Zobrazeno 1 - 10
of 147
pro vyhledávání: '"Wing Ki Liu"'
Autor:
Wing Ki Liu, Mike K. P. So
Publikováno v:
Information, Vol 11, Iss 10, p 489 (2020)
In this paper, we incorporate a GARCH model into an artificial neural network (ANN) for financial volatility modeling and estimate the parameters in Tensorflow. Our goal was to better predict stock volatility. We evaluate the performance of the model
Externí odkaz:
https://doaj.org/article/26fe03bac91a4960b755dad2b8741835
Publikováno v:
Communications in Statistics: Case Studies, Data Analysis and Applications. 8:15-42
This article proposes a novel multivariate generalized autoregressive conditionally heteroscedastic (GARCH) model that incorporates the modified Cholesky decomposition for a covariance matrix in or...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::06dc0abe2cc06c62d9ef872bba5f8301
https://doi.org/10.1080/23737484.2021.1972876
https://doi.org/10.1080/23737484.2021.1972876
Publikováno v:
IEEE Photonics Journal, Vol 6, Iss 3, Pp 1-10 (2014)
A hybrid plasmonic waveguide is considered as one of the most promising architectures for long-range subwavelength guiding. The objective of this paper is to present a theoretical analysis of plasmonic guided modes in a symmetric conductor–gap–di
Externí odkaz:
https://doaj.org/article/7a7ad60484ad452da5994b2ecf30d4fb
Publikováno v:
Advances in Decision Sciences. 22:369-404
Modeling financial returns is challenging because the correlations and variance of returns are time-varying and the covariance matrices can be quite high-dimensional. In this paper, we develop a Bayesian shrinkage approach with modified Cholesky deco
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d071260f5c8579c6f00c7ddf38dc95c1
https://doi.org/10.47654/v22y2018i1p369-404
https://doi.org/10.47654/v22y2018i1p369-404
Publikováno v:
Journal of Lightwave Technology. 35:2243-2251
We theoretically investigate the hybrid guided modes in a five-layer symmetrical hybrid-metal–dielectric–metal (MDM) plasmonic waveguide. It is a modified-MDM structure that consists of five layers with three-layer (low/high/low) dielectric cladd
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6112b7af53a2d827f365cd22918ef09e
https://doi.org/10.1109/jlt.2016.2643507
https://doi.org/10.1109/jlt.2016.2643507
Publikováno v:
Journal of Lightwave Technology. 33:3198-3206
We presented a comprehensive theoretical study of the hybrid guided mode in a multilayer symmetrical planar plasmoinc waveguide, which is constructed with a thin film metal layer symmetrically sandwiched by three dielectric low/high/low-index layers.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::17da8effb819239a257491381d5da98a
https://doi.org/10.1109/jlt.2015.2438646
https://doi.org/10.1109/jlt.2015.2438646
Autor:
Bae Yeun Ha, Juan Chen, Brian C. Wilson, Wing Ki Liu, Tracy W. Liu, Gang Zheng, Lixin Zhan, Laura Burgess
Publikováno v:
The Journal of Physical Chemistry B. 119:44-53
Proteases play key roles in the regulation of normal cellular function, and thus, their deregulation leads to many disease states. Molecular beacons are promising protease-imaging probes for the detection and characterization of disease as well as fo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ef742273b768b201fb5f45724bba476f
https://doi.org/10.1021/jp5086813
https://doi.org/10.1021/jp5086813
Publikováno v:
Physical Review E. 96
The permeability of the bacterial outer membrane, enclosing Gram-negative bacteria, depends on the interactions of the outer, lipopolysaccharide (LPS) layer, with surrounding ions and molecules. We present a coarse-grained model for describing how ca
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3eedb8acf1b3eae26c25013f6c3df406
https://doi.org/10.1103/physreve.96.042405
https://doi.org/10.1103/physreve.96.042405