Results 41 to 50 of about 25,615 (257)

Weaving Intelligence: Thermally Drawn Multimaterial Fibers Toward AI‐Enabled Smart Textiles

open access: yesAdvanced Materials, EarlyView.
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]

open access: yes
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

open access: yesAdvanced Materials, EarlyView.
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

Deep Learning Inverse Design of Phase‐Change Reconfigurable Terahertz Metadevices for Multidimensional Secure Communication

open access: yesAdvanced Materials, EarlyView.
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

open access: yesIMF Working Papers, 2013
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]

open access: yes
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  

Van der Waals Chromium Telluride Thin Films Prepared by Hybrid Pulsed Laser Deposition With Tunable Magnetism

open access: yesAdvanced Materials Interfaces, EarlyView.
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

The Influence of Price Limits to Volatility and Return:Evidence from Weighted Stock Finance Electronic Index Futures

open access: yes, 2010
[[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

open access: yesAdvanced Materials Interfaces, EarlyView.
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]

open access: yes
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  

Home - About - Disclaimer - Privacy