280 research outputs found

    Joint return and volatility timing in exchange traded funds : evidence from Tokyo market

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    1 online resource (v, 43 p.)Includes abstract and appendix.Includes bibliographical references (p. 27-29).This paper tests the existence of volatility timing skills in the Tokyo ETFs market. The historical daily data on sixty-two ETFs are collected covering the period July 1st, 2003 to July 16 , 2013 from Bloomberg. Two methods are used in this paper, which are OLS- and PLS- regression methods. Regression results are then analyzed to finger out the existence of volatility timing skills of fund managers. The first regression results show that 90% funds confirm the existence of volatility timing skills in the Tokyo ETFs market. The second and third show the same results as the first one. In detail, the efficiency of volatility timing skills on ETFs improved in the Tokyo ETFs market after t[he] September 2008 financial crisis

    The Meniscus-Guided Deposition of Semiconducting Polymers

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    The electronic devices that play a vital role in our daily life are primarily based on silicon and are thus rigid, opaque, and relatively heavy. However, new electronics relying on polymer semiconductors are opening up new application spaces like stretchable and self-healing sensors and devices, and these can facilitate the integration of such devices into our homes, our clothing, and even our bodies. While there has been tremendous interest in such technologies, the widespread adoption of these organic electronics requires low-cost manufacturing techniques. Fortunately, the realization of organic electronics can take inspiration from a technology developed since the beginning of the Common Era: printing. This review addresses the critical issues and considerations in the printing methods for organic electronics, outlines the fundamental fluid mechanics, polymer physics, and deposition parameters involved in the fabrication process, and provides future research directions for the next generation of printed polymer electronics

    Machine Learning Prediction of Glass Transition Temperature of Conjugated Polymers From Chemical Structure

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    Predicting the glass transition temperature (Tg) is of critical importance as it governs the thermomechanical performance of conjugated polymers (CPs). Here, we report a predictive modeling framework to predict Tg of CPs through the integration of machine learning (ML), molecular dynamics (MD) simulations, and experiments. With 154 Tg data collected, an ML model is developed by taking simplified “geometry” of six chemical building blocks as molecular features, where side-chain fraction, isolated rings, fused rings, and bridged rings features are identified as the dominant ones for Tg. MD simulations further unravel the fundamental roles of those chemical building blocks in dynamical heterogeneity and local mobility of CPs at a molecular level. The developed ML model is demonstrated for its capability of predicting Tg of several new high-performance solar cell materials to a good approximation. The established predictive framework facilitates the design and prediction of Tg of complex CPs, paving the way for addressing device stability issues that have hampered the field from developing stable organic electronics
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