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Robust Value at Risk Prediction

Related publications (30)

Quantifying the Unknown: Data-Driven Approaches and Applications in Energy Systems

In light of the challenges posed by climate change and the goals of the Paris Agreement, electricity generation is shifting to a more renewable and decentralized pattern, while the operation of systems like buildings is increasingly electrified. This calls ...

EPFL2024

Iterative removal of sources to model the turbulent electromotive force

Jennifer Waltraud Schober, Abhijit Bhausaheb Bendre

We describe a novel method to compute the components of dynamo tensors from direct magnetohydrodynamic (MHD) simulations. Our method relies upon an extension and generalization of the standard H & ouml;gbom CLEAN algorithm widely used in radio astronomy to ...

Oxford Univ Press2024

Reliable data-driven decision-making through optimal transport

Bahar Taskesen

Decision-making permeates every aspect of human and societal development, from individuals' daily choices to the complex decisions made by communities and institutions. Central to effective decision-making is the discipline of optimization, which seeks th ...

EPFL2024

An aircraft assembly process formalism and verification method based on semantic modeling and MBSE

Dimitrios Kyritsis, Jinzhi Lu, Xiaochen Zheng

The aircraft assembly system is highly complex involving different stakeholders from multiple domains. The design of such a system requires comprehensive consideration of various industrial scenarios aiming to optimize key performance indicators. Tradition ...

Elsevier Sci Ltd2024

Teacher-Mediated and Student-Led Interaction with a Physics Simulation: Effects on the Learning Experience

Denis Gillet, Juan Carlos Farah

Computer simulations are often used as support material for science education, as they can engage students through inquiry-based learning, promote their active interaction in the experimentation phase, and help them visualize abstract concepts. For instanc ...

2024

SIMPLE HIERARCHICAL PLANNING WITH DIFFUSION

Caglar Gulcehre, Chang Chen

Diffusion-based generative methods have proven effective in modeling trajectories with offline datasets. However, they often face computational challenges and can falter in generalization, especially in capturing temporal abstractions for long- horizon tas ...

2024

TIC-TAC: A Framework for Improved Covariance Estimation in Deep Heteroscedastic Regression

Mathieu Salzmann, Alexandre Massoud Alahi, Megh Hiren Shukla

Deep heteroscedastic regression involves jointly optimizing the mean and covariance of the predicted distribution using the negative log-likelihood. However, recent works show that this may result in sub-optimal convergence due to the challenges associated ...

2024

Impact of beam-beam effects on absolute luminosity calibrations at the CERN Large Hadron Collider

Tatiana Pieloni, Claudia Tambasco

At the Large Hadron Collider (LHC), absolute luminosity calibrations obtained by the van der Meer (vdM) method are affected by the mutual electromagnetic interaction of the two beams. The colliding bunches experience relative orbit shifts, as well as optic ...

Springer2024

Collimation simulations for the FCC-ee

Tatiana Pieloni, Giovanni Iadarola, Milica Rakic, Bruce Roderik, Guillaume Clément Broggi, Félix Simon Carlier

The collimation system of the Future Circular Collider, operating with leptons (FCC-ee), must protect not only the experiments against backgrounds, but also the machine itself from beam losses. With a 17.8 MJ stored energy of the electron and positron beam ...

Iop Publishing Ltd2024

Impact of beam-coupling impedance on the Schottky spectrum of bunched beam

Tatiana Pieloni, Nicolas Frank Mounet, Christophe Emmanuel R. Lannoy

The Schottky monitors of the Large Hadron Collider (LHC) can be used for non-invasive beam diagnostics to estimate various bunch characteristics, such as tune, chromaticity, bunch profile or synchrotron frequency distribution. However, collective effects, ...

Iop Publishing Ltd2024