Results 121 to 130 of about 257,407 (303)

Quantitative Finance under rough volatility

, 2018
The aim of this thesis is to study various aspects of the rough behavior of the volatility observed universally on financial assets. This is done in six steps. In the first part, we investigate how rough volatility can naturally emerge from typical behav- iors of market participants.
openaire   +1 more source

Behavioral Finance: Investor Psychology in Volatile Markets

International Journal of Emerging Multidisciplinaries: Social Science
Behavioral 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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Engineering Osteoimmune Responses with Functionalized Orthopedic Implants for Post‐Operative Osteosarcoma Treatment

Advanced Science, EarlyView.
Osteosarcoma is the most common primary bone tumor with limited treatment options and a terrible prognosis. This review provides a comprehensive summary of the recent development of osteoimmunomodulatory implants for post‐operative osteosarcoma treatment, of which the potential utility in evoking durable anti‐osteosarcoma immunity and accelerating bone
Yilong Dong, Lingshuang Wang, Hui Zhang, Menghuan Li, Zhong Luo, Yan Hu, Chunyuan Cai   +6 more
wiley   +1 more source

Parametric and Nonparametric Volatility Measurement [PDF]

Volatility has been one of the most active areas of research in empirical finance and time series econometrics during the past decade. This chapter provides a unified continuous-time, frictionless, no-arbitrage framework for systematically categorizing ...
Francis X. Diebold, Tim Bollerslev, Torben G. Andersen   +2 more
core  

Long‐Tea‐CLIP: An Expert‐Level Multimodal AI Framework for Fine‐Grained Green Tea Grading Across Five Sensory Dimensions

Advanced Science, EarlyView.
Long‐Tea‐CLIP (Contrastive Language‐Image Pre‐training) presents a multimodal AI framework that integrates visual, metabolomic, and sensory knowledge to grade green tea across appearance, soup color, aroma, taste, and infused leaf. By combining expert‐guided modeling with CLIP‐supervised learning, the system delivers fine‐grained quality evaluation and
Yanqun Xu, Zhengfang Xue, Qing Luo, Xu Liu, Yongquan Xu, Jing Huang, Xingcai Zhang, Xinyuan Zhang, Zhonghua Liu, Zisheng Luo   +9 more
wiley   +1 more source

High-Frequency and Model-Free Volatility Estimators [PDF]

This paper focuses on volatility of financial markets, which is one of the most important issues in finance, especially with regard to modeling high-frequency data.
Grzegorz Zakrzewski, Robert Ślepaczuk
core  

Climate Action Impacts on Steelmaking Emissions of Persistent Organic Pollutants Highlight a Gap Between the Paris Agreement and the Stockholm Convention

Advanced Science, EarlyView.
Emissions of unintentionally produced persistent organic pollutants (UPOPs) and global warming are two major environmental challenges. But their governance has largely evolved in parallel, leaving the toxicity implications of climate‐driven industrial transitions poorly understood.
Yuxiang Sun, Qiuting Yang, Jianghui Yun, Yujue Yang, Junhao Tang, Qian Liu, Minghui Zheng, Guorui Liu   +7 more
wiley   +1 more source

Computational Reconstruction of the Volatility Term Structure in the General Hull–White Model

Computation
Volatility recovery is of paramount importance in contemporary finance. Volatility levels are heavily used in risk and portfolio management. We employ the Hull–White one- and two-factor models to describe the market condition.
Slavi G. Georgiev, Lubin G. Vulkov
doaj   +1 more source

How Cash Flow Volatility Affects Debt Financing and Accounts Payable

International Journal of Economics and Finance, 2015
This paper investigates how volatility of cash flow from operations affects debt financing and accounts payable using a sample of Italian listed firms. Firms with different levels of cash flow were also examined. We find that firms that have more cash flow volatility have lower long-term debt to total debt, whatever the average level of their cash flow.
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Functional Mapping of Neurodevelopmental Disease Pathways to Key Neurodevelopmental Processes Represented in the Developmental Neurotoxicity In Vitro Testing Battery

Advanced Science, EarlyView.
Human‐relevant methods are essential for modern chemical safety assessment. This study helps define the capabilities and boundaries of an in vitro testing battery for developmental neurotoxicity by exploring its biological applicability domain. By linking neurodevelopmental disease‐related pathways to key neurodevelopmental processes, the work enhances
Eliska Kuchovska, Kristina Bartmann, Georgea Raad, Mats Schade, Luiz Ladeira, Arif Dönmez, Jördis Klose, Nicolai Görts, Denis Polozij, Lynn‐Christin Saborowski, Farina Bendt, Bernard Staumont, Liesbet Geris, Katharina Koch, Ellen Fritsche   +14 more
wiley   +1 more source