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In this thesis we present three closed form approximation methods for portfolio valuation and risk management.The first chapter is titled ``Kernel methods for portfolio valuation and risk management'', and is a joint work with Damir Filipovi'c (SFI and EP ...
In this thesis we present and analyze approximation algorithms for three different clustering problems. The formulations of these problems are motivated by fairness and explainability considerations, two issues that have recently received attention in the ...
In this paper, we present a spatial branch and bound algorithm to tackle the continuous pricing problem, where demand is captured by an advanced discrete choice model (DCM). Advanced DCMs, like mixed logit or latent class models, are capable of modeling de ...
A closed-loop neuromodulation system, including an electrode array that is implantable to a brain of a subject, analog front-end device (AFD) for selectively selecting and reading a plurality of channels from electrode array, a finite impulse response (FIR ...
Visual perception is indispensable for many real-world applications. However, perception models deployed in the real world will encounter numerous and unpredictable distribution shifts, for example, changes in geographic locations, motion blur, and adverse ...
This paper numerically evaluates the accuracy and performance of a stabilized finite element Reduced Order Modelling (ROM) approach that is designed to simulate pulsatile blood flows. The method is able to estimate fluid flow parametric solutions of intere ...
The reduction of energy consumption in the residential building stock and cement industry is a substantial component of the Swiss Energy Strategy 2050. Therefore, it is vital to identify the potential for EEI in these two sectors. In this study, a new meth ...
We consider the problem of learning a target function corresponding to a deep, extensive-width, non-linear neural network with random Gaussian weights. We consider the asymptotic limit where the number of samples, the input dimension and the network width ...
BigNeuron is an open community bench-testing platform with the goal of setting open standards for accurate and fast automatic neuron tracing. We gathered a diverse set of image volumes across several species that is representative of the data obtained in m ...
Effective fall-detection and classification systems are vital in mitigating severe medical and economical consequences of falls to people in the fall risk groups. One class of such systems is based on wearable sensors. While there is a vast amount of acade ...
