Results 101 to 110 of about 257,407 (303)
From Local Volatility to Local Levy Models. [PDF]
We define the class of local Lévy processes. These are Lévy processes time changed by an inhomogeneous local speed function. The local speed function is a deterministic function of time and the level of the process itself. We show how to reverse engineer
Carr, Peter +3 more
core
3D Printed Multimaterial Microfluidic Transistors
Advanced Materials Technologies, EarlyView.We introduce a biocompatible, high resolution photopolymer resin that closely mimics the Young's Modulus (elasticity) and reversible stretchability (no hysteresis) of poly(dimethylsiloxane) (PDMS), enabling the fabrication of microfluidic transistors (i.e., microvalves capable of proportional amplification) by multimaterial stereolithography (mSLA ...
Alireza Ahmadianyazdi +7 more
wiley +1 more source
Data Science and ManagementSince 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 +3 more
doaj +1 more source
Measuring the Volatility Connectedness of Industries in Tehran Stock Exchange - The Novel Approach of Spectral Variance Decomposition [PDF]
فصلنامه بورس اوراق بهادارThe study of volatility connectedness in the stock market is one of the essential issues in finance. This study aims to measure the volatility connectedness in different industries of the Tehran Stock Exchange in different time horizons.
Ehsan Bagheri +2 more
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 +3 more
core +1 more source
Advanced Materials Technologies, EarlyView.This study formulated a 5Y‐PSZ zirconia paste for extrusion‐based additive manufacturing via direct ink writing, producing dense ceramic structures for dental applications. A colloidal approach with 47 vol% nanometric powder and tailored additives optimized rheology and printability.
Juliana de Freitas Gouveia Silva +5 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
Fabrication, Properties, and Applications of Scaffolds for Bone Tissue Regeneration
Advanced Materials Technologies, EarlyView.This review explores cutting‐edge biomaterials and fabrication techniques for scaffolds in bone tissue regeneration. It conducts a critical comparison of various strategies, meticulously analyzes the key contradictions in the field, and outlines an integrated development path spanning from biomaterial selection to clinical application, while ...
Shangsi Chen, Min Wang
wiley +1 more source
Accuracy of Implied Volatility Approximations Using "Nearest-to-the-Money" Option Premiums [PDF]
Implied volatility is a useful bit of information for futures and options hedgers and speculators. However, extraction of implied volatility from Black-Scholes (BS) option pricing model requires a numeric search.
Bridges, William +3 more
core +1 more source
Anti‐Slip Material‐Based Strategies and Approaches
Advanced Materials Technologies, EarlyView.This review highlights the principle mechanisms of slipping at the microscale, linking contact mechanics with a friction behavior model for surface interfaces. Main strategies to develop anti‐slip properties to the surfaces are discussed alongside standardized testing approaches.
Sogand Abbaspoor‐Zanjani +3 more
wiley +1 more source