Concept

Loi log-logistique

Publications associées (80)

Scalable Stochastic Optimization: Scenario Reduction with Guarantees

Stochastic optimization is a popular modeling paradigm for decision-making under uncertainty and has a wide spectrum of applications in management science, economics and engineering. However, the stochastic optimization models one faces in practice are int ...

EPFL2020

Ship-based measurements of ice nuclei concentrations over the Arctic, Atlantic, Pacific and Southern oceans

Julia Schmale, André Welti

Ambient concentrations of ice-forming particles measured during ship expeditions are collected and summarised with the aim of determining the spatial distribution and variability in ice nuclei in oceanic regions. The presented data from literature and prev ...

2020

Robust Generalization via f−Mutual Information

Michael Christoph Gastpar, Amedeo Roberto Esposito, Ibrahim Issa

Given two probability measures P and Q and an event E, we provide bounds on P(E) in terms of Q(E) and f-divergences. In particular, the bounds are instantiated when the measures considered are a joint distribution and the corresponding product of marginals ...

IEEE2020

Multimodal water age distributions and the challenge of complex hydrological landscapes

Paolo Benettin

Travel time distributions (TTDs) are concise descriptions of transport processes in catchments based on water ages, and they are particularly efficient as lumped hydrological models to simulate tracers in outflows. Past studies have approximated catchment ...

2020

Asian option pricing with orthogonal polynomials

Sander Félix M Willems

In this paper we derive a series expansion for the price of a continuously sampled arithmetic Asian option in the Black-Scholes setting. The expansion is based on polynomials that are orthogonal with respect to the log-normal distribution. All terms in the ...

ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD2019

Global turbulence features across marginality and non-local pedestal-core interactions

Olivier Sauter, Laurent Villard, Stephan Brunner, Emmanuel Lanti, Alberto Bottino, Ben McMillan, Noé Thomas Elie Ohana

Spatially non-local aspects of turbulent transport in tokamak plasmas are examined with global gyrokinetic simulations using the ORB5 code. Inspired by very accurate measurements in the TCV tokamak in L-mode, we initialise plasma profiles with constant log ...

2019

Pricing interest rate, dividend, and equity risk

Sander Félix M Willems

This thesis studies the valuation and hedging of financial derivatives, which is fundamental for trading and risk-management operations in financial institutions. The three chapters in this thesis deal with derivatives whose payoffs are linked to interest ...

EPFL2019

Performance Assessment of Linearized OPF-based Distributed Real-time Predictive Control

Mario Paolone, Fabrizio Sossan

We consider the problem of controlling heteroge-neous controllable resources of a distribution network with the objective of achieving a certain power flow at the grid connection point while respecting local grid constraints. The problem is formulated as a ...

IEEE2019

Why the World Reads Wikipedia: Beyond English Speakers

Robert West

As one of the Web's primary multilingual knowledge sources, Wikipedia is read by millions of people across the globe every day. Despite this global readership, little is known about why users read Wikipedia's various language editions. To bridge this gap, ...

ASSOC COMPUTING MACHINERY2019

Functional Peaks-Over-Threshold Analysis for Complex Extreme Events

Most current risk assessment for complex extreme events relies on catalogues of similar events, either historical or generated artificially. In the latter, no existing methods produce completely new events with mathematically justified extrapolation above ...

EPFL2018

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