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We study the pricing and hedging of contingent claims that are subject to Event Risk which we define as rare and unpredictable events whose occurrence may be correlated to, but cannot be hedged perfectly with standard marketed instruments. The super and su ...
Generalised Extreme Value models provide an interesting theoret- ical framework to develop closed-form random utility models. Unfor- tunately, few instances of this family are to be found as operational models in practice. The form of the model, based on a ...
Critiquing techniques provide an easy way for users to feedback their preferences over one or several attributes of the products in a conversational recommender system. While unit critiques only allow users to critique one attribute of the products each ti ...
The selection and the optimal integration of the utility system is a major step of any energy integration study. It allows to determine an energy target based on the cost of the utilities rather than on energy. As a result, we obtain the final list of stre ...
We consider interactive tools that help users search for their most preferred item in a large collection of options. In particular, we examine example-critiquing, a technique for enabling users to incrementally construct preference models by critiquing exa ...
