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Purpose: Recent advances in 3D-PCMRI (phase contrast MRI) sequences allow for measuring the complex hemodynamics in cerebral arteries. However, the small size of these vessels vs spatial resolution can lead to non-negligible partial volume artifacts, which ...
An overlapping generations model with investors having heterogeneous investment horizons leads to a two-factor asset pricing model. The risk premiums are determined by the exposure to the market (myopic betas) and the future return on the efficient portfol ...
Areal reduction factors (ARFs) transform an estimate of extreme rainfall at a point to an estimate of extreme rainfall over a spatial domain, and are commonly used in flood risk estimation. For applications such as the design of large infrastructure, dam s ...
We solve the problem of optimal risk management for an investor holding an illiquid, alpha-generating fund and hedging his/her position with a liquid futures contract. When the investor is subject to a lower bound on net return, he/she is forced to reduce ...
This thesis empirically explored the impacts of IT investment on three different scenarios under the common denominator / threads of IT investments. It comprises three different essays on the impacts of IT investments. IT investments and its impact on many ...
The return period of combinations of events that are relevant to dam risk analysis is very high. It falls in a range of hundreds to millions of years, but remains hard to quantify with precision. Deterministic approaches to dam safety assessment typically ...
The feedback sum-rate capacity is established for the symmetric three-user Gaussian multiple-access channel (GMAC). The main contribution is a converse bound that combines the dependence-balance argument of Hekstra and Willems (1989) with a variant of the ...
We propose a conditional gradient framework for a composite convex minimization template with broad applications. Our approach combines the notions of smoothing and homotopy under the CGM framework, and provably achieves the optimal O(1/sqrt(k)) convergenc ...
The intrusiveness and the increasing invasiveness of online advertising have, in the last few years, raised serious concerns regarding user privacy andWeb usability. As a reaction to these concerns, we have witnessed the emergence of a myriad of ad-blockin ...
Using data from two measurement networks, we analyse the following aspects of wind speeds over Switzerland to assess the possibility of high wind power penetration: spatial correlation, persistent low wind power conditions and the diurnal and seasonal wind ...
