Results 91 to 100 of about 29,277 (321)

The Sources of Volatility Transmission in the Euro Area Money Market: From Longer Maturities to the Overnight? [PDF]

This note investigates the transmission of volatility from longer maturities to the overnight segment of the Euro area money market. I use non-parametric estimates of the daily variance of swap rates to test for block exogeneity with respect to the ...
Zagaglia, Paolo
core  

An Ultra‐Robust Memristor Based on Vertically Aligned Nanocomposite with Highly Defective Vertical Channels for Neuromorphic Computing

Advanced Functional Materials, EarlyView.
An ultra‐robust memristor based on SrTiO3‐CeO2 (S‐C) vertically aligned nanocomposite (VAN) achieving exceptional endurance of 1012 switching cycles via interface engineering. Artificial neural networks (ANNs) integrated with S‐C VAN memristors exhibit high training accuracy across multiple datasets.
Zedong Hu, Hongyi Dou, Jeremy B. Gan, Cun Li, Xuanyu Sheng, Juanjuan Lu, Abhijeet Choudhury, Jialong Huang, Yizhi Zhang, Zhongxia Shang, Ye Cao, Xinghang Zhang, Haiyan Wang   +12 more
wiley   +1 more source

Halide Perovskite Radiation Detectors: Conventional Imaging Applications and New Opportunities

Advanced Functional Materials, EarlyView.
Organic–inorganic hybrid halide perovskite (OIHP) semiconductors, owing to their exceptional optoelectronic properties, are emerging as promising next‐generation integrated radiation detectors for applications in medical radiodiagnosis and healthcare monitoring.
Dou Zhao, Yeon‐Woo Choi, Tomoyuki Yokota, Takao Someya, Nam‐Gyu Park   +4 more
wiley   +1 more source

European option pricing under the approximate fractional Heston jump–diffusion model with a stochastic long-term mean

Alexandria Engineering Journal
To address the limitations of the traditional Heston model, which fails to capture asset price jumps, long-range dependence, and the term structure of implied volatility and variance swap curves, this study proposes an enhanced approximate fractional ...
Yubing Wang, Yanan Bai
doaj   +1 more source

Design and Applications of Multi‐Frequency Programmable Metamaterials for Adaptive Stealth

Advanced Functional Materials, EarlyView.
This article provides a comprehensive overview of metamaterials, including their fundamental principles, properties, synthesis techniques, and applications in stealth, as well as their challenges and future prospects. It covers topics that are more advanced than those typically discussed in existing review articles, while still being closely connected ...
Jonathan Tersur Orasugh, Ankita Mohanty, Amit Malakar, Suryasarathi Bose, Suprakas Sinha Ray   +4 more
wiley   +1 more source

A Structural Credit Risk Model with Jumps Based on Uncertainty Theory

Mathematics
This study, within the framework of uncertainty theory, employs an uncertain differential equation with jumps to model the asset value process of a company, establishing a structured model of uncertain credit risk that incorporates jumps.
Hong Huang, Meihua Jiang, Yufu Ning, Shuai Wang   +3 more
doaj   +1 more source

Functional Materials for Environmental Energy Harvesting in Smart Agriculture via Triboelectric Nanogenerators

Advanced Functional Materials, EarlyView.
This review explores functional and responsive materials for triboelectric nanogenerators (TENGs) in sustainable smart agriculture. It examines how particulate contamination and dirt affect charge transfer and efficiency. Environmental challenges and strategies to enhance durability and responsiveness are outlined, including active functional layers ...
Rafael R. A. Silva, Giulio Fatti, Emanuel Carlos, Guilherme Ferreira, Sumita Goswami, Suman Nandy, Luiz H. C. Mattoso, Elvira Fortunato, Caio G. Otoni, Rodrigo Martins   +9 more
wiley   +1 more source

Optimal Gas Fee Minimization in DeFi: Enhancing Efficiency and Security on the Ethereum Blockchain

IEEE Access
This study presents a comprehensive framework for optimizing gas fees in decentralized finance (DeFi) pools on the Ethereum blockchain, aimed at enhancing both transaction efficiency and security. The proposed Theory of Gas Fee Minimization strategically
Heesang Kim, Dohoon Kim
doaj   +1 more source

Complex Cryptographic and User‐Centric Physically Unclonable Functions Enabled by Strain‐Sensitive Nanocrystals via Selective Ligand Exchange

Advanced Functional Materials, EarlyView.
This study investigates electromechanical PUFs that improve on traditional electric PUFs. The electron transport materials are coated randomly through selective ligand exchange. It produces multiple keys and a key with motion dependent on percolation and strain, and approaches almost ideal inter‐ and intra‐hamming distances.
Seungshin Lim, Hanseok Seo, Taesung Park, Byung Ku Jung, Junhyeok Park, Young Kyun Choi, Dae Yang Oh, Soong Ju Oh   +7 more
wiley   +1 more source

Pricing Variance Swaps Under Heston Stochastic Volatility Model with Stochastic Interest Rate and Stochastic Dividend Yield

, 2023
Habakuk Djiké
openalex   +1 more source