High-Frequency Jump Analysis of the Bitcoin Market
Graph Chatbot
Chat with Graph Search
Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.
DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.
Matching markets play a prominent role in economic theory. A prime example of such a market is the sponsored search market. Here, as in other markets of that kind, market equilibria correspond to feasible, envy free, and bidder optimal outcomes. For settin ...
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 ...
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 ...
The allocation of resources for research is increasingly based on so-called ‘bibliometrics’. Scientists arenow deemed to be successful on the sole condition that their work be abundantly cited. This world-wide trendappears to enjoy support not only by gran ...
Investigating the factors and processes that influence the spatiotemporal distribution of built space and population in an urban area, plays an extremely important role in our greater understanding of the urban travel behaviour. Existing location of activi ...
Does R&D have an impact on firm growth, profits, and value? To most observers, the obvious answer is yes. However, the recent report by Booz-Allen-Hamilton (BAH 2006) seems to conclude that the share of spending devoted to research has no relationship to t ...
In this paper generation investment process in a liberalised electricity market is simulated as a dynamic control problem with prices, both current and predicted, acting as a feedback variable. Market price is modelled as a function of the capacity margin ...
In the most populous metropolis, the world's largest fish wholesale market, the Tsukiji market, needs to expand. Land is too expensive to afford, but a quarter of the central districts remain underused. Relocate the fish market! Having reached its geograph ...
We are interested in markets which are being restructured or about to be created, as a result of the co-evolution of technologies and market dynamics. A systemic analysis of competition alternatives among groups of firms seems more accurate in order to und ...
Understanding firm reactions to regulatory uncertainty is vital for the functioning of a market. Deficient investments, particularly in the power generation sector, could jeopardize the market in the long run. ...
