关键词:
long memory;regime switching;FIEGARCH;MRS-FIEGARCH
摘要:
Recent research suggests that long memory can be caused by regime switching and is easily confused with it. However, if the causes of confusion were properly controlled, they could be distinguished. Motivated by this idea, our study aims to distinguish between the long memory and regime switching of financial volatility. We firstly modeled the long memory and regime switching of volatility using the Fractionally Integrated Exponential GARCH (FIEGARCH) and Markov Regime-Switching EGARCH (MRS-EGARCH) frameworks, respectively, and performed a simulation study on their finite-sample properties when innovations followed a non-normal distribution. Subsequently, we demonstrated the confusion between the FIEGARCH and MRS-EGARCH processes using simulations. A recent study theoretically proved that the time-varying smoothing probability series can induce the presence of significant long memory in the regime-switching process. To control for its effect, the two-stage two-state FIEGARCH and MRS-FIEGARCH frameworks are proposed. The Monte Carlo studies showed that both frameworks can effectively distinguish between the pure FIEGARCH and pure MRS-EGARCH processes. When the MRS-FIEGARCH model was further employed to fit series generated with the MRS-FIEGARCH process, it outperformed the ordinary FIEGARCH model. Finally, an empirical study of NASDAQ index return was conducted to demonstrate that our MRS-FIEGARCH model can provide potentially more reliable long-memory estimates, identify the volatility states and outperform both the FIEGARCH and MRS-EGARCH models.
摘要:
Graphene is always used to construct two-dimensional (2D) van der Waals (vdW) heterostructures due to its excellent performance. Hydrogenated phosphorus carbides (HPC or PCH), as novel 2D carbon-based materials, are predicted to be potential for nanoelectronics and optoelectronics. Herein, we explore the electronic prop-erties of vdW heterostructure of graphene and hydrogenated phosphorus carbides under both strain and electric field by using first-principles calculations. The results demonstrate that the Schottky barrier height (SBH) and band gap of the heterostructures can be effectively modulated by in-plane uniaxial or biaxial strain, but the Schottky contact type (n-type or p-type) could not be modified by the strain alone in the investigated range (from-10% to 10%). Interestingly, when the strain and electric field are simultaneously applied to the heterostructure, not only the SBH and band gap but also the Schottky contact type could be modulated effectively. The results open a new avenue for design of 2D carbon-based nanoelectronic and optoelectronic devices.
作者机构:
[Tan, L.; Wu, Y. -j.; Tan, L; Huang, Z. -x.; Liu, H.; Liu, Y. -x.; Wu, YJ] Hengyang Normal Univ, Coll Chem & Mat Sci, Hunan Engn Res Ctr Monitoring & Treatment Heavy Me, Key Lab Funct Met Organ Cpds Hunan Prov, Hengyang 421001, Peoples R China.
通讯机构:
[Tan, L; Wu, YJ ] H;Hengyang Normal Univ, Coll Chem & Mat Sci, Hunan Engn Res Ctr Monitoring & Treatment Heavy Me, Key Lab Funct Met Organ Cpds Hunan Prov, Hengyang 421001, Peoples R China.
关键词:
Ag coating;Surfactant;Zinc-metal battery;Zinc dendrite
摘要:
Rechargeable aqueous zinc (Zn) batteries are promising for large energy storage due to their low cost, high safety, and environmental compatibility, but their commercialization is hindered by the severe irreversibility of Zn metal anodes as exemplified by water-induced side reactions (H2 evolution and Zn corrosion) and dendrite growth. In this work, hierarchical layered silver-coated zinc anode under the assistance of anionic surfactant (trisodium citrate) was prepared for long-time cycle stabilities of zinc stripping and plating, where Ag coating has a strong affinity to Zn adatoms and hierarchical structure exhibits a positive role in inducing the (002) plane preferred-orientation growth of Zn phase. Benefiting from these features, hierarchical Ag-coated zinc anode was able to operate stability for more than 1200 cycles compared with the pure zinc anode at 2 mA/cm(2) for 1 mAh/cm(2), and an asymmetric cell shows superior Coulombic efficiency of similar to 99.6% over 800 cycles at a current density of 1 mA/cm(2) and 0.5 mAh/ cm(2), as well as a long cycling stability of 500 cycles with capacity of 115 mAh/g in MnO2||H-Zn@Ag full batteries. This work provides a new insight to improve the performance of Zn-metal batteries.(c) 2023 Elsevier Ltd. All rights reserved.
摘要:
The ARX-based lightweight block cipher is widely used in resource-constrained IoT devices due to fast , simple operation of software and hardware platforms. However, there are three weaknesses to ARX-based lightweight block ciphers. Firstly, only half of the data can be changed in one round. Secondly, traditional ARX-based lightweight block ciphers are static structures, which provide limited security. Thirdly, it has poor diffusion when the initial plaintext and key are all 0 or all 1. This paper proposes a new dynamic ARX-based lightweight block cipher to overcome these weaknesses, called DABC. DABC can change all data in one round, which overcomes the first weakness. This paper combines the key and the generalized two-dimensional cat map to construct a dynamic permutation layer P1, which improves the uncertainty between different rounds of DABC. The non-linear component of the round function alternately uses NAND gate and , gate to increase the complexity of the attack, which overcomes the third weakness. Meanwhile, this paper proposes the round-based architecture of DABC and conducted ASIC and FPGA implementation. The hardware results show that DABC has less hardware resource and high throughput. Finally, the safety evaluation results show that DABC has a good avalanche effect and security.