Results 161 to 170 of about 552,350 (298)

DeepVol: volatility forecasting from high-frequency data with dilated causal convolutions. [PDF]

Quant Finance
Moreno-Pino F, Zohren S.
europepmc   +1 more source

Forecasting Nonlinear Functions of Returns Using LINEX Loss Functions [PDF]

This paper applies LINEX loss functions to forecasting nonlinear functions of variance. We derive the optimal one-step-ahead LINEX forecast for various volatility models using data transformations such as ln(y2t) where yt is the return of the asset.
Soosung Hwang, John Knight, Stephen E. Satchell   +2 more
core  

Memristive Motion‐Streak Neuron for Spatiotemporal Multiple Object Detection

Advanced Materials, EarlyView.
This work proposes motion‐streak neuron hardware using amorphous In–Ga–Zn–O optoelectronic memristors and dynamic memristors for spatiotemporal multiple‐object detection. The motion streak neuron array processes optical and electrical stimuli, allowing speed‐dependent filament relaxation to encode motion trajectories.
Hyungjun Park, Jin Hong Kim, Hyun Wook Kim, Néstor Ghenzi, Sung Keun Shim, Joon‐Kyu Han, Min Jung Chung, Dong Hoon Shin, Kyung Seok Woo, Cheol Seong Hwang   +9 more
wiley   +1 more source

Comparative analysis of volatility forecasting for healthcare stock indices amid public health crises: a study based on the Bayes-CNN model. [PDF]

Front Public Health
Li Y, Gu R, Zhao D.
europepmc   +1 more source

Spatial‐Compatibility‐Assisted Molecular Intercalation in MXenes

Advanced Materials, EarlyView.
This work demonstrates a solvent–free NH4F–mediated route for simultaneous Al removal and molecular intercalation in MXenes. Intercalants are selected by comparing their crystallographic X, Y, and Z dimensions with the MXene interlayer spacing, establishing a spatial‐compatibility criterion that rationalizes guest–host matching and enables predictive ...
Minhao Sheng, Xiaoqing Bin, Xiangyang Liu, Yingji Zhao, Wenxiu Que, Yusuke Asakura, Yusuke Yamauchi   +6 more
wiley   +1 more source

Forecasting volatility: Evidence from the Macedonian stock exchange [PDF]

This paper investigates the behavior of stock returns in an emerging stock market namely, the Macedonian Stock Exchange, focusing on the relationship between returns and conditional volatility.
Kovačić, Zlatko
core  

Volatile Memristive Devices With Tunable Temporal Dynamics For Event‐Based Sensing

Advanced Materials, EarlyView.
Tunable volatile memristive devices can serve various neural‐inspired tasks that require different time windows of information retention. The ionic‐based volatility of the presented Pt/a‐STO/TaOx/Ta device stack can be reproducibly and controllably tuned in multiple ways.
Dimitrios Spithouris, Johannes Hellwig, Hugh Greatorex, Clemens Wittberg, Panagiotis Koutsogiannis, César Magén, Elisabetta Chicca, Regina Dittmann   +7 more
wiley   +1 more source

Introducing NBEATSx to realized volatility forecasting

Expert Systems with Applications, 2023
Hugo Gobato Souto, Amir Moradi 0002
openaire   +2 more sources

Live and Feeder Cattle Options Markets: Returns, Risk, and Volatility Forecasting [PDF]

The paper examines empirical returns from holding thirty- and ninety-day call and put positions, and the forecasting performance of implied volatility in the live and feeder cattle options markets.
Brittain, Lee, Garcia, Philip, Irwin, Scott H.   +2 more
core  

Toward Pore‐Engineered 3D‐Printed Materials for Sorption Water Harvesting, Interfacial Evaporation, and Radiative Cooling

Advanced Materials, EarlyView.
Water harvesting, radiative cooling, and interfacial solar evaporation are fundamentally governed by coupled heat, mass, and light transport processes. These processes are mediated by pore architecture, including pore size, connectivity, and hierarchical organization.
Dejan J. Trajkovski, Higgins M. Wilson, Abdallah Y. M. Ali, Jiaxing Xu, Ruzhu Wang, Primož Poredoš   +5 more
wiley   +1 more source