Support Vector Regression Based GARCH Model with Application to Forecasting Volatility of Financial Returns [PDF]
In recent years, support vector regression (SVR), a novel neural network (NN) technique, has been successfully used for financial forecasting. This paper deals with the application of SVR in volatility forecasting.
Shiyi Chen, Kiho Jeong, Wolfgang Härdle
core
Phase Engineering of Nanomaterials (PEN): Evolution, Current Challenges, and Future Opportunities
This review summarizes the synthesis, phase transition, advanced characterization spanning ex situ to in situ and operando techniques, and diverse applications of phase engineering of nanomaterials (PEN). It further outlines key challenges and future opportunities, such as phase stability, architecture control, and artificial intelligence (AI)‐driven ...
Ye Chen +7 more
wiley +1 more source
Modelling and forecasting of Nigeria stock market volatility
This study models and forecasts the volatility of the Nigerian Stock Exchange (NSE) using advanced econometric techniques, focusing on examining the asymmetric volatility and the leverage effect. Daily data from the NSE All Share Index spanning from 30th
Olufemi Samuel Adegboyo, Kiran Sarwar
doaj +1 more source
Can Elastomers Combine Stiffness, Toughness and Fatigue Resistance?
This review studies how the molecular and macroscopic architecture of elastomers influence their mechanical properties including: stiffness, stretchability, toughness, fatigue resistance, and damping behavior. By linking the structure to performance, it proposes design principles for advanced elastomeric systems that combine mechanical properties ...
Eva Baur, Esther Amstad
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
Navigating Lipid Nanostructure Design Space Through Continuous Microfluidic Automation
LipidXplorer is a novel microfluidic platform which enables rapid navigation of lipid particle design space for high‐resolution phase mapping, lipid nanoparticle optimization, membrane biophysics, and functional nanomaterial discovery. It combines programmable composition control, continuous nanoparticle formation, and automated well‐plate collection ...
Bradley Diggines +10 more
wiley +1 more source
Comparison of intraday volatility forecasting models for polish equities
Several competing intraday volatility forecasting models for equally spaced data have been proposed in the literature. This study reviews a number of models and compares their forecasting performance using data on the market index of the Warsaw Stock ...
Magdalena Sokalska
doaj
Forecasting Corn Futures Volatility in the Presence of Long Memory, Seasonality and Structural Change [PDF]
Price volatility in the corn market has changed considerably globalization and stronger linkages to the energy complex. Using data from January 1989 through December 2009, we estimate and forecast the volatility in the corn market using futures daily ...
Garcia, Philip, Wang, Xiaoyang
core
Reconfigurable Ferroelectric‐Like Two‐Dimensional Electron Gas at Room Temperature
We demonstrate the realization of a novel ferroelectric‐like two‐dimensional electron gas (2DEG) based on the epitaxial interface between SrO‐terminate SrTiO3 and ferroeletric KNb0.5Na0.5O3${\rm KNb}_{0.5}{\rm Na}_{0.5}{\rm O}_3$ thin films. We show nonvolatile control of the transport properties enabling spatially reconfigurable devices in which ...
Martando Rath +16 more
wiley +1 more source
Establishing Atomic Coherence in Twisted Oxide Membranes Containing Volatile Elements
Twisted oxide membranes containing volatile elements often suffer from amorphous interfacial dead layers that suppress coupling. An oxygen‐annealing strategy establishes atomically coherent and chemically bonded interfaces in twisted NaNbO3 membranes, enabling coherent oxide moiré architectures in volatile‐element‐containing systems.
Young‐Hoon Kim +6 more
wiley +1 more source

