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Generalized Additive Models (GAM) are a widely popular class of regression models to forecast electricity demand, due to their high accuracy, flexibility and interpretability. However, the residuals of the fitted GAM are typically heteroscedastic and lepto ...
This thesis is structured in three chapters, each pertaining to a specific problem in financial economics. The first chapter, titled 'High-Frequency Jump Analysis of the Bitcoin Market' and co-authored with Prof. Olivier Scaillet and Adrien Treccani of the ...
This paper describes an attempt to understand better the endogenous relationships between urban form, accessibility to public transit, and daily travel distance. A model of two simultaneous equations was implemented. The model took into account the interac ...
Integral observers are useful tools for estimating the plant states in the presence of non-vanishing disturbances resulting from plant-model mismatch and exogenous disturbances. It is well known that these observers can eliminate bias in all states, given ...
Time series modeling and analysis is central to most financial and econometric data modeling. With increased globalization in trade, commerce and finance, national variables like gross domestic productivity (GDP) and unemployment rate, market variables lik ...
The development of a hydrological forecasting model is conditioned by the available data collected in the entire hydrological catchment for which discharge has to be predicted. The forecast quality not only depends on the available historical data but also ...
Sterols and cholesterol in particular are lipids that have been studied exhaustively in view of their vital role in diverse cellular functions. Recently, it has been recognized that cholesterol is not only an essential component for the formation of membra ...
A growing number of technologies are being developed in order to produce different high added value products, such as phytochemicals, ethanol and other chemicals from biomass, representing an important trend that needs to be evaluated. The use of pressuriz ...
Three assessment methods, material flow analysis (MFA), life cycle analysis (LCA), and multiattribute utility theory (MAUT) are systematically combined for supporting the choice of best end-of-life scenarios for polyethylene terephthalate (PET) waste in a ...