Results 91 to 100 of about 255,661 (340)

The influence of dividend policy on the volatility of shares in the Romanian equity capital market

MATEC Web of Conferences, 2018
Dividend policy is one of the most debated topics in corporate finance and, at the same time, it represents an important issue from the perspective of both the managers of the firm and the investors. To the best of our knowledge, the literature regarding
Cristea Ciprian, Cristea Maria
doaj   +1 more source

A Neural Stochastic Volatility Model

, 2018
In this paper, we show that the recent integration of statistical models with deep recurrent neural networks provides a new way of formulating volatility (the degree of variation of time series) models that have been widely used in time series analysis ...
Luo, Rui, Wang, Jun, Xu, Xiaojun, Zhang, Weinan   +3 more
core   +1 more source

Biomimetic Ion‐Orchestrated Hierarchical Armored Hydrogel Coating for Robust and Multifunctional Surface Protection

Advanced Functional Materials, EarlyView.
Inspired by the skin‐toughening mechanism of marine sponges, an ion‐orchestrated structural engineering strategy is proposed to regulate the surface microstructure of hydrogel coatings, enabling the in situ formation of a robust armor layer that enhances mechanical integrity and provides multifunctional protection by suppressing fouling attachment and ...
Wenshuai Yang, Ziqian Zhao, Weiyan Zhu, Lu Gong, Yongxiang Sun, Haoyu Yang, Ling Zhang, Wenfei Zhang, Hao Zhang, Fang Zhou, Xuwen Peng, Hongbo Zeng   +11 more
wiley   +1 more source

Automated model selection in finance: General-to-specic modelling of the mean and volatility specications [PDF]

General-to-Specific (GETS) modelling has witnessed major advances over the last decade thanks to the automation of multi-path GETS specification search. However, several scholars have argued that the estimation complexity associated with financial models
Alvaro Escribano, Genaro Sucarrat
core  

Control of Polarization and Polar Helicity in BiFeO3 by Epitaxial Strain and Interfacial Chemistry

Advanced Functional Materials, EarlyView.
In BiFeO3 thin films, the interplay of interfacial chemistry, electrostatics, and epitaxial strain is engineered to stabilize homohelicity in polarization textures at the domain scale. The synergistic use of a Bi2O2‐terminated Aurivillius buffer layer and a highly anisotropic compressive epitaxial strain offers new routes to control the polar‐texture ...
Elzbieta Gradauskaite, Lilia Huynh, Natascha Gray, Quintin N. Meier, Marta D. Rossell, Morgan Trassin   +5 more
wiley   +1 more source

Application of deep learning to option hedging strategy

Systems and Soft Computing
The emergence of the digital information age has sparked considerable interest in predictive analytics within the realm of finance. Predicting uncertainty lies at the heart of Financial Engineering, where crafting investment or trading strategies using ...
Haibin Li, Mingzhu Sun, Ziqi Wang
doaj   +1 more source

Economic growth volatility: Is financialization a culprit? [PDF]

Russian Journal of Economics
Financial development plays a crucial role in shaping economic growth, yet it can introduce volatility. This study examines the relationship between financial development and economic growth volatility.
Wasim Ullah
doaj   +3 more sources

From Efficient Market Theory to Behavioral Finance [PDF]

The efficient markets theory reached the height of its dominance in academic circles around the 1970s. Faith in this theory was eroded by a succession of discoveries of anomalies, many in the 1980s, and of evidence of excess volatility of returns ...
Robert J. Shiller
core  

Volatility in the Italian Stock Market: an Empirical Study

, 1999
We study the volatility of the MIB30-stock-index high-frequency data from November 28, 1994 through September 15, 1995. Our aim is to empirically characterize the volatility random walk in the framework of continuous-time finance. To this end, we compute
Ball, Cizeau, Enrico Scalas, Gianaurelio Cuniberti, Hull, Mandelbrot, Mantegna, Marco Raberto, Massimo Riani, Scalas, Vandewalle, Wilmott   +11 more
core   +3 more sources

Lithium Intercalation in the Anisotropic Van Der Waals Semiconductor CrSBr

Advanced Functional Materials, EarlyView.
We report the lithium intercalation in the layered van der Waals crystal CrSBr, revealing strongly anisotropic ion‐migration dynamics. Optical and electrical characterization of exfoliated CrSBr shows lithium diffusion coefficients that differ by more than an order of magnitude along a‐ and b‐directions, consistent with molecular dynamics simulations ...
Kseniia Mosina, Aljoscha Söll, Jiří Šturala, Martin Veselý, Petr Levinsky, Ondřej Kaman, Florian Dirnberger, Giuliana Materzanini, Nicola Marzari, Gian‐Marco Rignanese, Borna Radatović, Vlastimil Mazánek, David Sedmidubský, Zdeněk Sofer   +13 more
wiley   +1 more source