Results 161 to 170 of about 254,826 (323)

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

Photo‐synaptic Memristor Devices from Solution‐processed Ga2O3 Thin Films

Advanced Electronic Materials, EarlyView.
A solution method to prepare Ga2O3 thin films is proposed as a functional layer of resistive random access memory(RRAM) and demonstrate their applications in non‐volatile storage and simulation of photonic synapses. The device also simulates the learning‐forgetting process, revealing that RRAM‐based photonic synapses have great potential in the fields ...
Wei Wang, Xiangxiang Gao, Zhenhua Lin, Haoyu Bai, Dongsheng Cui, Jie Su, Jincheng Zhang, Yue Hao, Jingjing Chang   +8 more
wiley   +1 more source

Application of deep learning to option hedging strategy

Systems and Soft Computing
The emergence of the digital information age has sparked considerable interest in predictive analytics within the realm of finance. Predicting uncertainty lies at the heart of Financial Engineering, where crafting investment or trading strategies using ...
Haibin Li, Mingzhu Sun, Ziqi Wang
doaj  

Freestanding Membranes of Titania Nanorods, Photocatalytically Reduced Graphene Oxide, and Silk Fibroin: Tunable Properties and Electrostatic Actuation

Advanced Electronic Materials, EarlyView.
Graphene‐based materials have shown great potential for the development of hybrid MEMS devices. This study describes the facile fabrication of freestanding membranes from graphene oxide, titania nanorods, and silk fibroin. By utilizing the photocatalytic activity of the titania nanorods, the mechanical and electrical properties of the membranes can ...
Finn Dobschall, Hauke Hartmann, Sophia Caroline Bittinger, Norbert Schulz, Hendrik Schlicke, Hoc Khiem Trieu, Tobias Vossmeyer   +6 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  

Modulating Dynamic Photoresponse Behavior of Organic Phototransistors Through Morphology Control

Advanced Electronic Materials, EarlyView.
An effective and facile strategy is investigated to regulate the photoresponse behavior from photomemory to photoswitching through controlling the crystalline and transporting properties of photosensitive layer. Highly ordered, high‐mobility films typically shows photomemory behavior whereas films with poor crystallinity and low charge mobility tend to
Weijie Gong, Di Xue, Chi Yan, Yao Yin, Yingying Zhang, Jie Lu, Jichao Jiang, Jidong Zhang, Yuran Xiao, Feng Ding, Zi Wang, Lizhen Huang, Lifeng Chi   +12 more
wiley   +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  

Aromaticity‐Dependent Memristive Switching

Advanced Electronic Materials, EarlyView.
The article describes a resistive switching mechanism based on the creation of virtual filaments. Research consists of experimental and theoretical data supporting the theory that resistance of the memristor can be modulated by a redox‐induced aromaticity change of a working material.
Ewelina Cechosz, Lulu Alluhaibi, Tomasz Mazur, Andrzej Sławek, Nanjan Pandurangan, Konrad Szaciłowski   +5 more
wiley   +1 more source

Range-Based Estimation of Stochastic Volatility Models or Exchange Rate Dynamics are More Interesting Than You Think [PDF]

We propose using the price range, a recently-neglected volatility proxy with a long history in finance, in the estimation of stochastic volatility models.
Francis X. Diebold, Michael W. Brandt, Sassan Alizadeh   +2 more
core  

Improving the Thermoelectric Properties of Conjugated Polymer Thin Films by Dip Coating – but not through Alignment

Advanced Electronic Materials, EarlyView.
The study demonstrates that dip coating at lower speeds significantly enhances the thermoelectric performance of P3HT by improving electrical conductivity. Contrary to expectations, this improvement is seemingly not due to polymer alignment but rather to better structural order achieved during slower solvent evaporation at lower dip coating speeds ...
Morteza Shokrani, Andrey Alekseevich Butkevich, Martijn Kemerink   +2 more
wiley   +1 more source