Results 81 to 90 of about 507,052 (301)

Volatility timing : how best to forecast portfolio exposures [PDF]

, 2013
This paper investigates how best to forecast optimal portfolio weights in the context of a volatility timing strategy. It measures the economic value of a number of methods for forming optimal portfolios on the basis of realized volatility. These include
Clements, Adam, Silvennoinen, Annastiina
core   +1 more source

The implied volatility index: Is ‘investor fear gauge’ or ‘forward-looking’?

Borsa Istanbul Review, 2015
The paper aims to examine implied volatility as the investor fear gauge or/and forward-looking expectation of future stock market volatility within emerging markets setting-India VIX. The earliest results evidenced that VIX is the gauge of investor fear,
Imlak Shaikh, Puja Padhi
doaj   +1 more source

Advances in Sustainable and Wearable Textile Based Soft Robotics

Advanced Functional Materials, EarlyView.
This Review examines advances in wearable textile‐based soft robotics, focusing on sustainable materials, integrated sensing, and scalable actuation. It discusses manufacturing and system integration across healthcare, assistive robotics, prosthetics, and human–machine interfaces, and highlights key challenges in circular design, including life‐cycle ...
Zahir Abbas, Marzia Dulal, Sophia K. Novoselov, Victoria K. Novoselov, Kostya S. Novoselov, Shaila Afroj, Nazmul Karim   +6 more
wiley   +1 more source

Electrospun Wood‐Derived Biopolymers as Electrodes in Electrochemical Energy Storage Technologies

Advanced Functional Materials, EarlyView.
Electrospinning transforms wood‐derived cellulose and lignin into architecturally defined, binder‐free carbon electrodes with tuneable porosity and functionality. This review shows how fibre design enables decoupled charge and mass transport, enhancing performance across battery systems, while identifying key challenges in spinnability, scalability ...
Michael W. Thielke, Hattie R. Chisnall, Jesus Vazquez Chavez, Ana B. Jorge Sobrido   +3 more
wiley   +1 more source

Assessing Volatility Forecasting Models: Why GARCH Models Take the Lead [PDF]

The paper provides a critical assessment of the main forecasting techniques and an evaluation of the superiority of the more advanced and complex models.
Matei, Marius
core  

Verification of Forecast Effectiveness for Selected Volatility Estimators

Nauki o Finansach
Aim: The aim of this study was to determine which volatility forecasting method produces results that are closest to the actual and whether the use of estimators with OHLC prices affects forecast accuracy. Methodology: This study examined five models –
Martyna Frankowicz
doaj   +1 more source

Implantable Ionic Memristors Based on Natural Polymer Heterojunctions

Advanced Functional Materials, EarlyView.
We report an implantable natural polymer‐based ionic memristor composed of hyaluronic acid, chitosan, and PDMS. The device achieved 98.94% accuracy in MNIST classification while reducing training time by 36.8% compared with a conventional artificial neural network (ANN).
Dong‐yup Lee, Byung Ik Park, Gihyeon Yim, Hyunjae Yoo, Sangjun Ma, Jundong Park, Jeong‐Yun Sun   +6 more
wiley   +1 more source

Practical Volatility Modeling for Financial Market Risk Management [PDF]

Being able to choose most suitable volatility model and distribution specification is a more demanding task. This paper introduce an analyzing procedure using the Kullback-Leibler information criteria (KLIC) as a statistical tool to evaluate and compare ...
Shaari, Abu Hassan, Shamiri, Ahmed, Isa, Zaidi   +2 more
core  

Multimode Oxide‐Based Optoelectronic Memtransistor for In‐Sensor Vision Processing

Advanced Functional Materials, EarlyView.
A multimode optoelectronic memtransistor (OEMT) is demonstrated for vision explainable artificial intelligence (VXAI) hardware. By integrating optical sensing, electrical masking, and non‐volatile memory, the device enables key operations required for generating saliency information.
Min Gu Lee, Geunyoung Kim, Hwa Young Kim, Do Hoon Kim, Hanchan Song, Huisu Noh, Jungwan Noh, Seungwoo Lee, Sang‐Hee Ko Park, Himchan Cho, Kyung Min Kim   +10 more
wiley   +1 more source

Cross-sectional volatility index as a proxy for the VIX in an Asian market

Cogent Economics & Finance, 2017
We present a cross-sectional volatility index (CSV) applied to an Asian market as an alternative to the VIX. One problem with the construction of a VIX-styled index is that it depends on the price of calls and puts, however, the CSV index may be applied ...
Futeri Jazeilya Md Fadzil, John G. O’Hara, Wing Lon Ng   +2 more
doaj   +1 more source