Results 61 to 70 of about 257,407 (303)

On the Predictability of Green Finance Markets: An Assessment Based on Fractal and Shannon Entropy

Fractal and Fractional
Econophysics is an interdisciplinary field that applies physics concepts to economic and financial systems. By utilizing tools such as statistical physics, including fractal analysis and entropy measures, econophysics helps model the complex and non ...
Sonia Benghiat, Salim Lahmiri
doaj   +1 more source

Silicified Wood‐Inspired, High‐Strength Fire‐Resistant Chitin‐Based Aerogels for Sustainable High‐Temperature Thermal Insulation

Advanced Functional Materials, EarlyView.
Inspired by natural silicified wood, a biomimetic mineralized chitin‐derived aerogel is constructed. It can withstand 81 000 times its own weight, and its backside temperature is 130.4°C after exposure to ∼1300°C butane flame for 600 s, exhibiting high‐strength, fire‐resistance, and super thermal‐insulation properties.
Kai Xu, Qihang Lv, Lubin Liu, Zhezhe Zhou, Chentao Yan, Ao Qin, Jianting Ma, Shuhui Liang, Yue Xu, Min Hong, Bin Li, Pingan Song   +11 more
wiley   +1 more source

Social sector expenditures and rainy-day funds [PDF]

Gonzalez and Paqueo examine the effects of budget stabilization funds--often called rainy-day funds--on the volatility of social spending and, for contrast, on nonsocial sector spending. They analyze the rainy-day funds of U.S. states.
Gonzalez, Christian Y., Paqueo, Vicente B.   +1 more
core  

Asymptotic equivalence for inference on the volatility from noisy observations

, 2011
We consider discrete-time observations of a continuous martingale under measurement error. This serves as a fundamental model for high-frequency data in finance, where an efficient price process is observed under microstructure noise.
Reiß, Markus
core   +1 more source

Bioinspired Adaptive Sensors: A Review on Current Developments in Theory and Application

Advanced Materials, EarlyView.
This review comprehensively summarizes the recent progress in the design and fabrication of sensory‐adaptation‐inspired devices and highlights their valuable applications in electronic skin, wearable electronics, and machine vision. The existing challenges and future directions are addressed in aspects such as device performance optimization ...
Guodong Gong, You Zhou, Qingxiu Li, Wenyu Zhao, Sunyingyue Geng, Hangfei Li, Yan‐Bing Leng, Shirui Zhu, Guanglong Ding, Yongbiao Zhai, Ziyu Lv, Ye Zhou, Su‐Ting Han   +12 more
wiley   +1 more source

A Level Set Analysis and A Nonparametric Regression on S&P 500 Daily Return

International Journal of Financial Studies, 2016
In this paper, a level set analysis is proposed which aims to analyze the S&P 500 return with a certain magnitude. It is found that the process of large jumps/drops of return tend to have negative serial correlation, and volatility clustering ...
Yipeng Yang, Allanus Tsoi
doaj   +1 more source

Volatility in the Italian Stock Market: An Empirical Study [PDF]

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
Enrico Scalas, Gianaurelio Cuniberti, Marco Raberto, Massimo Riani   +3 more
core  

Strain Engineering of Magnetoresistance and Magnetic Anisotropy in CrSBr

Advanced Materials, EarlyView.
Biaxial compressive strain significantly enhances magnetoresistance and critical saturation fields in thin flakes of the 2D magnet CrSBr, along all three crystallographic axes. First‐principles calculations link these effects to strain‐induced increases in exchange interactions and magnetic anisotropy.
Eudomar Henríquez‐Guerra, Alberto M. Ruiz, Marta Galbiati, Álvaro Cortés‐Flores, Daniel Brown, Esteban Zamora‐Amo, Lisa Almonte, Andrei Shumilin, Juan Salvador‐Sánchez, Ana Pérez‐Rodríguez, Iñaki Orue, Andrés Cantarero, Andres Castellanos‐Gomez, Federico Mompeán, Mar Garcia‐Hernandez, Efrén Navarro‐Moratalla, Enrique Diez, Mario Amado, José J. Baldoví, M. Reyes Calvo   +19 more
wiley   +1 more source

The Volatility Effect of Single-Stock Futures Trading on the Pakistani Stock Market

The Lahore Journal of Business, 2013
The impact of single-stock futures on spot market volatility is still debated in the finance literature. The aim of this study is to analyze the effect of the introduction of single-stock futures on the volatility of the Karachi Stock Exchange (KSE). We
Adil Awan, Amir Rafique
doaj  

Stochastic Volatility in a Macro-Finance Model of the US Term Structure of Interest Rates 1961-2004. [PDF]

This paper generalizes the standard homoscedastic macro-finance model by allowing for stochastic volatility, using the ‘square root’ specification of the mainstreamfinance literature.
Peter Spencer
core