Results 101 to 110 of about 507,052 (301)
2D Co‐Assembly of Solid Acids Enables Stable Superprotonic Conduction Above 260°C
Advanced Functional Materials, EarlyView.A two‐dimensional co‐assembly strategy integrates antimony phosphate and phosphotungstic acid nanosheets into free‐standing inorganic lamellar membranes with confined acid–acid interfaces. The resulting interfacial hydrogen‐bond network enables anhydrous proton conductivity exceeding 0.1 S cm−1 at 260°C and supports stable high‐temperature fuel‐cell ...
Qiuning Li +8 more
wiley +1 more source
Forecasting Realized Volatility with Linear and Nonlinear Univariate Models [PDF]
In this paper we consider a nonlinear model based on neural networks as well as linear models to forecast the daily volatility of the S&P 500 and FTSE 100 futures.
Michael McAleer, Marcelo C. Medeiros
core
A hybrid econometrics and machine learning based modeling of realized volatility of natural gas
Financial InnovationDetermining which variables affect price realized volatility has always been challenging. This paper proposes to explain how financial assets influence realized volatility by developing an optimal day-to-day forecast. The methodological proposal is based
Werner Kristjanpoller
doaj +1 more source
Volatility Forecasting and Volatility Risk Premium
Journal of Applied Mathematics and Physics, 2015 Volatility is an important variable in the financial market. We propose a model-free implied volatility method to measure the volatility and test the volatility risk premium. The model-free implied volatility does not depend on the option pricing model, and extracts information from all the option contracts. We provide empirical evidence from the S & P
openaire +2 more sources
Chitin‐Derived Carbon‐Metal Functional Materials
Advanced Functional Materials, EarlyView.Functional carbon materials are synthesized from combination of biopolymer (chitin) and iron precursors. The resultant material exhibits superior surface area and adsorptive properties compared to carbon materials synthesized directly from pure chitin.
Herry Fang +7 more
wiley +1 more source
Forecasting Realized Volatility Using A Nonnegative Semiparametric Model [PDF]
This paper introduces a parsimonious and yet flexible nonnegative semiparametric model to forecast financial volatility. The new model extends the linear nonnegative autoregressive model of Barndorff-Nielsen & Shephard (2001) and Nielsen & Shephard (2003)
Jun YU, Daniel PREVE, Anders ERIKSSON
core +2 more sources
Advanced Functional Materials, EarlyView.The physical realization of artificial neurons is a critical challenge for energy‐efficient neuromorphic computing. This review presents a comprehensive analysis of the evolution of artificial neuron implementations from conventional CMOS to emerging post‐CMOS technologies.
Kannan Udaya Mohanan +4 more
wiley +1 more source
Asymmetric Conditional Volatility Models: Empirical Estimation and Comparison of Forecasting Accuracy [PDF]
This paper compares several statistical models for daily stock return volatility in terms of sample fit and out-of-sample forecast ability. The focus is on U.S. and Romanian daily stock return data corresponding to the 2002-2010 time interval.
Tudor, Cristiana, Miron, Dumitru
core
Advanced Functional Materials, EarlyView.This study advances SafeWax, a bio‐inspired, fatty‐acids‐based superhydrophobic coating, by identifying an agriculturally compliant solvent and revealing how solvent‐controlled Fatty acid crystallization governs the coating's microscopic structure and performance.
Niv Ben‐Arie +13 more
wiley +1 more source
THE TERM STRUCTURE OF IMPLIED FORWARD VOLATILITY: RECOVERY AND INFORMATIONAL CONTENT IN THE CORN OPTIONS MARKET [PDF]
Options with different maturities can be used to generate volatility estimates for non-overlapping future time intervals. This paper develops the term structure of volatility implied by corn futures options, and evaluates the informational content of the
Egelkraut, Thorsten M. +2 more
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