Results 61 to 70 of about 1,369,451 (372)

Volatility in International Stock Markets: An Empirical Study during COVID-19

Journal of Risk and Financial Management, 2020
Predicting volatility is a must in the finance domain. Estimations of volatility, along with the central tendency, permit us to evaluate the chances of getting a particular result.
R. Chaudhary, Priti Bakhshi, Hemendra Gupta   +2 more
semanticscholar   +1 more source

A Perspective on Powder Metallurgy and Additive Manufacturing of High‐Nitrogen Alloyed Stainless Steels

Advanced Engineering Materials, EarlyView.
This perspective article explores an innovative powder metallurgical approach to producing high‐nitrogen steels by utilizing a mixture of stainless steel and Si3N4. This mixture undergoes hot isostatic pressing followed by direct quenching. The article also examines adapting this method to laser powder bed fusion (PBF‐LB/M) to overcome nitrogen ...
Louis Becker, Felix Radtke, Jonathan Lentz, Simone Herzog, Christoph Broeckmann, Sebastian Weber   +5 more
wiley   +1 more source

Volatility in the Italian Stock Market: an Empirical Study

, 1999
We study the volatility of the MIB30-stock-index high-frequency data from November 28, 1994 through September 15, 1995. Our aim is to empirically characterize the volatility random walk in the framework of continuous-time finance. To this end, we compute
Ball, Cizeau, Enrico Scalas, Gianaurelio Cuniberti, Hull, Mandelbrot, Mantegna, Marco Raberto, Massimo Riani, Scalas, Vandewalle, Wilmott   +11 more
core   +3 more sources

Beyond Order: Perspectives on Leveraging Machine Learning for Disordered Materials

Advanced Engineering Materials, EarlyView.
This article explores how machine learning (ML) revolutionizes the study and design of disordered materials by uncovering hidden patterns, predicting properties, and optimizing multiscale structures. It highlights key advancements, including generative models, graph neural networks, and hybrid ML‐physics methods, addressing challenges like data ...
Hamidreza Yazdani Sarvestani, Surabhi Nadigotti, Erfan Fatehi, Derek Aranguren van Egmond, Behnam Ashrafi   +4 more
wiley   +1 more source

Pricing Arithmetic Asian Options under Hybrid Stochastic and Local Volatility

Journal of Applied Mathematics, 2014
Recently, hybrid stochastic and local volatility models have become an industry standard for the pricing of derivatives and other problems in finance. In this study, we use a multiscale stochastic volatility model incorporated by the constant elasticity ...
Min-Ku Lee, Jeong-Hoon Kim, Kyu-Hwan Jang   +2 more
doaj   +1 more source

An Examination of Aerosol Jet‐Printed Surface Roughness and its Impact on the Performance of High‐Frequency Electronics

Advanced Engineering Materials, EarlyView.
This study explores aerosol jet‐printed (AJP) surface roughness, its effects on the performance of microwave electronics, and its process contributors. First, an electromagnetic model is vetted for AJP's unique roughness signature. Simulations are built which show process‐induced roughness is as significant as conductor resistivity in driving microwave
Christopher Areias, Alkim Akyurtlu
wiley   +1 more source

Coercivity Improvement in Ce‐Containing (Nd,Pr)‐Fe‐B‐Based Sintered Magnets by Application of the 2‐Powder Method

Advanced Engineering Materials, EarlyView.
This study investigates the magnetic properties and microstructures of 2PM‐manufactured Ce‐containing (Nd,Pr)‐Fe‐B magnets. The addition of Nd and Dy significantly enhances coercivity by 25% and 81%, respectively, attributed to core‐shell structures.
Chi‐Chia Lin, Konrad Opelt, Jürgen Dieter Rossa, Fernando Maccari, Songhak Yoon, Jürgen Gassmann, Oliver Gutfleisch   +6 more
wiley   +1 more source

Investigation of the Relationship Between Chaos Data and €/$ Exchange Rate Index Data with RQA Method

Chaos Theory and Applications, 2023
A time series data contains a large amount of information in itself. Chaos data and volatility data which calculated by any time series are also derivative information included in the same time series. According to these assumptions, it is very important
Hüseyin Serdar Yalçınkaya, Nizamettin Başaran   +1 more
doaj   +1 more source

Scalable Manufacturing of Radiation‐Tolerant Potentiometric Electrodes: A Systematic Transition from Laboratory to Semiautomated Fabrication

Advanced Engineering Materials, EarlyView.
Laboratory protocols for producing thin‐film pH electrodes for sterilized single‐use technologies have been successfully developed into a semiautomated workflow, with higher throughput and precision of membrane thickness. Accuracies are within 0.05 pH units versus ground truth, and uncertainty analysis reveals the largest sources of error to be derived
Bingyuan Zhao, Aiganym Yermembetova, Benson Kunhung Tsai, Jialong Huang, Alexander Wei   +4 more
wiley   +1 more source

Volatility Spillover Effects in Leading Cryptocurrencies: A BEKK-MGARCH Analysis

Finance Research Letters, 2018
Through the application of three pair-wise bivariate BEKK models, this paper examines the conditional volatility dynamics along with interlinkages and conditional correlations between three pairs of cryptocurrencies, namely Bitcoin-Ether, Bitcoin ...
Paraskevi Katsiampa, S. Corbet, B. Lucey
semanticscholar   +1 more source