Results 71 to 80 of about 25,615 (257)

Quantitative Finance under rough volatility

Finance quantitative sous les modèles à volatilité rugueuse Cette thèse a pour objectif la compréhension de plusieurs aspects du caractère rugueux de la volatilité observé de manière universelle sur les actifs financiers. Ceci est fait en six étapes.
openaire   +2 more sources

CAPITAL MARKET AND BUSINESS CYCLE VOLATILITY [PDF]

This paper investigates cross-country evidence on how capital markets affect business cycle volatilities. In contrast to the large and growing literature of finance and growth, empirical work on the relationship between finance, particularly capital ...
Piyapas Tharavanij
core  

Sub‐Terahertz Memristor Switches Using MoS2 by Liquid–Liquid Interface Assembly

Advanced Science, EarlyView.
This work introduces application‐ready sub‐terahertz memristor switches fabricated from electrochemically exfoliated MoS2 nanosheets assembled at a liquid–liquid interface. The devices exhibit robust unipolar resistive switching, low insertion loss, and high isolation across 10–110 GHz.
Tomás Mingates, Mohamed E. Ghatas, Jonas Deuermeier, Adam G. Kelly, Joseph Neilson, Jonathan N. Coleman, Luís Mendes, João C. Vaz, Sérgio Matos, Luca Lucci, Antonio Clemente, Zdeněk Sofer, Luís M. Pessoa, Elvira Fortunato, Rodrigo Martins, Asal Kiazadeh   +15 more
wiley   +1 more source

Synergistic Enhancement of Electrical‐Thermal Properties in KH550/G‐POSS Functionalized BN/Epoxy Composites for High‐Frequency Transformer Insulation

Advanced Science, EarlyView.
A BN@G‐POSS/EP nanocomposite is developed for high‐frequency transformer insulation in power electronic transformers. Through synergistic interface engineering, it simultaneously enhances thermal conductivity, reduces viscosity, and improves electro‐thermal stability.
Jun Jiang, Shaojie Luo, Dezhi Cui, Zeya Huang, Shuai Jiang, Renli Fu, Yuan Wang   +6 more
wiley   +1 more source

Alternative Asymmetric Stochastic Volatility Models [PDF]

The stochastic volatility model usually incorporates asymmetric effects by introducing the negative correlation between the innovations in returns and volatility.
Michael McAleer, Manabu Asai
core   +6 more sources

Al─N Co‐Doped LLZO Solid Electrolytes via One‐Step Sintering: Toward High Ionic Conductivity

Advanced Science, EarlyView.
Al–N co‐doped LLZO solid electrolytes were prepared via a one‐step sintering process, which not only simplifies fabrication process, but also diminishes Li loss during high‐temperature sintering in conventional fabrication process. The Al–N co‐doped LLZO achieves a high ionic conductivity of 2.19 × 10−3 S cm−1 because the co‐doping reduces the energy ...
Hao Zhang, Yaocong Wang, Quande Che, Jiaming Wu, Yanzhu Zhang, Dongxu Mao, Xundao Liu, Jiajie Li, Zhengmao Ye, Dehua Dong   +9 more
wiley   +1 more source

Junction Physics and Architectural Paradigms in Optoelectronic Semiconductor Fibers

Advanced Science, EarlyView.
Optoelectronic fibers are emerging as a key platform for distributed sensing, energy harvesting, and optical communication in deformable systems. Their performance is fundamentally governed by junction formation under confined, dynamic processing conditions.
Hailiang Wang, Wenshu Ouyang, Yuhang Xiao, Wei Yan, Meifang Zhu   +4 more
wiley   +1 more source

Multiferroic‐Centric Materials and Systems Engineering for Battery Applications: An Insight Into Mechanisms, Strategies, and Characterizations

Advanced Science, EarlyView.
Multiferroic order parameters – polarization, magnetization, and ferroelastic strain – are positioned as dynamic design variables for batteries. Their mechanistic roles, practical tuning through fabrication and external fields, and ferroic‐resolved characterization routes are unified into a closed‐loop framework, revealing how coupled ferroic responses
Jiaqi Su, Yanda Zhu, Hao Peng, Manman Li, Xuzihan Zhang, Meixiao Wu, Siyuan Zhang, Yuhan Zeng, Jiwen Liao, Ming Luo, Hetaishan Huang, Yutong Wang, Sean Li, Wenxian Li   +13 more
wiley   +1 more source

Derivatives on volatility: some simple solutions based on observables [PDF]

Proposals to introduce derivatives whose payouts are explicitly linked to the volatility of an underlying asset have been around for some time. In response to these proposals, a few papers have tried to develop valuation formulae for volatility ...
Steven L. Heston, Saikat Nandi
core  

An Implantable Phototriggered Prodrug Depot Patch Enables Actively Programmable Drug Release for Post‐Myocardial Infarction Therapy

Advanced Science, EarlyView.
An implantable phototriggered prodrug depot patch (iPDP) is presented that enables actively programmable drug release post‐implantation. Covalently conjugated prodrug ensures minimal leakage; illumination parameters serve as a code to precisely control dose per release.
Haipeng Lu, Kaicheng Deng, Zhang Zhang, Qirui Wang, Weijing Gao, Liyin Shen, Lei Zhang, Wenting Hu, Yang Zhu, Zhengwei Mao, Tanchen Ren   +10 more
wiley   +1 more source