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Volatility Modelling in Finance : A Survey

Volatility Modelling in Finance : A Survey
1 Introduction 2 Univariate Volatility Models 3 Nonlinear GARCH Volatility Models 4 Stochastic Volatility (SV) Models 5 Multivariate GARCH Volatility Models 6 Realised Volatility (RV) Modelling 7 Volatility Models Forecasting 8 Applications of Volatility Models to Financial Returns 9 Volatility Impulse Response Functions (VIRF) Modelling 10 ...
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Bidirectional Photoswitching of a Tailored Azobenzene with Red and Far‐Red Light Involving Triplet Sensitization in an Aqueous System

Advanced Science, EarlyView.
The action spectrum of a tailored azobenzene is shifted toward bio‐optical window through the chemical modification of its singlet and triplet energy levels. Consequently, the bidirectional photo‐switching of azobenzene in physiological conditions is achieved when excited by red and far‐red light, which offers greater tissue penetration.
Mila Miroshnichenko, Helen Hölzel, Edvinas Orentas, Karolis Kazlauskas, Pedro Ferreira, Fabienne Dumoulin, Carles Alcaide, Miquel Solà, Roger Bresolí‐Obach, Santi Nonell, Pankaj Bharmoria, Kasper Moth‐Poulsen   +11 more
wiley   +1 more source

Empirical analysis of the correlation between China's Macroeconomic Market and Crude Oil Market based on mixed-frequency group factor model. [PDF]

PLoS One
Zhao J, Yin J.
europepmc   +1 more source

Constructing Seamless Interfaces for Ultrastable Flexible Supercapacitors

Advanced Science, EarlyView.
Seamless electrode/electrolyte and electrolyte/electrolyte interfaces with boosted interfacial toughness and adhesion are constructed by anchored interfacial polymerization and in situ polymerization, respectively. The achieved supercapacitor exhibits ultrahigh capacitance retention over 100,000 times of charge/discharge or folding deformation ...
Keyi Dong, Zefeng Yan, Weiyang Tang, Quanhu Sun, Jiaxin Yang, Yan Tan, Yu Wang, Tian Lv, Tao Chen   +8 more
wiley   +1 more source

Interpretable ESG-sentiment hybrid deep learning for asset return forecasting with quantified interactions and latency-aware deployment. [PDF]

Sci Rep
Mishra S, Mayaluri ZL, Liew CY, Sahoo PK, Samantaray AK.   +4 more
europepmc   +1 more source

Memristive Physical Reservoir Computing

Advanced Science, EarlyView.
Memristors’ nonlinear dynamics and input‐dependent memory effects make them ideal candidates for high‐performance physical reservoir computing (RC). Based on their conductance modulation, memristors can be classified as electronic or optoelectronic types.
Dian Jiao, Ziyuan Wang, Jingrui Wang, Li Zhang, Xianhua Wei, Lingxiang Hu, Zongxiao Li, Athanasios V. Vasilakos, Zhizhen Ye, Fei Zhuge   +9 more
wiley   +1 more source

LSTM-augmented vine copula modelling for energy-finance contagion analysis. [PDF]

Sci Rep
Zeng L, Huang J, Lin X.
europepmc   +1 more source

Electrode‐Engineered Dual‐Mode Multifunctional Lead‐Free Perovskite Optoelectronic Memristors for Neuromorphic Computing

Advanced Electronic Materials, EarlyView.
A lead‐free perovskite memristive solar cell structure that call emulate both synaptic and neuronal functions controlled by light and electric fields depending on top electrode type. ABSTRACT Memristive devices based on halide perovskites hold strong promise to provide energy‐efficient systems for the Internet of Things (IoT); however, lead (Pb ...
Michalis Loizos, Konstantinos Rogdakis, Konstantinos Chatzimanolis, Katerina Anagnostou, Emmanuel Kymakis   +4 more
wiley   +1 more source

Risk-taking responses to crash experience: Evidence from China. [PDF]

PLoS One
Fang Z, Xu H, Mu Y.
europepmc   +1 more source

Model‐Based Time‐Modulated Write Algorithm for 1R Analog Memristive Crossbar Arrays

Advanced Electronic Materials, EarlyView.
A novel model‐based time‐modulated write algorithm efficiently programs analog 1R memristive crossbar arrays by varying pulse duration at a fixed voltage. By leveraging a physics‐based compact model and a dynamic gain mechanism, this approach overcomes device nonlinearities and parasitic effects.
Richard Schroedter, Ahmet Samil Demirkol, Ioannis Messaris, Christian Bruchatz, Eter Mgeladze, Stefan Slesazeck, Thomas Mikolajick, Ronald Tetzlaff   +7 more
wiley   +1 more source