theoretical results in non-equilibrium quantum thermodynamics, that were not (or were very little ...
Andrea Solfanelli +2 more
doaj +1 more source
On Volatility Swaps for Stock Market Forecast: Application Example CAC 40 French Index
Journal of Probability and Statistics, 2014 This paper focuses on the pricing of variance and volatility swaps under Heston model (1993). To this end, we apply this model to the empirical financial data: CAC 40 French Index. More precisely, we make an application example for stock market forecast:
Halim Zeghdoudi +2 more
doaj +1 more source
Prices and Asymptotics for Discrete Variance Swaps
, 2013 We study the fair strike of a discrete variance swap for a general time-homogeneous stochastic volatility model. In the special cases of Heston, Hull-White and Schobel-Zhu stochastic volatility models we give simple explicit expressions (improving ...
Bernard, Carole, Cui, Zhenyu
core +1 more source