Results 81 to 90 of about 251,329 (347)
A Remark on Approximation of the Solutions to Partial Differential Equations in Finance [PDF]
This paper proposes a general approximation method for the solution to a second-order parabolic partial differential equation(PDE) widely used in finance through an extension of LLeandrefs approach(LLeandre (2006,2008)) and the Bismut identiy(e.g ...
Akihiko Takahashi, Toshihiro Yamada
core
The influence of dividend policy on the volatility of shares in the Romanian equity capital market
MATEC Web of Conferences, 2018 Dividend policy is one of the most debated topics in corporate finance and, at the same time, it represents an important issue from the perspective of both the managers of the firm and the investors. To the best of our knowledge, the literature regarding
Cristea Ciprian, Cristea Maria
doaj +1 more source
Advanced Functional Materials, EarlyView.3D porous carbons with tunable density are crucial for energy storage, separations, and load‐bearing applications; however, their fabrication is often constrained by shrinkage during pyrolysis. This study optimizes and demonstrates the versatility of a template–coating pair strategy, producing materials that largely retain their shape and hierarchical ...
Adarsh Suresh +7 more
wiley +1 more source
Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise [PDF]
The basic model for high-frequency data in finance is considered, where an efficient price process is observed under microstructure noise. It is shown that this nonparametric model is in Le Cam's sense asymptotically equivalent to a Gaussian shift ...
Markus Reiß
core
Application of deep learning to option hedging strategy
Systems and Soft ComputingThe emergence of the digital information age has sparked considerable interest in predictive analytics within the realm of finance. Predicting uncertainty lies at the heart of Financial Engineering, where crafting investment or trading strategies using ...
Haibin Li, Mingzhu Sun, Ziqi Wang
doaj +1 more source
Revisiting the Link Between Finance and Macroeconomic Volatility
IMF 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
Magnetic Unclonable Functions Leveraging Remanence and Anhysteretic States
Advanced Functional Materials, EarlyView.A micrometric array of magnetic pillars provides a stable and unclonable hardware for generating cryptographic keys. From a single device, the ability is demonstrated to produce a 470‐bit key while also offering a reconfigurable mode of operation.
Alessandro Magni +6 more
wiley +1 more source
Automated model selection in finance: General-to-specic modelling of the mean and volatility specications [PDF]
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
An Empirical Analysis of the Determinants of Project Finance: Cash Flow Volatility and Correlation
, 2022 Zinat S. Alam
openalex +2 more sources
Advanced Functional Materials, EarlyView.Two‐photon lithography (TPL) enables 3D magnetic nanostructures with unmatched freedom in geometry and material choice. Advances in voxel control, deposition, and functionalization open pathways to artificial spin ices, racetracks, microrobots, and a number of additional technological applications.
Joseph Askey +5 more
wiley +1 more source