Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures [PDF]
This paper tests for long memory in the volatility of the All Ordinaries Index and its Share Price Index (SPI) futures. This has important implications for those agents concerned with the long term volatility in these markets.
Jonathan Dark
core
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 +3 more
wiley +1 more source
Did weekly economic index and volatility index impact US food sales during the first year of the pandemic? [PDF]
Financ Innov, 2023 Das N, Gangopadhyay P.
europepmc +1 more source
ARE VOLATILITY EXPECTATIONS CHARACTERIZED BY REGIME SHIFTS? EVIDENCE FROM IMPLIED VOLATILITY INDICES [PDF]
This paper examines nonlinearities in the dynamics of volatility expectations using benchmarks of implied volatility for the US and Japanese markets. The evidence from Markov regime-switching models suggests that volatility expectations are likely to be ...
Mark J. Holmes +2 more
core
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 +6 more
wiley +1 more source
Commodity Price Volatility: The Impact of Commodity Index Traders [PDF]
index, traders, commodity, price, volatility, Agricultural and Food Policy, Demand and Price Analysis, Marketing,
Weersink, Alfons, Hailu, Getu
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 +10 more
wiley +1 more source
Can the Chinese volatility index reflect investor sentiment? [PDF]
Int Rev Financ Anal, 2021 Long W, Zhao M, Tang Y.
europepmc +1 more source
Advanced Functional Materials, EarlyView.Sodium alginate regulates interfacial ion transport and retention in electrolyte‐gated synaptic transistors. The carboxylate‐rich polymeric network forms a dynamic interfacial ion‐diffusion barrier that facilitates ion injection during programming while suppressing ion back‐diffusion, thereby stabilizing the electrochemically doped channel state.
Chaeyeon Han +6 more
wiley +1 more source
CONSTRUCTION AND PROPERTIES OF VOLATILITY INDEX FOR WARSAW STOCK EXCHANGE
Quantitative Methods in Economics, 2014 Volatility indices became a important factors on capital markets and are considered as fear factors. First volatility index VIX, was defined for Chicago Board of Trade in 1993, and was developed in 2003.
Tomasz Wiśniewski
doaj