Results 31 to 40 of about 7,652 (262)

An alternative algorithm for regularization of noisy volatility calibration in Finance [PDF]

Revue Africaine de Recherche en Informatique et Mathématiques Appliquées, 2016
This contribution is an extension of the work initiated in [1], presenting a strategy for the calibration of the local volatility. Due to Morozov's discrepancy principle [6], the Tikhonov regularization problem introduced in [7] is understood as an inequality-constrained minimization problem.
Medarhri Ibtissam, Rajae Aboulaich, Debit Naima   +2 more
openaire   +4 more sources

How does digital supply chain finance affect the fluctuation of corporate cash flow? Based on panel data analysis of industry heterogeneity

International Review of Economics & Finance
Based on panel data of Chinese listed companies from 2011 to 2023, this paper systematically analyzes the impact and mechanisms of digital supply chain finance on corporate cash flow volatility.
Jing Xue, Yifei Qu
doaj   +1 more source

Evaluation of the Fluctuation Mechanism of Behavioral Financial Market Based on Edge Computing

International Transactions on Electrical Energy Systems, 2022
The global economy is growing faster and faster. Behavioral finance is a transformation of financial theory. Over the past decade, this shift has had strong repercussions in academia, challenging the dominance of traditional finance and forming its own ...
Xiaoliang Yuan
doaj   +1 more source

Corporate financing and macroeconomic volatility in the European union [PDF]

International Economics and Economic Policy, 2010
This paper investigates the impact of corporate financing patterns in the European Union (EU) on macroeconomic volatility. We examine macroeconomic data for eight EU countries. We find that during the period 1990 through 2005 bank financing was positively associated with volatility in GDP, consumption and investment.
Andy Mullineux, Victor Murinde, Rudra Sensarma   +2 more
openaire   +3 more sources

Volatility and spillover analysis between cryptocurrencies and financial indices: a diagonal BEKK and DCC GARCH model approach in support of SDGs

Cogent Economics & Finance
This study explores the volatility spillover effects between clean and dirty cryptocurrencies and key financial indices, specifically focusing on Green Finance Indices (such as solar, wind, and nuclear) and Economic Indices (like the Baltic Dry Index and
Iulia Cristina Iuga, Raluca-Andreea Nerișanu, Larisa-Loredana Dragolea   +2 more
doaj   +1 more source

The continuity and estimates of a solution to mixed fractional constant elasticity of variance system with stochastic volatility and the pricing of vulnerable options

Journal of Inequalities and Applications, 2019
Stochastic volatility models play an important role in finance modeling. Under a mixed fractional Brownian motion environment, we study the continuity and estimates of a solution to a kind of stochastic differential equations with double volatility terms.
Yan Dong
doaj   +1 more source

Forecasting the Volatility of the Stock Index with Deep Learning Using Asymmetric Hurst Exponents

Fractal and Fractional, 2022
The prediction of the stock price index is a challenge even with advanced deep-learning technology. As a result, the analysis of volatility, which has been widely studied in traditional finance, has attracted attention among researchers.
Poongjin Cho, Minhyuk Lee
doaj   +1 more source

Entropy‐Driven Design of Low‐Melting‐Point Alloys via Compositionally Complex Strategy

Advanced Engineering Materials, EarlyView.
Conventional low‐melting‐point alloys (LMPAs) are limited by a narrow compositional space and inherent property trade‐offs. This review presents an entropy‐driven design strategy that overcomes these limitations, ushering in a new class of low‐melting‐point compositionally complex alloys (LMCCAs).
Yinghui Shang, Jianxiang Zhao, Zhaoqi Chen, Hao Gong, Yinsen Yan, Junlei Tao, Yong Yang   +6 more
wiley   +1 more source

Asymmetric return and volatility spillovers between sustainable finance indexes, green energy markets and equity markets

Future Business Journal
This study investigates return and volatility spillovers among the S&P Green Bond Index, S&P Global 1200 Carbon Efficient Index, S&P Global 1200 ESG Index, MAC Global Solar Energy Index, S&P Global Clean Energy Index, MSCI World Index, and MSCI Emerging ...
Esra Karpuz Demir, Seval Çetinoğlu, Yasemin Deniz Koç   +2 more
doaj   +1 more source

Tuning the Optoelectronic Properties of Wide Bandgap Perovskites: Data‐Driven Insights from Combinatorial Synthesis and High‐Throughput Experimentation

Advanced Functional Materials, EarlyView.
Combinatorial vapor deposition enables independent tuning of Cs/Pb and Br/Cl in wide‐bandgap perovskites. Automated multimodal mapping of 500+ compositions reveals a high‐energy optical transition that correlates with enhanced photoluminescence, defining a practical Cs/Pb window.
Alexander Wieczorek, Sergey Tsarev, Nathan Rodkey, Oleksandr Pshyk, Stefanie Frick, Maksym V. Kovalenko, Sebastian Siol   +6 more
wiley   +1 more source