Results 101 to 110 of about 251,329 (347)

Dynamic relationship between volume and volatility in the Chinese stock market: evidence from the MS-VAR model

Data Science and Management
Since market uncertainty, or volatility, serves as a crucial gauge for assessing the traits of market fluctuations, the link between stock market volume and price continues to be a focal point of interest in finance.
Feipeng Zhang, Yilin Zhang, Yixiong Xu, Yan Chen   +3 more
doaj   +1 more source

Electrochemical Formation of BiVO4/BiPO4 Photoanodes for Enhanced Selectivity toward H2O2 Generation

Advanced Functional Materials, EarlyView.
In acidic KPi, V dissolves from the BiVO4 lattice, while adsorbed phosphate reacts with the electrode under an external bias, forming a BiPO4 surface layer. This BiPO4 layer exhibits stronger bicarbonate adsorption, redirecting the water oxidation pathway toward two‐electron H2O2 production.
Kaijian Zhu, Xinyi Zhang, Lan Wen, Hongjiang Chen, Yudhistira Tirtayasri Amrillah, Vivi Fauzia, Hongzhen Dong, Shaoqiang Su, Wenjun Luo, Ferry Anggoro Ardy Nugroho, Patrick H.‐L. Sit, Yun Hau Ng, Fatwa F. Abdi   +12 more
wiley   +1 more source

Option data and modeling BSM implied volatility [PDF]

This contribution to the Handbook of Computational Finance, Springer-Verlag, gives an overview on modeling implied volatility data. After introducing the concept of Black-Scholes-Merton implied volatility (IV), the empirical stylized facts of IV data are
Matthias Fengler
core  

Enhancing and Stabilizing Hydrogen Catalysis Through [NiFe]‐Hydrogenase Immobilization Within Macroporous Covalent Organic Frameworks

Advanced Functional Materials, EarlyView.
[NiFe]‐hydrogenases efficiently catalyze hydrogen conversion, but their instability limits biotechnological applications. Here it is shown that encapsulating hydrogenase into hierarchical COFs with macro‐ and micropores and functionalized with sulfonic or carboxylic acid groups improves enzyme stability and electron transfer to electrodes.
Islam E. Khalil, Armel F. Tadjoung Waffo, Prasenjit Das, Sagie Katz, Sandra Kunow, Christian Lorent, Yasmine Ziouani, Warisha Tahir, Augustine A. Owusu, Oliver Lenz, Ingo Zebger, Stefan Frielingsdorf, Arne Thomas   +12 more
wiley   +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

Mesoporous Carbon Thin Films with Large Mesopores as Model Material for Electrochemical Applications

Advanced Functional Materials, EarlyView.
Mesoporous carbon thin films possessing 70 nm mesopores are prepared on titanium substrates by soft templating of resol resins with a self‐synthesized poly(ethylene oxide)‐block‐poly(hexyl acrylate) block copolymer. A strategy to avoid corrosion of the metal substrate is presented, and the films are extensively characterized in terms of morphology ...
Lysander Q. Wagner, Joshua Schober, Pascal Dippell, Chantal Glatthaar, Smail Mekhilef, David Schäfer, Hannes Hergert, Marcus Rohnke, Matthias T. Elm, Bernd M. Smarsly   +9 more
wiley   +1 more source

Volatility Persistence in Commodity Futures:Inventory and Time-to-Delivery Effects [PDF]

Most financial asset returns exhibit volatility persistence. We investigate this phenomenon in the context of daily returns in commodity futures markets.
Karali, Berna, Thurman, Walter N.
core   +1 more source

Bio‐Inspired Nanoarchitected LiFePO4 Cathodes

Advanced Functional Materials, EarlyView.
Lithium iron phosphate (LFP) is synthesized using a bio‐inspired method, using acidic macromolecules similar to those found in many calcareous mineralized organisms to modulate the morphology and crystal growth of LFP‐carbon composite particles. The observations from this process indicate a non‐classical crystallization process, which subsequently ...
Parawee Pumwongpitak, Ibrahim El‐Halees, Martyn Kim, Andrew Sanchez, Zachery Robinson, Taifeng Wang, Krassimir Bozhilov, Siriporn Larpkiattaworn, David Kisailus   +8 more
wiley   +1 more source

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  

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