Results 161 to 170 of about 1,369,451 (372)

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

Study On Volatility Of Stock Market Data Of Selected Companies Engaging In Retail Finance In India

, 2016
N. Srinivas Kumar
openalex   +1 more source

Multi‐Material Gradient Printing Using Meniscus‐enabled Projection Stereolithography (MAPS)

Advanced Materials Technologies, Volume 10, Issue 6, March 18, 2025.
MAPS is a new vat‐free printing technique that utilizes programmed delivery of resin droplets with custom formulations to enable multi‐material gradient printing of 3D structures with user‐defined variations in mechanical stiffness, opacity, surface energy, cell densities, and magnetic properties. Abstract Light‐based additive manufacturing methods are
Puskal Kunwar, Arun Poudel, Ujjwal Aryal, Rui Xie, Zachary J. Geffert, Haven Wittmann, Daniel Fougnier, Tsung Hsing Chiang, Mathew M. Maye, Zhen Li, Pranav Soman   +10 more
wiley   +1 more source

Tree-Based Methods of Volatility Prediction for the S&P 500 Index

Computation
Predicting asset return volatility is one of the central problems in quantitative finance. These predictions are used for portfolio construction, calculation of value at risk (VaR), and pricing of derivatives such as options.
Marin Lolic
doaj   +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  

The Issues and Implications About the Volatility of the Stock and the Bond Prices and Their Returns and the Volatility of Interest Rates and Inflation - Which Are Being Researched in Finance and Macro-Monetary Economics Literature: A Survey

, 2018
M. Thomas Paul
openalex   +2 more sources

Automatic Exposure Volumetric Additive Manufacturing

Advanced Materials Technologies, EarlyView.
Tomographic volumetric additive manufacturing (VAM) is resin‐based 3D printing technology, where objects are printed in seconds using volumetric light patterning. Although fast, tomographic VAM struggles to produce repeatable and accurate prints. This work demonstrates an automatic exposure method for tomographic VAM, resulting in commercial‐grade ...
Antony Orth, Yujie Zhang, Katherine Houlahan, Daniel Webber, Hao Li, Nicolas Milliken, Joshua Latimer, Derek Aranguren van Egmond, Bosco Yu, Jonathan Boisvert, Chantal Paquet   +10 more
wiley   +1 more source

Improving Light Outcoupling and Addressing Measurement Specifics in Perovskite Light‐Emitting Diodes with Light Management Foils

Advanced Photonics Research, EarlyView.
The necessity and feasibility of enhancing light outcoupling in perovskite light‐emitting diodes (PeLEDs) is highlighted. On near‐IR PeLEDs, low‐cost, micro‐textured light management (LM) foils demonstrate boost in light extraction. Optimizing perovskite thickness and the optical cavity in synergy with LM foils is crucial for maximizing performance ...
Milan Kovačič, Marko Jošt, Janez Krč, Marko Topič   +3 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  

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