Results 121 to 130 of about 607,096 (294)
Rough volatility and portfolio optimisation under small transaction costs [PDF]
, 2019 The first chapter of the thesis presents the study of the linear-quadratic ergodic control problem of fractional Brownian motion. Ergodic control problems arise naturally in the context of small cost asymptotic expansion of utility maximisation problems ...
Schelling, Denis Matthias
core
Advanced Functional Materials, EarlyView.A FeN4─O/Clu@NC‐0.1Ac catalyst containing atomically‐dispersed FeN4─O sites (medium‐spin Fe2+) and Fe clusters delivered a half‐wave potential of 0.89 V for ORR and an overpotential of 330 mV at 10 mA cm−2 for OER in 0.1 m KOH. When the catalyst was used in a rechargeable Zn–air battery, a power density of 284.5 mW cm−2 was achieved with excellent ...
Yongfang Zhou +8 more
wiley +1 more source
The effect of asset price volatility on fiscal policy outcomes [PDF]
This paper examines the effect of asset price volatility on fiscal policy stance. We find that asset price volatility affects the volatility of discretionary fiscal policy in a positive and significant manner, which according to Fatas and Mihov (2003 ...
Athanasios Tagkalakis
core
Melt Grafting of Geometry‐Tailored Voltage Stabilizers for High‐Performance Polypropylene Insulation
Advanced Functional Materials, EarlyView.A scalable one‐step melt grafting strategy is developed to enhance the dielectric properties of isotactic polypropylene by covalently incorporating thermally stable aromatic voltage stabilizers. This solvent‐free approach improves volume resistivity and DC breakdown strength through deep trap formation and charge localization, offering a sustainable ...
Nazirul Mubin bin Normansah +9 more
wiley +1 more source
Advanced Functional Materials, EarlyView.A vertically stacked, DEA‐driven photonic array inspired by cephalopod skin, featuring highly crystalline colloidal crystal gels with vivid color, low FWHM and scalability is presented. The multilayer design removes lateral pixel interference, achieving near‐100% fill factor with fully independent RGB actuation.
Maga Kim +11 more
wiley +1 more source
Value At Risk (VAR) With Respect To Single Risk Factor [PDF]
Revista Română de Statistică, 2010 The paper reports on developing a value at risk (VaR) model with respect to a single risk factor. In the process, it shows how stochastic differential equation (SDE) and its variants can be considered as special cases of the VaR framework developed ...
Anass BAYAGA
doaj
Structure–Transport–Ion Retention Coupling for Enhanced Nonvolatile Artificial Synapses
Advanced Functional Materials, EarlyView.Nitrogen incorporation into the conjugated backbone of donor–acceptor polymers enables efficient charge transfer and deep ion embedding in organic electrochemical synaptic transistors (OESTs). This molecular‐level design enhances non‐volatile synaptic properties, providing a new strategy for developing high‐performance and reliable neuromorphic devices.
Donghwa Lee +5 more
wiley +1 more source
Revista de Métodos Cuantitativos para la Economía y la Empresa, 2018 Este trabajo estudia la influencia que han tenido en España las prohibiciones de ventas en corto en su mercado bursátil, siendo su objetivo conocer si dicha medida correctiva verdaderamente ha presentado efectos positivos en el mercado.
Gómez Martínez, Raúl +2 more
doaj
FORECASTING MODEL OF AGRICULTURE COMMODITY OF VALUE EXPORT OF COFFEE; APPLICATION OF ARIMA MODEL
Jurnal Teknik Pertanian Lampung, 2020 Indonesia is currently one of the largest coffee producers in the world, and involved in exporting coffee countries. The financial series data such as export value of coffee is highly volatile in both mean and variance.
R.R. Erlina, Rialdi Azhar
doaj +1 more source