Results 61 to 70 of about 37,989 (306)

Modeling Volatility for Conventional and Islamic Stock Market Indices

JISR Management and Social Sciences & Economics, 2016
This study aims to investigate the volatility between Conventional and Islamic stock market by deploying Autoregressive Conditional Heteroskedastic (ARCH) model and Generalized ARCH (GARCH) models along with their variants, Power ARCH (PARCH), Threshold ...
Farhan Ahmed, Iqra Awais, Anjum Pervaiz
doaj   +1 more source

Experimental and Numerical Modal Analysis of Composite Sandwich Structures Using Surfboards as Model Systems

Advanced Engineering Materials, EarlyView.
This article presents an experimental and numerical modal investigation of composite sandwich structures using surfboards as model systems. By comparing different core materials and reinforcement strategies, the study demonstrates how local stiffeners influence vibrational response and introduce characteristic modal features, highlighting modal ...
Brett Connellan, Luca Lomazzi, Mathis Mercier, Kara Stark, Marc in het Panhuis   +4 more
wiley   +1 more source

All‐in‐One Analog AI Hardware: On‐Chip Training and Inference with Conductive‐Metal‐Oxide/HfOx ReRAM Devices

Advanced Functional Materials, EarlyView.
An all‐in‐one analog AI accelerator is presented, enabling on‐chip training, weight retention, and long‐term inference acceleration. It leverages a BEOL‐integrated CMO/HfOx ReRAM array with low‐voltage operation (<1.5 V), multi‐bit capability over 32 states, low programming noise (10 nS), and near‐ideal weight transfer.
Donato Francesco Falcone, Victoria Clerico, Wooseok Choi, Tommaso Stecconi, Folkert Horst, Laura Bégon‐Lours, Matteo Galetta, Antonio La Porta, Nikhil Garg, Fabien Alibart, Bert Jan Offrein, Valeria Bragaglia   +11 more
wiley   +1 more source

ESG Volatility Prediction Using GARCH and LSTM Models

Financial Internet Quarterly, 2023
This study aims to predict the ESG (environmental, social, and governance) return volatility based on ESG index data from 26 October 2017 and 31 March 2023 in the case of India.
Mishra Akshay Kumar, Kumar Rahul, Bal Debi Prasad   +2 more
doaj   +1 more source

Control of Polarization and Polar Helicity in BiFeO3 by Epitaxial Strain and Interfacial Chemistry

Advanced Functional Materials, EarlyView.
In BiFeO3 thin films, the interplay of interfacial chemistry, electrostatics, and epitaxial strain is engineered to stabilize homohelicity in polarization textures at the domain scale. The synergistic use of a Bi2O2‐terminated Aurivillius buffer layer and a highly anisotropic compressive epitaxial strain offers new routes to control the polar‐texture ...
Elzbieta Gradauskaite, Lilia Huynh, Natascha Gray, Quintin N. Meier, Marta D. Rossell, Morgan Trassin   +5 more
wiley   +1 more source

To Examine the Spillover effect between the KSE100 and S&P500 Index

Universidad y Empresa, 2018
The volatility spillover is defined as the transmission of instability from market to market. It occurs when the volatility price change in one market causes a lagged impact on volatility price in another market above the local effects of market. In this
Mudassar Hasan, Muhammad Ishfaq Ahmad, Muhammad Abubakr Naeem, Muhammad Akram Naseem, ramiz Ur Rehman   +4 more
doaj   +1 more source

Estimating Volatility and Investment Risk: An Empirical Case Study for NIFTY MIDCAP 50 Index of National Stock Exchange (NSE) in India [PDF]

Ovidius University Annals: Economic Sciences Series, 2021
This study evaluates performance of Indian index considering NIFTY MIDCAP 50 index daily series returns. Autoregressive model EGARCH forecasts the volatility predictability and empirically analyze volatility pattern considering daily returns from NIFTY ...
Ramona Birau, Jatin Trivedi, Cristi Spulbar   +2 more
doaj  

Intermediate Resistive State in Wafer‐Scale Vertical MoS2 Memristors Through Lateral Silver Filament Growth for Artificial Synapse Applications

Advanced Functional Materials, EarlyView.
In MOCVD MoS2 memristors, a current compliance‐regulated Ag filament mechanism is revealed. The filament ruptures spontaneously during volatile switching, while subsequent growth proceeds vertically through the MoS2 layers and then laterally along the van der Waals gaps during nonvolatile switching.
Yuan Fa, Milan Buttberg, Ke Ran, Rana Walied Ahmad, Dennis Braun, Lukas Völkel, Jimin Lee, Sofía Cruces, Bart Macco, Bárbara Canto, Holger Lerch, Thorsten Wahlbrink, Holger Kalisch, Michael Heuken, Andrei Vescan, Joachim Mayer, Zhenxing Wang, Ilia Valov, Stephan Menzel, Max C. Lemme   +19 more
wiley   +1 more source

Simple Expected Volatility (SEV) Index: Application to SET50 Index Options [PDF]

In 2003, the Chicago Board Options Exchange (CBOE) made two key enhancements to the volatility index (VIX) methodology based on S&P options. The new VIX methodology seems to be based on a complicated formula to calculate expected volatility.
Michael McAleer, Chatayan Wiphatthanananthakul   +1 more
core  

Dynamics effect of volatility index, interest rates, and commodity prices on Indonesian bond yields

Jurnal Ekonomi & Studi Pembangunan
Several factors influence the movements and dynamics of bond yields in financial markets. The determination of monetary policy, specifically the decisions regarding interest rates made by central banks, is a critical factor.
Susilo Nur Aji Cokro Darsono, Afrizal Firman, Pazri Nugraha, Nurul Isnaini, Dyah Titis Kusuma Wardani   +4 more
doaj   +1 more source