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Excess demand and equilibration in multi-security financial markets: The empirical evidence

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Game Theory Meets Network Security and Privacy

Jean-Pierre Hubaux

This survey provides a structured and comprehensive overview of the research contributions that analyze and solve security and privacy problems in computer networks by game-theoretic approaches. A selected set of works are presented to highlight the applic ...

ACM Surveys2012

Discrete choice and microsimulation methods for agent-based land use modeling

Ricardo Daniel Hurtubia González

This thesis describes methods to model the land use component of an urban system. Specifi- cally, it proposes methods to model and simulate the location choice of agents (households or firms) and the formation of prices for real estate goods in a city. The ...

EPFL2012

A Metamodel of the Oil Game under Climate Treaties

Marc Vielle, Alain Haurie

A climate treaty like the one which should replace the Kyoto Protocol after 2012, may have important impacts on the oil, gas and coal markets. The full impact of such a treaty will not be felt before 2030. In this paper one uses a computable general equili ...

2011

Ambiguity in Asset Markets: Theory and Experiment

This paper studies the impact of ambiguity and ambiguity aversion on equilibrium asset prices and portfolio holdings in competitive financial markets. It argues that attitudes toward ambiguity are heterogeneous across the population, just as attitudes towa ...

2010

Essays on Equilibrium Asset Pricing

Rodolfo Javier Prieto Katunaric

This thesis consists of three chapters. The first chapter endogenizes technological change by introducing a stylized innovation process driven by a R&D–dependent Poisson process in a Cox, Ingersoll and Ross (1985) production economy. The model reproduces s ...

EPFL2010

Governance of innovation in the European railway sector

Marc Laperrouza, Guillaume De Tilière

The European railway sector has undergone major transformations over the past two decades. Domestic reforms have been buttressed by European directives aimed at creating a single European railway market. In this new environment roles have been significantl ...

2010

Modelling price pressure in financial markets

We present experimental evidence that, unlike traditional assumptions in economic theory, security prices do not respond to pressure from their own excess demand. Instead, prices respond to excess demand of all securities, despite the absence of a direct l ...

2009

(In)Security of an Efficient Fingerprinting Scheme with Symmetric and Commutative Encryption of IWDW 2005

We analyze the security of a fingerprinting scheme proposed at IWDW 2005. We show two results, namely that this scheme (1) does not provide seller security: a dishonest buyer can repudiate the fact that he redistributed a content, and (2) does not provide ...

Springer2008

Multi-agent modelling of electricity markets

Abdelaziz Lahlou

This thesis describes the development of three conceptual models built to serve as decision support tools in liberalised electricity markets. The introduction of competition, higher uncertainty and decentralised planning requires new planning and analysis ...

EPFL2007

Excess demand and equilibration in multi-security financial markets: The empirical evidence

Graph Chatbot

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Game Theory Meets Network Security and Privacy

Discrete choice and microsimulation methods for agent-based land use modeling

A Metamodel of the Oil Game under Climate Treaties

Ambiguity in Asset Markets: Theory and Experiment

Essays on Equilibrium Asset Pricing

Sponsored Search, Market Equilibria, and the Hungarian Method

Governance of innovation in the European railway sector

Modelling price pressure in financial markets

(In)Security of an Efficient Fingerprinting Scheme with Symmetric and Commutative Encryption of IWDW 2005

Multi-agent modelling of electricity markets

Ambiguity in Asset Markets: Theory and Experiment

Modelling price pressure in financial markets

A Metamodel of the Oil Game under Climate Treaties

(In)Security of an Efficient Fingerprinting Scheme with Symmetric and Commutative Encryption of IWDW 2005

Game Theory Meets Network Security and Privacy

Discrete choice and microsimulation methods for agent-based land use modeling

Sponsored Search, Market Equilibria, and the Hungarian Method

Essays on Equilibrium Asset Pricing

Governance of innovation in the European railway sector

Multi-agent modelling of electricity markets