Publication

Essays in macro-finance and deep learning

Related publications (37)

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.

The commodification of alternative cultural spaces

Luca Giovanni Pattaroni, Letícia Cabeçadas Do Carmo

The commodification of "alternative" cultural spaces is a process that started to take place in several European cities, like Lisbon, for instance. This has happened due to the pressure of the real estate market, tourism trends or the austerity measures im ...

2018

Mortgage Default in an Estimated Model of the U.S. Housing Market

Luisa Lambertini, Pinar Uysal, Victoria Nuguer

This paper models the housing sector, mortgages and endogenous default in a DSGE setting with nominal and real rigidities. We use data for the period 1981-2006 to estimate our model using Bayesian techniques. We analyze how an increase in risk in the mortg ...

2017

Credit Supply and the Macroeconomy

Abhik Mukherjee

The policy response to the recent financial crisis has broadly focused on two themes: 1) Increasing the banking sectorsâ resilience to future financial shocks: 2) Improving credit availability to households and firms via lowering both short and long-term ...

EPFL2016

Reinforcement learning: the effect of environment

Michael Herzog, He Xu

Reinforcement learning is a type of supervised learning, where reward is sparse and delayed. For example in chess, a series of moves is made until a sparse reward (win, loss) is issued, which makes it impossible to evaluate the value of a single move. Stil ...

2016

Essays in Empirical Corporate Finance

Stefano Colonnello

This dissertation consists of three chapters. The first chapter examines whether the availability of credit default swaps (CDS) has consequences for creditor governance. CDSs offer creditors the opportunity to hedge credit risk and may impact their willing ...

EPFL2015

A Deeper Look at Dataset Bias

Barbara Caputo, Tatiana Tommasi, Novi Patricia

The presence of a bias in each image data collection has recently attracted a lot of attention in the computer vision community showing the limits in generalization of any learning method trained on a specific dataset. At the same time, with the rapid deve ...

Springer Int Publishing Ag2015

The Rescue of Fannie Mae and Freddie Mac

Andreas Fuster

The imposition of federal conservatorships on September 6, 2008, at the Federal National Mortgage Association and the Federal Home Loan Mortgage Corporation—commonly known as Fannie Mae and Freddie Mac—was one of the most dramatic events of the financial c ...

2015

Financial Frictions within the Macroeconomy

Victoria Nuguer

Financial factors are central to the recent economic crisis. Most macroeconomic models treat banks and financial intermediation as a veil. These models are unable to account for the recent financial crisis and they cannot be used for policy evaluation. Fin ...

EPFL2014

Geomorphic Signatures on Brutsaert Base Flow Recession Analysis: case study of 27 Swiss catchments

Andrea Rinaldo, Marc Parlange, Enrico Bertuzzo, Steven Vincent Weijs, Raphaël Mutzner, Serena Ceola, Ludovico Nicotina

Recession flow analysis are crucial in many areas of water resource management and useful to forecast base flow in gauged rivers. Moving from a classical recession curve analysis method, a large set of recession curves has been analyzed from Swiss streamfl ...

2013

This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance during the Recent Financial Crisis

Rüdiger Fahlenbrach

Are some banks prone to perform poorly during crises? If yes, why? In this paper, we show that a bank's stock return performance during the 1998 crisis predicts its stock return performance and probability of failure during the recent financial crisis. Thi ...

Wiley-Blackwell2012