Results 51 to 60 of about 29,458 (274)
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 +11 more
wiley +1 more source
Spectral Expansions for Credit Risk Modelling with Occupation Times
Risks, 2022 We study two credit risk models with occupation time and liquidation barriers: the structural model and the hybrid model with hazard rate. The defaults within the models are characterized in accordance with Chapter 7 (a liquidation process) and Chapter ...
Giuseppe Campolieti +2 more
doaj +1 more source
Photoswitching Conduction in Framework Materials
Advanced Functional Materials, EarlyView.This mini‐review summarizes recent advances in state‐of‐the‐art proton and electron conduction in framework materials that can be remotely and reversibly switched on and off by light. It discusses the various photoswitching conduction mechanisms and the strategies employed to enhance photoswitched conductivity.
Helmy Pacheco Hernandez +4 more
wiley +1 more source
Risk Managing Bermudan Swaptions in the Libor BGM Model [PDF]
This article presents a novel approach for calculating swap vega per bucket in the Libor BGM model. We show that for some forms of the volatility an approach based on re-calibration may lead to a large uncertainty in estimated swap vega, as the ...
Antoon Pelsser, Raoul Pietersz
core +3 more sources
Advanced Functional Materials, EarlyView.In this strategy, a conductive nano‐probe is employed to induce nanoscale phase transitions and map the nanoscale conductivity and trap density of GST films. By utilizing the contrasting properties of phase‐change states, nano‐resonators are fabricated that exhibit plasmonic conduction and dramatically different transport characteristics.
Sunwoo Bang +4 more
wiley +1 more source
Euro Interest Rate Swap Yields: A GARCH Analysis
International Journal of Empirical EconomicsThis paper models the month-over-month change in euro-denominated (EUR) long-term interest rate swap yields. It shows that the change in the short-term interest rate has an economically and statistically significant effect on the change in EUR swap ...
Tanweer Akram, Khawaja Mamun
doaj +1 more source
Spectral methods for volatility derivatives [PDF]
, 2009 In the first quarter of 2006 Chicago Board Options Exchange (CBOE) introduced, as one of the listed products, options on its implied volatility index (VIX).
Albanese, Claudio +2 more
core +2 more sources
Multiscale stochastic volatility for variance swaps with constant elasticity of variance [PDF]
, 2022 Ji-Su Yu, Jeong‐Hoon Kim
openalex +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 +5 more
wiley +1 more source
Crude Oil Price Movements and Institutional Traders
CommoditiesWe analyze the role of hedge fund, swap dealer, and arbitrageur activity in the crude oil market. The contribution of our work is to examine the role of institutional traders in switching between high-volatility and low-volatility regimes.
Celso Brunetti +2 more
doaj +1 more source