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Behavioral Finance: Investor Psychology in Volatile Markets
International Journal of Emerging Multidisciplinaries: Social ScienceBehavioral finance offers critical insights into how psychological biases shape investor decision-making, particularly during periods of market volatility. Traditional finance theories assume rational behavior, but behavioral finance highlights how emotions and cognitive biases like overconfidence, herding, loss aversion, and anchoring significantly ...
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Hedging with Stochastic and Local Volatility [PDF]
We derive the local volatility hedge ratios that are consistent with a stochastic instantaneous volatility and show that this ‘stochastic local volatility’ model is equivalent to the market model for implied volatilities.
Carol Alexander, Leonardo M. Nogueira
core
Advanced Electronic Materials, EarlyView.A lead‐free perovskite memristive solar cell structure that call emulate both synaptic and neuronal functions controlled by light and electric fields depending on top electrode type. ABSTRACT Memristive devices based on halide perovskites hold strong promise to provide energy‐efficient systems for the Internet of Things (IoT); however, lead (Pb ...
Michalis Loizos +4 more
wiley +1 more source
DSFM fitting of Implied Volatility Surfaces [PDF]
The implied volatility became one of the key issues in modern quantitative finance, since the plain vanilla option prices contain vital information for pricing and hedging of exotic and illiquid options. European plain vanilla options are nowadays widely
Matthias Fengler +2 more
core
Model‐Based Time‐Modulated Write Algorithm for 1R Analog Memristive Crossbar Arrays
Advanced Electronic Materials, EarlyView.A novel model‐based time‐modulated write algorithm efficiently programs analog 1R memristive crossbar arrays by varying pulse duration at a fixed voltage. By leveraging a physics‐based compact model and a dynamic gain mechanism, this approach overcomes device nonlinearities and parasitic effects.
Richard Schroedter +7 more
wiley +1 more source
Policy Volatility and Growth [PDF]
A growing body of recent macroeconomic evidence suggests that volatility is detrimental to economic growth. The channels through which volatility affects growth, however, are less clear; substantive evidence based on disaggregate data is almost non ...
Mark Gradstein, Alberto Chong
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Advanced Electronic Materials, EarlyView.A non‐destructive, quantitative approach has been developed to explore the nanoscale dynamics of TaOx‐based memristive devices. The utilization of nano‐X‐ray fluorescence analysis enables the direct probing of spatially resolved elemental distributions, including those present in buried layers, that are critical for the resistive switching.
André Wählisch +9 more
wiley +1 more source
Volatility Modelling in Finance : A Survey
Volatility Modelling in Finance : A Survey1 Introduction 2 Univariate Volatility Models 3 Nonlinear GARCH Volatility Models 4 Stochastic Volatility (SV) Models 5 Multivariate GARCH Volatility Models 6 Realised Volatility (RV) Modelling 7 Volatility Models Forecasting 8 Applications of Volatility Models to Financial Returns 9 Volatility Impulse Response Functions (VIRF) Modelling 10 ...
openaire
Given the importance of return volatility on a number of practical financial management decisions, the efforts to provide good real- time estimates and forecasts of current and future volatility have been extensive.
Torben G. Andersen, Luca Benzoni
core
Advanced Electronic Materials, EarlyView.A CMOS‐compatible ferroelectric transistor harnesses the interplay between stable gate polarization memory and volatile non‐quasi‐static channel charge dynamics to emulate how biological synapses regulate their own plasticity. This brain‐inspired dual‐memory mechanism, realized in a single device, enables a physical reservoir computer that solves ...
Yifan Wang +8 more
wiley +1 more source