Open Access. Powered by Scholars. Published by Universities.®
- Keyword
-
- Asset-liability management (1)
- Bayesian Forecasting (1)
- Bayesian statistical decision theory (1)
- COMMERCIALIZATION (1)
- Centrifuge (1)
-
- Centrifuges (1)
- Development (1)
- Finance (1)
- Leverage Effect (1)
- Markov Chain Monte Carlo Method (1)
- Microscopes (1)
- Molecules (1)
- Particle Filter (1)
- Regime switching (1)
- Risk management (1)
- Scientific apparatus and instruments (1)
- Single-molecule (1)
- Smart materials (1)
- State-space methods (1)
- Stochastic Volatility (1)
- Stochastic analysis (1)
- Technology (1)
Articles 1 - 2 of 2
Full-Text Articles in Business
The Technology Development And Commercialization Of 'Smart' Scientific Instrumentations, Tony Hoang
The Technology Development And Commercialization Of 'Smart' Scientific Instrumentations, Tony Hoang
Legacy Theses & Dissertations (2009 - 2024)
The technology development of two centrifuge-based instruments gave rise to an Internet-of-Things (IOT) biotech startup. The first instrument: the centrifuge force microscope (CFM) was recently introduced as a platform for massively parallel single-molecule manipulation and analysis. Here we developed a low-cost and self-contained CFM module that works directly within a commercial centrifuge, greatly improving accessibility and ease of use. Our instrument incorporates research grade video microscopy, a power source, a computer, and wireless transmission capability to simultaneously monitor many individually tethered microspheres. Building off of the first project, the second instrument we introduced was the “smart” centrifuge-test tube holder. The …
A Stochastic Volatility Model With Leverage Effect And Regime Switching, Hong Jiang
A Stochastic Volatility Model With Leverage Effect And Regime Switching, Hong Jiang
Legacy Theses & Dissertations (2009 - 2024)
Modeling the volatility of asset returns is a very important study in financial economics. Among the time-varying volatility models, the Stochastic Volatility (SV) models are argued to have advantages over the autoregressive conditional heteroskedasticity (ARCH) models. The purpose of this article is to put forward a generalized and flexible Stochastic Volatility model, the Stochastic Volatility Model with Leverage Effect and Regime Switching (SVLR model), which could capture the complex features of financial time series to the most extent.