We study the extent to which credit index (CDX) options are priced consistent with S&P 500 (SPX) equity index options. We derive analytical expressions for CDX and SPX options within a structural credit-risk model with stochastic volatility and jumps using ...
In ferroelectric switching, an applied electric field switches the system between two polar symmetry-equivalent states. In this work, we use first-principles calculations to explore the polar states of hydrogen-doped samarium nickelate (SNO) at a concentra ...
In Part I of this paper, an inequality satisfied by the vacuum energy density of the universe was derived using an indirect and heuristic procedure. The derivation is based on a proposed thought experiment, according to which an electron is accelerated to ...
Industrial chemistry heavily relies on traditional separation methods which are both energy-demanding and environmentally detrimental. This thesis addresses critical separation challenges, specifically carbon capture applications and the separation of ethy ...
In order to cope with the decarbonization challenge faced by many countries, fusion is one of the few alternatives to fossil fuels for the production of electricity. Two devices invented in the middle of the previous century have emerged as the most promis ...
Buildings play a pivotal role in the ongoing worldwide energy transition, accounting for 30% of the global energy consumption. With traditional engineering solutions reaching their limits to tackle such large-scale problems, data-driven methods and Machine ...
Building climate risk assessment involves benchmarking a building's energy use intensity against decarbonisation pathways to mitigate the impacts on climate change. Various climate risk assessment tools and frameworks are used for commercial buildings in d ...
When designed and operated adequately, natural ventilation (NV) can improve the buildings' energy efficiency and indoor environmental quality. There is a plethora of factors that limit the effectiveness of NV, such as the climate, surrounding buildings, no ...
AMER SOC HEATING, REFRIGERATING AND AIR-CONDITIONING ENGS2022
Adaptive structures modify their geometry and internal forces through sensing and mechanical actuation in order to maintain optimal performance under changing actions. Previous work has shown that well-conceived adaptive design strategies achieve substanti ...
This article presents an ultra-low-power parallel computing platform and its system-on-chip (SoC) embodiment, targeting a wide range of emerging near-sensor processing tasks for Internet of Things (IoT) applications. The proposed SoC achieves 193 million o ...
Institute of Electrical and Electronics Engineers2017
