Results 71 to 80 of about 254,826 (323)
Sono‐Piezo‐Photosynthesis of Ethylene and Acetylene from Bioethanol under Ambient Conditions
Advanced Functional Materials, EarlyView.A novel sono‐piezo‐photocatalytic strategy enables the conversion of bioethanol to ethylene (C2H4) and acetylene (C2H2) under ambient conditions, addressing the limitations of conventional methods that are high‐temperature and energy‐intensive. By using an advanced graphene oxide/sodium bismuth titanate heterostructure catalyst, this work achieved ...
Yue Jiang +21 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
A note on estimating stochastic volatility and its volatility: a new simple method [PDF]
arXiv, 2012 We present a new simple method of estimating stochastic volatility and its volatility. This method is applicable to both cross-sectional and time-series data. Moreover, this method does not require volatility data series.
arxiv
Short-time asymptotics for non self-similar stochastic volatility models [PDF]
arXiv, 2022 We provide a short-time large deviation principle (LDP) for stochastic volatility models, where the volatility is expressed as a function of a Volterra process. This LDP does not require strict self-similarity assumptions on the Volterra process.
arxiv
Phase Engineering of a 1D van der Waals Thin Film
Advanced Functional Materials, EarlyView.Explores the transformative potential of 1D van der Waals materials, focusing on the monoclinic‐to‐tetragonal phase transition in NbTe4, its atomic‐scale mechanisms, and significant metal‐insulator transition (MIT) behavior. Highlights advanced imaging insights and the applications of reversible phase transitions in memory devices, sensors, and ...
Yi Shuang, Daisuke Ando, Yuji Sutou
wiley +1 more source
Universal Hydrogel Carrier Enhances Bone Graft Success: Preclinical and Clinical Evaluation
Advanced Healthcare Materials, EarlyView.TX hydrogel improves the delivery of different types of particulate bone grafts, maintaining them at the implantation sites, and resulting in favorable bone regenerative outcomes. Abstract Orthopedic, maxillofacial, and complex dentoalveolar bone grafting procedures that require donor‐site bone harvesting can be associated with post‐surgical ...
Dax Calder +9 more
wiley +1 more source
Volatility has to be rough [PDF]
arXiv, 2020 First, we give an asymptotic expansion of short-dated at-the-money implied volatility that refines the preceding works and proves in particular that non-rough volatility models are inconsistent to a power law of volatility skew. Second, we show that given a power law of volatility skew in an option market, a continuous price dynamics of the underlying ...
arxiv
Rough-Heston Local-Volatility Model [PDF]
arXiv, 2022 In industrial applications it is quite common to use stochastic volatility models driven by semi-martingale Markov volatility processes. However, in order to fit exactly market volatilities, these models are usually extended by adding a local volatility term.
arxiv
Advanced Materials, EarlyView.Robust 2D Ruddlesden–Popper lead‐tin perovskites demonstrate exceptional resistive switching memory performance after cesium carbonate deposition, achieving a high accuracy of 90.1% in MNIST pattern recognition. Additionally, a novel energy‐efficient content‐addressable memory architecture, based on perovskite memristive devices, is proposed for ...
Lijun Chen +9 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