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This thesis consists of three applications of machine learning techniques to empirical asset pricing.In the first part, which is co-authored work with Oksana Bashchenko, we develop a new method that detects jumps nonparametrically in financial time series ...
This thesis aims to provide novel analyses and data that improve the understanding of the financing of investments in clean technologies. In particular, this thesis explores the role that private and public actors play in supporting young innovative firms. ...
Transition from fossils to renewables is leading to radical societal changes. Shifting the capital from fossils to renewables is commonly accompanied with political concerns, such as energy autonomy, domestic employment etc. Despite a decreasing trend in r ...
This work focuses on the economic performance and environmental assessment of two biorefinery schemes using 100 t/day of olive tree pruning waste as feedstock. The first scheme is based on a multiproduct biorefinery producing 6363.64 m3/yr of ethanol, 999. ...
We study a canonical model of decentralized exchange for a durable good or asset, where agents are assumed to have time-varying, heterogeneous utility types. Whereas the existing literature has focused on the special case of two types, we allow agents' uti ...
This paper investigates the effect of combination policies on the performance of adaptive social learning in non-stationary environments. By analyzing the relation between the error probability and the underlying graph topology, we prove that in the slow a ...
We report thorough measurements of surface plasmon polaritons (SPPs) running along nearly perfect air-gold interfaces formed by atomically flat surfaces of chemically synthesized gold monocrystals. By means of amplitude-and phase-resolved near-field micros ...
In the framework of mixed Higgs-Starobinsky inflation, we consider the generation of Abelian gauge fields due to their nonminimal coupling to gravity (in two different formulations of gravity-metric and Palatini). We couple the gauge-field invariants F mu ...
We study the dynamics of a cavitation bubble near beds of sand of different grain sizes. We use high-speed imaging to observe the motion of the bubble and the sand for different values of the stand-off parameter gamma (dimensionless bubble-boundary distanc ...
In the distributed remote (CEO) source coding problem, many separate encoders observe independently noisy copies of an underlying source. The rate loss is the difference between the rate required in this distributed setting and the rate that would be requi ...