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Unveiling multiscale spatiotemporal dynamics of volatility in high-frequency financial markets.
PLoS One
January 2025
Department of Finance, Zhejiang University of Finance and Economics, Hangzhou, China.
This study explores the intricate dynamics of volatility within high-frequency financial markets, focusing on 225 of Chinese listed companies from 2016 to 2023. Utilizing 5-minute high-frequency data, we analyze the realized volatility of individual stocks across six distinct time scales: 5-minute, 10-minute, 30-minute, 1-hour, 2-hour, and 4-hour intervals. Our investigation reveals a consistent power law decay in the auto-correlation function of realized volatility across all time scales.
View Article and Find Full Text PDFPhoto-Excited Carrier Dynamics in Ammonothermal Mn-Compensated GaN Semiconductor.
Materials (Basel)
December 2024
Terahertz Photonics Laboratory, Center for Physical Sciences and Technology, Saulėtekio Ave. 3, 10257 Vilnius, Lithuania.
We investigated the carrier dynamics of ammonothermal Mn-compensated gallium nitride (GaN:Mn) semiconductors by using sub-bandgap and above-bandgap photo-excitation in a photoluminescence analysis and pump-probe measurements. The contactless probing methods elucidated their versatility for the complex analysis of defects in GaN:Mn crystals. The impurities of Mn were found to show photoconductivity and absorption bands starting at the 700 nm wavelength threshold and a broad peak located at 800 nm.
View Article and Find Full Text PDFEffect of electrode size and distance to tissue on unipolar and bipolar voltage electrograms and their implications for a near-field cutoff.
Sci Rep
November 2024
Department of Cardiology, University Hospital Basel, University of Basel, Petersgraben 4, Basel, 4031, Switzerland.
Characteristics of electrograms depend on the electrode design and distance to the electric source. Our aim was to assess the impact of electrode design and distance from the myocardial electric source on the unipolar and bipolar electrograms to deduce a far-field cut-off. We retrospectively analyzed left atrial electroanatomical maps of 25 patients acquired using an ablation catheter with a 4.
View Article and Find Full Text PDFFunctional properties of corticothalamic circuits targeting paraventricular thalamic neurons.
Neuron
December 2024
Department of Neurobiology and Anatomy, McGovern Medical School, The University of Texas Health Science Center at Houston, 6431 Fannin Street, Houston, TX 77030, USA; MD Anderson Cancer Center UTHealth Houston Graduate School of Biomedical Sciences, 6767 Bertner Ave, Houston, TX 77030, USA. Electronic address:
Corticothalamic projections to sensorimotor thalamic nuclei show modest firing rates and serve to modulate the activity of thalamic relay neurons. By contrast, here we find that high-order corticothalamic projections from the prelimbic (PL) cortex to the anterior paraventricular thalamic nucleus (aPVT) maintain high-frequency activity and evoke strong synaptic excitation of aPVT neurons in rats. In a significant fraction of aPVT cells, such high-frequency excitation of PL-aPVT projections leads to a rapid decay of action potential amplitudes, followed by a depolarization block (DB) that strongly limits aPVT maximum firing rates, thereby regulating both defensive and appetitive behaviors in a frequency-dependent manner.
View Article and Find Full Text PDFElectrochemical kinetic energy harvesting mediated by ion solvation switching in two-immiscible liquid electrolyte.
Nat Commun
October 2024
School of Electrical and Electronic Engineering, Nanyang Technological University (NTU), 50 Nanyang Avenue, 639798, Singapore, Singapore.
Kinetic energy harvesting has significant potential, but current methods, such as friction and deformation-based systems, require high-frequency inputs and highly durable materials. We report an electrochemical system using a two-phase immiscible liquid electrolyte and Prussian blue analogue electrodes for harvesting low-frequency kinetic energy. This system converts translational kinetic energy from the displacement of electrodes between electrolyte phases into electrical energy, achieving a peak power of 6.
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