Results 41 to 50 of about 25,615 (257)
Weaving Intelligence: Thermally Drawn Multimaterial Fibers Toward AI‐Enabled Smart Textiles
Thermally drawn multimaterial fibers are rapidly advancing as intelligent structural units for next‐generation smart textiles. Integrating multimaterial architectures with neuromorphic and spiking‐neural‐network principles enables fabrics that can sense, compute, and adapt autonomously.
Vuong Dinh Trung +9 more
wiley +1 more source
Automated model selection in finance: General-to-specic modelling of the mean and volatility specications [PDF]
General-to-Specific (GETS) modelling has witnessed major advances over the last decade thanks to the automation of multi-path GETS specification search. However, several scholars have argued that the estimation complexity associated with financial models
Alvaro Escribano, Genaro Sucarrat
core
Ultra‐High‐Throughput Discovery of Multifunctional Polyphenolic Coatings on Droplet Microarrays
An ultra‐high‐throughput (UHT) combinatorial strategy enables the miniaturized synthesis and screening of ≈30 000 polyamine‐polyphenolic (PaPp) coatings using droplet microarrays (DMA). This approach reveals hundreds of previously unknown fluorescent, redox‐active, and antibacterial materials, including multifunctional, cell‐compatible surfaces ...
Vania Tanda Widyaya +11 more
wiley +1 more source
A deep learning inverse‐design framework is established to create versatile reconfigurable terahertz metadevices. By synergizing deep learning with phase‐change materials, this approach enables on‐demand customization of multidimensional electromagnetic responses.
Yisheng Dong +11 more
wiley +1 more source
Revisiting the Link Between Finance and Macroeconomic Volatility
This paper examines the impact of financial depth on macroeconomic volatility using a dynamic panel analysis for 110 advanced and developing countries. We find that financial depth plays a significant role in dampening the volatility of output, consumption, and investment growth, but only up to a certain point.
Era Dabla-Norris, Narapong Srivisal
openaire +2 more sources
What determines macroeconomic volatility? A cross-section and panel data study [PDF]
This paper examines the determinants of the volatility in growth rates, seeking to expand on a very limited literature which has focused almost exclusively on financial determinants of volatility.
Leonidas Spiliopoulos
core
Epitaxial Cr(1+δ)Te2 thin films were synthesized via hybrid Pulsed Laser Deposition (PLD) that combined Molecular Beam Epitaxy (MBE) techniques with PLD. Control of the Cr intercalation, δ, enabled modulation of magnetic anisotropy, Curie temperature, and transport properties.
Pia Henning +3 more
wiley +1 more source
[[abstract]]This paper examines the price limits to the influence of the Taiwan Futures. In view of volatility spillover hypothesis, delayed price discovery hypothesis, trading interference hypothesis, magnet effect hypothesis, to conduct an empirical ...
Chang-Chun Liu
core
Facet‐Specific PbS Quantum Dot Passivation Using Halide Perovskites for SWIR Photodetectors
PbS quantum dots (QDs) are emerging as powerful short‐wave infrared photodetectors, yet the passivation mechanism of large QDs by perovskites ‐ critical for their stability ‐ remains unexplained. Here, we unveil the ligand structure of CH3NH3PbI3 (MAPI)‐passivated 4‐nm PbS QDs using FTIR, XPS, SEM, NMR, and DFT.
L. Paillardet +13 more
wiley +1 more source
Option data and modeling BSM implied volatility [PDF]
This contribution to the Handbook of Computational Finance, Springer-Verlag, gives an overview on modeling implied volatility data. After introducing the concept of Black-Scholes-Merton implied volatility (IV), the empirical stylized facts of IV data are
Matthias Fengler
core

