Regime Switching and Artificial Neural Network Forecasting [PDF]
This paper provides an analysis of regime switching in volatility and out-of-sample forecasting of the Cyprus Stock Exchange using daily data for the period 1996-2002.
Avo Kazandjian +3 more
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Decoding NASICON and Its Metal Interface for Solid‐State Batteries
Advanced Materials, EarlyView.This review paper focuses on lithium‐ and sodium‐based NASICON solid electrolytes and their interfaces with metal anodes using a top‐down framework. It begins with NASICON fundamentals, elucidates anode‐induced failure mechanisms, surveys advanced characterization strategies to understand them, summarizes mitigation approaches, and concludes with a ...
Jiaqi Xu +8 more
wiley +1 more source
Emergent Freestanding Complex Oxide Membranes for Multifunctional Applications
Advanced Materials, EarlyView.This review surveys freestanding oxide membranes and covers fabrication and three pathways for studies and devices: strain‐free and strained membranes, and van der Waals‐integrated heterostructures. We show how coupled oxide responses map onto these routes and cross‐couple to expand behaviors.
Baowen Li +6 more
wiley +1 more source
The Markov-switching multi-fractal model of asset returns: GMM estimation and linear forecasting of volatility [PDF]
Multi-fractal processes have recently been proposed as a new formalism for modelling the time series of returns in finance. The major attraction of these processes is their ability to generate various degrees of long memory in different powers of returns
Lux, Thomas
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Advancing the Landscape of RNAi Nanotherapeutics for Ischemic Heart Disease
Advanced Materials, EarlyView.RNA interference (RNAi) nanomedicine revolutionizes treatment regimens for ischemic heart diseases by enabling tailored, sequence‐anchored gene regulation. This review highlights the recent advances in nanotechnology‐driven RNAi therapeutics for myocardial ischemia and discusses the key design principles that govern efficient delivery, providing ...
Han Gao, Da Pan, Hélder A. Santos
wiley +1 more source
Enhancing Prediction by Incorporating Entropy Loss in Volatility Forecasting. [PDF]
Entropy (Basel)Urniezius R +9 more
europepmc +1 more source
Modeling and Forecasting Realized Volatility [PDF]
This paper provides a general framework for integration of high-frequency intraday data into the measurement forecasting of daily and lower frequency volatility and return distributions. Most procedures for modeling and forecasting financial asset return
Francis X. Diebold +3 more
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Opportunities for Multiscale Pattern Modulation with Temporally Arrested Breath Figures
Advanced Materials Interfaces, EarlyView.This works presents the temporally arrested breath figure methodology and its opportunities for pattern modulation. Through thermodynamic and photochemical phase change handles, this method uses drop‐wise condensation as a dynamic template for fast, accessible and scalable micropatterning.
Francis J. Dent +5 more
wiley +1 more source
Enhancing corn industry sustainability through deep learning hybrid models for price volatility forecasting. [PDF]
PLoS OneYang C, Zhai Y, Liu Z.
europepmc +1 more source
Assessing the Impact of Market Microstructure Noise and Random Jumps on the Relative Forecasting Performance of Option-Implied and Returns-Based Volatility [PDF]
This paper presents a comprehensive empirical evaluation of option-implied and returns-based forecasts of volatility, in which new developments related to the impact on measured volatility of market microstructure noise and random jumps are explicitly ...
Andrew Reidy +2 more
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