Financial economics

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Experimental validation of control rod related perturbations of moderator regions in an SCWR-like fuel lattice

Rakesh Chawla

Two different types of perturbations of an SCWR-like fuel lattice have been investigated experimentally in the central test zone of the PROTEUS zero-power research reactor at the Paul Scherrer Institute in Switzerland. In each case, a campaign of high-reso ...

Elsevier2011

Robust Value at Risk Prediction

Loriano Mancini, Fabio Trojani

This paper proposes a robust semiparametric bootstrap method to estimate predictive distributions of GARCH-type models. The method is based on a robust estimation of parametric GARCH models and a robustified resampling scheme for GARCH residuals that contr ...

Oxford University Press2011

Optimal service pricing for a cloud cache

Anastasia Ailamaki, Grégory François, Debabrata Dash, Sofia Kyriakopoulou

Cloud applications that offer data management services are emerging. Such clouds support caching of data in order to provide quality query services. The users can query the cloud data, paying the price for the infrastructure they use. Cloud management nece ...

Institute of Electrical and Electronics Engineers2011

Optimal service pricing for a cloud cache

Anastasia Ailamaki, Grégory François, Debabrata Dash, Sofia Kyriakopoulou

2011

Regulatory Uncertainty and Nonmarket Capabilities

Bastian Wolfgang Schwark

In 2005, the Economist Intelligence Unit conducted a survey with Chief Risk Officers worldwide across all industries and asked about the biggest threat to their businesses. Interestingly, regulatory risk ranked first. It dominated all other types of risk, ...

EPFL2011

Risky Mortgages in a DSGE Model

Luisa Lambertini, Chiara Forlati

This paper develops a DSGE model with housing, risky mortgages, and endogenous default. Housing investment is subject to idiosyncratic risk, and some mortgages are defaulted in equilibrium. An unanticipated increase in the standard deviation of housing inv ...

2011

Small hydropower storage and pump-storage schemes for decentralised energy supply

Nicolas Crettenand

This paper aims to explore the technical and institutional feasibility of small hydropower storage and pump-storage schemes in Switzerland. Within the European and Swiss context of the facilitation of renewable energy technologies, whereby solar and wind p ...

2011

Pumped-storage with small hydropower – an option?

Philippe Heller, Nicolas Crettenand, Benoît Mailler

This paper contributes towards exploring the technical and institutional feasibility of small hydropower storage and pumped-storage schemes in Switzerland. Within the European and Swiss context of the facilitation of renewable energy technologies, which in ...

2011

Creating Probabilistic Databases from Imprecise Time-Series Data

Karl Aberer, Saket Sathe, Ho Young Jeung

Although efficient processing of probabilistic databases is a well-established field, a wide range of applications are still unable to benefit from these techniques due to the lack of means for creating probabilistic databases. In fact, it is a challenging ...

Ieee Service Center, 445 Hoes Lane, Po Box 1331, Piscataway, Nj 08855-1331 Usa2011

Energy Efficient Offloading of 3G Networks

Jean-Yves Le Boudec, Nikodin Ristanovic

A huge increase in the amount of data consumed by smartphone users is becoming a serious problem for mobile operators. In three years, mobile data traffic in the AT&T's network rose 5000%. The US operators invest 50 billion dollars in their data networks e ...

2011