Forecasting volatility in the presence of Leverage Effect

We define a simple and tractable method for adding the Leverage effect in general volatility predictions. As an application, we compare volatility predictions with and without Leverage on the SP500 Index during the period 2002-2010.

Electronic Flux Density Maps Reveal Unique Current Patterns in a Single-Molecule-Graphene-Nanoribbon Junction

To assist the design of novel, highly efficient molecular junctions, a deep understanding of the precise charge transport mechanisms through these devices is of prime importance. In the present contribution, we describe a procedure to investigate spatially-resolved electron transport through a nanojunction from first principles, at the example of a nitro-substituted oligo-(phenylene ethynylene) covalently bound to graphene nanoribbon leads. Recently, we demonstrated that the conductivity of this single-molecule-graphene-nanoribbon junction can be switched quantitatively and reversibly upon application of a static electric field in a top gate position, in the spirit of a traditional field effect transistor [J. Phys. Chem. C, 2016, 120, 28808-28819]. The propensity of the central oligomer unit to align with the external field was found to induce a damped rotational motion and to cause an interruption of the conjugated $\pi$-system, thereby drastically reducing the conductance through the nanojunction. In the current work, we use the driven Liouville-von-Neumann (DLvN) approach for time-dependent electronic transport calculations to simulate the electronic current dynamics under time-dependent potential biases for the two logical states of the nanojunction. Our quantum dynamical simulations rely on a novel localization procedure using an orthonormal set of molecular orbitals obtained from a standard density functional theory calculation to generate a localized representation for the different parts of the molecular junction. The transparent DLvN formalism allows us to directly access the density matrix and to reconstruct the time-dependent electronic current density, unraveling unique mechanistic details of the electron transport

A Video Transmission Framework Using Components and Multi-Agent Systems

International audienceThis paper presents an application of video transmission over Internet, which goal is to be used in a cooperative plat- form. This application uses proxies during the transmission to adapt the video (changing the size, the framerate and/or the encoding format). Adaptation is a necessity in this kind of application, due to the diversity of receivers (computers, mobile phones, PDA . . . ). During the design process, we chose to use component ori- ented programming and multi-agent systems. We present here how these two paradigms help us to have a flexible and evolutive application, and, for each transmission?s step, what is the most appropriated solution. At the end, we also present tests that have been made to evaluate the power needed by the proxies in order to discuss about benefits that can be brought by our architecture

Rêver la médiathèque, la réaliser

la médiathèque sur mesure? C\u27est le projet de Lezoux, petite ville d\u27Auvergne où les habitants ont été invités à projeter leurs visions de la future médiathèque qui leur est destinée

Simulation of Single Reed Instruments Oscillations Based on Modal Decomposition of Bore and Reed Dynamics

This paper investigates the sound production in a system made of a bore coupled with a reed valve. Extending previous work (Debut, 2004), the input impedance of the bore is projected on the modes of the air column. The acoustic pressure is therefore calculated as the sum of modal components. The airrrflow blown into the bore is modulated by reed motion, assuming the reed to be a single degree of freedom oscillator. Calculation of self-sustained oscillations controlled by time-varying mouth pressure and player's embouchure parameter is performed using ODE solvers. Results emphasize the par ticipation of the whole set of components in the mode locking process. Another impor tant feature is the mutual innnfluence of reed and bore resonance during growing blowing pressure transients, oscillation threshold being altered by the reed natural frequency and the reed damping. Steady-state oscillations are also investigated and compared with results given by harmonic balance method and by digital sound synthesis