Asymmetric and nonlinear dynamics in sovereign credit risk markets
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Futures Markets"
DOI: 10.1002/fut.21896
Abstract: We employ asymmetric and nonlinear error correction models to characterize the price discovery and volatility interactions between the sovereign CDS and bond spreads for 22 reference entities. We find asymmetric, nonlinear, and bidirectional short and… read more here.
Keywords: dynamics sovereign; markets asymmetric; credit risk; nonlinear dynamics ... See more keywords
Compound changes in temperature and snow depth lead to asymmetric and nonlinear responses in landscape freeze–thaw
Sign Up to like & getrecommendations! Published in 2022 at "Scientific Reports"
DOI: 10.1038/s41598-022-06320-6
Abstract: Cycles of freeze–thaw (FT) are among the key landscape processes in cold regions. Under current global warming, understanding the alterations in FT characteristics is of a great importance for advising land management strategies in northern… read more here.
Keywords: snow depth; changes temperature; temperature snow; asymmetric nonlinear ... See more keywords
Tunable solid-state thermal rectification by asymmetric nonlinear radiation
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DOI: 10.1039/d1mh00425e
Abstract: The tunable solid-state thermal rectification of a three-terminal device is presented by asymmetric nonlinear far-field radiation. The experimental findings are supplemented with finite element analysis, with a maximum rectification ratio of 93.1%. read more here.
Keywords: solid state; rectification; tunable solid; state thermal ... See more keywords
Oil and Sovereign Credit Risk: Asymmetric Nonlinear Dynamic Interactions
Sign Up to like & getrecommendations! Published in 2019 at "Emerging Markets Finance and Trade"
DOI: 10.1080/1540496x.2019.1668775
Abstract: ABSTRACT Changes in oil prices differently impact the macro fundamentals of oil-importing and oil-exporting countries. For the latter, oil price booms improve fiscal policy, real exchange rate due to the inflow of foreign currencies, sovereign… read more here.
Keywords: asymmetric nonlinear; credit risk; sovereign credit; oil ... See more keywords
Asymmetric nonlinear system is not sufficient for a nonreciprocal wave diode
Sign Up to like & getrecommendations! Published in 2018 at "Physical Review B"
DOI: 10.1103/physrevb.97.205423
Abstract: We demonstrate symmetric wave propagations in asymmetric nonlinear quantum systems. By solving the nonlinear Sch\"ordinger equation, we first analytically prove the existence of symmetric transmission in asymmetric systems with a single nonlinear delta-function interface. We… read more here.
Keywords: asymmetric nonlinear; nonlinear system; wave; nonlinear interface ... See more keywords
Asymmetric and nonlinear inter-relations of US stock indices
Sign Up to like & getrecommendations! Published in 2017 at "International Journal of Managerial Finance"
DOI: 10.1108/ijmf-02-2017-0018
Abstract: Purpose - The purpose of this paper is to examine the inter-relations among the US stock indices. Design/methodology/approach - Data of nine US stock indices spanning a period of sixteen years (2000-2015) are employed for… read more here.
Keywords: stock indices; inter relations; asymmetric nonlinear; relations stock ... See more keywords
An Efficient Asymmetric Nonlinear Activation Function for Deep Neural Networks
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DOI: 10.3390/sym14051027
Abstract: As a key step to endow the neural network with nonlinear factors, the activation function is crucial to the performance of the network. This paper proposes an Efficient Asymmetric Nonlinear Activation Function (EANAF) for deep… read more here.
Keywords: activation function; function; asymmetric nonlinear; nonlinear activation ... See more keywords