Results 131 to 140 of about 254,826 (323)
A new proxy of the average volatility of a basket of returns: A Monte Carlo study [PDF]
The volatility of returns plays a pivotal role in modern finance and an accurate evaluation of this parameter is crucial in portfolio and risk management decisions.
Fulvia Focker, Umberto Triacca
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Dynamic Numerical Model of Mucus Feeding in Gastropoda
Advanced Theory and Simulations, EarlyView.Molluscan saliva play critical roles in feeding by enhancing particle retention. A MATLAB‐based numerical model revealed that saliva's adhesion and viscosity significantly improve feeding efficiency by reducing particle loss and directing food particles toward the mouth.
Alexander E. Filippov +2 more
wiley +1 more source
Relations Between Serial Correlation and Volatility: Is There a LeBaron Effect in Brazil?
Revista Brasileira de Finanças, 2014 This paper examines the relation between serial correlation and volatility of the Ibovespa index returns and extends the empirical evidence of the LeBaron effect for higher orders of serial correlation.
Regis Augusto Ely
doaj
Advanced Science, EarlyView.This article introduces the Brim model, an interpretable multimodal fusion framework that integrates histopathology, genomics, and transcriptomics to enhance cancer prognosis prediction. Addressing real‐world data limitations, the model enables precise predictions even with incomplete molecular data.
Feng Gao +9 more
wiley +1 more source
AAVR Expression is Essential for AAV Vector Transduction in Sensory Hair Cells
Advanced Science, EarlyView.Decreased sensitivity to AAV vector transduction in the outer hair cells (OHCs) of adult mice is primarily attributed to reduction of AAVR (Kiaa0319l; Au040320). Knockout of AAVR reduces AAV vector transduction efficiency in both inner hair cells (IHCs) and OHCs in neonatal mice.
Fan Wu +8 more
wiley +1 more source
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
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Advanced Science, EarlyView.The integration of photostimulated luminescence with self‐recoverable mechanoluminescence materials endows the system with the capability to record and visually interpret mechanical information, concurrently exhibiting a six‐level non‐volatile memory architecture. This configuration showcases superior multi‐level and non‐volatile responses, which serve
Jiaxing Guo +11 more
wiley +1 more source
Derivatives on volatility: some simple solutions based on observables [PDF]
Proposals to introduce derivatives whose payouts are explicitly linked to the volatility of an underlying asset have been around for some time. In response to these proposals, a few papers have tried to develop valuation formulae for volatility ...
Saikat Nandi, Steven L. Heston
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Advanced Science, EarlyView.In the investigation, they introduce the ionic liquid 1‐ethyl‐3‐methylimidazolium formate (EMIMCOOH) into the lead iodide (PbI2) precursor solution, resulting in a mesoporous PbI2 film with larger pore sizes, which enhanced the conversion of PbI2 into perovskite material.
Yongjun Li +16 more
wiley +1 more source
A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data [PDF]
It is a common practice in finance to estimate volatility from the sum of frequently-sampled squared returns. However market microstructure poses challenges to this estimation approach, as evidenced by recent empirical studies in finance.
Lan Zhang +2 more
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