Publications associées (7)

Market Structure and Transaction Costs of Index CDSs

Pierre Collin Dufresne, Jan Benjamin Junge

Despite regulatory efforts to promote all-to-all trading, the post-Dodd-Frank index credit default swap market remains two-tiered. Transaction costs are higher for dealer-to-client than interdealer trades, but the difference is explained by the higher, lar ...
WILEY2020

Exploring the Vickrey-Clarke-Groves Mechanism for Electricity Markets * *This work is partially funded under M. Kamgarpour’s European Union ERC Starting Grant CONENE.

Maryam Kamgarpour

Control reserves are power generation or consumption entities that ensure balance of supply and demand of electricity in real-time. In many countries, they are procured through a market mechanism in which entities provide bids. The system operator determin ...
2017

Intermediation in a Sharing Economy: Insurance, Moral Hazard, and Rent Extraction

Thomas Alois Weber

Electronic intermediaries have become pervasive in sales transactions for many durables, such as cars, power tools, and apartments. Yet only recently have they successfully tackled the challenge of enabling parties to share such goods. A key impediment to ...
Routledge Journals, Taylor & Francis Ltd2014

On the effects of colluded statistical attacks in cooperative spectrum sensing

Ali H. Sayed

Cooperative spectrum sensing is vulnerable to attacks from malicious nodes, especially when collusion occurs. In this paper, we analyze the effect of colluded statistical attacks and show that collusion could cause performance degradation in terms of both ...
IEEE2013

Integrated supply-demand models for the optimization of flexible transportation systems

Bilge Atasoy

This thesis investigates methodologies for improving the demand responsiveness of transportation systems through flexibility. The methodologies propose advances both in demand and supply models having a focus on supply-demand interactions. The demand side ...
EPFL2013

Integration of explicit supply-demand interactions in airline schedule planning and fleet assignment

Michel Bierlaire, Matteo Salani, Bilge Atasoy

In airline scheduling problems, integrated decision methodologies have aroused intense interest in the last decade. These integrated approaches allow for more efficient solutions due to the simultaneous decision making process. The studied integrated model ...
2013

Improving the boneh-franklin traitor tracing scheme

Arjen Lenstra, Alexandre Karlov, Pascal Junod

Traitor tracing schemes are cryptographically secure broadcast methods that allow identification of conspirators: if a pirate key is generated by k traitors out of a static set of l legitimate users, then all traitors can be identified given the pirate key ...
Springer Verlag2009

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