Results 111 to 120 of about 255,661 (340)

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

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  

Molecularly Engineered Highly Stable Memristors with Ultra‐Low Operational Voltage: Integrating Synthetic DNA with Quasi‐2D Perovskites

Advanced Functional Materials, EarlyView.
Molecularly engineered memristors integrating Ag nanoparticle–embedded synthetic DNA with quasi‐2D halide perovskites enable ultra‐low‐operational voltage, forming‐free resistive switching, and record‐low power density. This synergistic integration of customized DNA and 2D OHP in bio‐hybrid architecture enhances charge transport, reduces variability ...
Kavya S. Keremane, Abhinav Gorthy, Luyao Zheng, Chiranth C Ravi, Haodong Wu, Jiamao Zheng, Neela H. Yennawar, Shashank Priya, Rashmi Jha, Bed Poudel   +9 more
wiley   +1 more source

Ensembling two deep learning algorithms to efficiently solve the problem of predicting volatility in applied finance [PDF]

, 2023
Petr Pylov, A. V. Dyagileva, Andrey Protodyakonov   +2 more
openalex   +1 more source

Metal–Organic Frameworks for Gaseous Pollutant Management: From Capture to Neutralization and Reutilization

Advanced Functional Materials, EarlyView.
This review maps how MOFs can manage hazardous gases by combining adsorption, neutralization, and reutilization, enabling sustainable air‐pollution control. Covering chemical warfare agent simulants, SO2, NOx, NH3, H2S, and volatile organic compounds, it highlights structure‐guided strategies that boost selectivity, water tolerance, and cycling ...
Yuanmeng Tian, Zeyu Tao, Kaikai Ma, Xiaoliang Wang, Bo Yu, Yiu Wan Yip, Zhijie Chen, Jin Shang, Bin Fei   +8 more
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, Curtis, Charles E., Jr., Isengildina-Massa, Olga, Nian, Minhuan   +3 more
core   +1 more source

A Quantitative Printability Framework for Programmable Assembly of Pre‐Vascular Patterns via Laser‐Induced Forward Transfer

Advanced Healthcare Materials, EarlyView.
Laser‐Induced Forward Transfer (LIFT) is presented as a powerful micropatterning tool. An objective printability framework is developed to assess optimal printing parameter combinations. The technology is further explored for its ability to deterministically deposit microdroplets at predefined locations following CAD designs, enabling the patterning of
Cécile Bosmans, Núria Ginés Rodriguez, Ulisses Jesús Gutiérrez Hernández, David Fernandez Rivas, Marcel Karperien, Jos Malda, Liliana Moreira Teixeira, Riccardo Levato, Jeroen Leijten   +8 more
wiley   +1 more source

Predicting Volatility of Non-Performing Financing: Lessons from Indonesian Islamic Banking Industry [PDF]

, 2020
Faizul Mubarok, Abdul Hamid, Muhammad Arif   +2 more
openalex   +1 more source

Financing Constraints and Stock Price Volatility Empirical Evidence from Shanghai and Shenzhen A-share listed Companies [PDF]

, 2021
Xuan Xiang, Dong Fei, Chen Junxiu
openalex   +1 more source

Commodity price volatility and Tax revenues: Evidence from developing countries [PDF]

The recent boom and bust in commodity prices has renewed the policymakers’ interest in three complementary issues: i) characteristics and determinants of commodity price instability, ii) its macroeconomic effects and, iii) the optimal policy responses to
Hélène EHRHART, Samuel GUERINEAU
core