An analysis of simultaneous company defaults using a shot noise process.
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Banking and Finance"
DOI: 10.1016/j.jbankfin.2017.04.007
Abstract: During subprime mortgage crisis, it became apparent that incumbent models had underestimated company default correlations. Complex models that attempt to incorporate default dependency are difficult to implement in practice. On the contrary, practical models, such… read more here.
Keywords: company; model; shot noise; noise process ... See more keywords
Shot Noise and Fixed-Pattern Noise Effects on Digital Hologram Reconstruction
Sign Up to like & getrecommendations! Published in 2020 at "Optics and Lasers in Engineering"
DOI: 10.1016/j.optlaseng.2020.106461
Abstract: Abstract Digital holography allows registering and reconstructing information about 3D objects and 3D scenes. There are several limitations related to reconstructed image quality: speckle noise, twin images, zero order, light (shot noise) and dark temporal… read more here.
Keywords: reconstruction; fixed pattern; pattern noise; shot noise ... See more keywords
The Ultimate Limit in Measurements by Instrumental Analysis: An Interesting Account of "Schroteffekt" and Shot Noise.
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Chemical Education"
DOI: 10.1021/acs.jchemed.8b00202
Abstract: Shot noise is one of the essential concepts in instrumental analysis, which places a fundamental limit on quantitative measurements when the magnitude of the analytical signal is very small. The introduction of an abstract scientific… read more here.
Keywords: instrumental analysis; shot noise; limit; noise ... See more keywords
Superresolution concentration measurement realized by sub-shot-noise absorption spectroscopy
Sign Up to like & getrecommendations! Published in 2022 at "Nature Communications"
DOI: 10.1038/s41467-022-28617-w
Abstract: Absorption spectroscopy is one of the most widely used spectroscopic methods. The signal-to-noise ratio in conventional absorption spectroscopy is ultimately limited by the shot noise, which arises from the statistical property of the light used… read more here.
Keywords: absorption spectroscopy; spectroscopy; shot noise; noise absorption ... See more keywords
Scattering-lens based quantum imaging beyond shot noise
Sign Up to like & getrecommendations! Published in 2021 at "Scientific Reports"
DOI: 10.1038/s41598-021-85846-7
Abstract: The scheme of optical imaging using scattering lens can provide a resolution beyond the classical optical diffraction limit with a coherent-state input. Nevertheless, due to the shot noise of the coherent state, the corresponding signal-to-noise… read more here.
Keywords: scattering lens; shot noise; coherent state; noise ... See more keywords
Probing the internal energy structure of a serially coupled double quantum dot system with Rashba spin-orbit coupling through finite-frequency shot noise
Sign Up to like & getrecommendations! Published in 2018 at "AIP Advances"
DOI: 10.1063/1.5004223
Abstract: The finite-frequency shot noise of electron transport through a serially coupled double quantum dot system with Rashba spin-orbit coupling is studied based on an effective particle-number-resolved quantum master equation. We demonstrate that the finite-frequency shot… read more here.
Keywords: finite frequency; shot noise; frequency shot; quantum dot ... See more keywords
Shot-noise cojumps: Exact simulation and option pricing
Sign Up to like & getrecommendations! Published in 2022 at "Journal of the Operational Research Society"
DOI: 10.1080/01605682.2022.2077660
Abstract: Abstract We consider a parsimonious framework of jump-diffusion models for price dynamics with stochastic price volatilities and stochastic jump intensities in continuous time. They account for conditional heteroscedasticity and also incorporate key features appearing in… read more here.
Keywords: shot noise; exact simulation; scheme; jump ... See more keywords
Shot noise in multitracer constraints on fNL and relativistic projections: Power spectrum
Sign Up to like & getrecommendations! Published in 2020 at "Monthly Notices of the Royal Astronomical Society"
DOI: 10.1093/mnras/staa1154
Abstract: Multiple tracers of the same surveyed volume can enhance the signal-to-noise on a measurement of local primordial non-Gaussianity and the relativistic projections. Increasing the number of tracers comparably increases the number of shot noise terms… read more here.
Keywords: noise; power spectrum; relativistic projections; shot noise ... See more keywords
The atomic hydrogen content of the post-reionization Universe
Sign Up to like & getrecommendations! Published in 2020 at "Monthly Notices of the Royal Astronomical Society"
DOI: 10.1093/mnras/staa604
Abstract: We present a comprehensive analysis of atomic hydrogen (H i) properties using a semi-analytical model of galaxy formation and N-body simulations covering a large cosmological volume at high resolution. We examine the H i mass function and… read more here.
Keywords: atomic hydrogen; hydrogen; hydrogen content; shot noise ... See more keywords
Sub-shot-noise-limited fiber-optic quantum receiver
Sign Up to like & getrecommendations! Published in 2020 at "Physical Review A"
DOI: 10.1103/physreva.101.032306
Abstract: We experimentally demonstrate a quantum receiver based on Kennedy scheme for discrimination between two phase-modulated weak coherent states. The receiver is assembled entirely from the standard fiber-optic elements and operates at the conventional telecom wavelength… read more here.
Keywords: shot noise; quantum receiver; fiber optic;
Shot noise of charge and spin transport in a junction with a precessing molecular spin
Sign Up to like & getrecommendations! Published in 2018 at "Physical Review B"
DOI: 10.1103/physrevb.97.115441
Abstract: Magnetic molecules and nanomagnets can be used to influence the electronic transport in mesoscopic junction. In a magnetic field the precessional motion leads to resonances in the dc- and ac-transport properties of a nanocontact, in… read more here.
Keywords: spin transport; shot noise; transport; molecular spin ... See more keywords