Concept

Hypothèse des marchés financiers efficients

Publications associées (58)

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Currently, sensors invade into our everyday life to bring higher life standards, excellent medical diagnostic and efficient security. Plasmonic biosensors demonstrate an outstanding performance ranking themselves among best candidates for different applica ...

Nature Publishing Group2016

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Advances in data acquisition—through more powerful supercomputers for simulation or sensors with better resolution—help scientists tremendously to understand natural phenomena. At the same time, however, it leaves them with a plethora of data and the chall ...

ACM2016

Security of Full-State Keyed Sponge and Duplex: Applications to Authenticated Encryption

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We provide a security analysis for full-state keyed Sponge and full-state Duplex constructions. Our results can be used for making a large class of Sponge-based authenticated encryption schemes more efficient by concurrent absorption of associated data and ...

Springer2015

Protecting Options in Global Markets: Evidence on the Use of Strategic Disclosure

Christopher Tucci, Jana Thiel, Tilo Peters

We examine the impact of globally diverse market operations on a firm’s choice to openly disclose some of its technology. We suggest that this strategic disclosure offers solutions to specific needs in the commercialization strategy of globally operating f ...

2015

Monitoring and prediction in Early Warning Systems (EWS) for rapid mass movements

Alexis Berne, Alessio Ferrari, Dani Or, Marc Schleiss

Rapid mass movements (RMM) pose a substantial risk to people and infrastructure. Reliable and cost-efficient measures have to be taken to reduce this risk. One of these measures includes establishing and advancing the State of Practice in the application o ...

Copernicus Publications2015

I present a tractable framework, first developed in Trolle and Schwartz (2009), for pricing energy derivatives in the presence of unspanned stochastic volatility. Among the model features are i) a perfect fit to the initial futures term structure, ii) a fa ...

Palgrave Macmillan US2014

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This paper proposes an efficient modeling technique for transient electromagnetic analysis of a rectangular metallic enclosure with multiple apertures, using the surface equivalent principle (SEP) and integral equations. The SEP is used to replace the aper ...

2014

Errare machinale est: The use of error-related potentials in brain-machine interfaces

José del Rocio Millán Ruiz, Ricardo Andres Chavarriaga Lozano, Aleksander Sobolewski

The ability to recognize errors is crucial for efficient behavior. Numerous studies have identified electrophysiological correlates of error recognition in the human brain (error-related potentials, ErrPs). Consequently, it has been proposed to use these s ...

Frontiers Research Foundation2014

An Algorithm for Testing the Efficient Market Hypothesis

Ioana Andreea Boboc

The objective of this research is to examine the efficiency of EUR/USD market through the application of a trading system. The system uses a genetic algorithm based on technical analysis indicators such as Exponential Moving Average (EMA), Moving Average C ...

Public Library of Science2013

Endogenous Dividend Dynamics and the Term Structure of Dividend Strips

Pierre Collin Dufresne

Many leading asset pricing models predict that the term structure of expected returns and volatilities on dividend strips are upward sloping. Yet the empirical evidence suggests otherwise. This discrepancy can be reconciled if EBIT dynamics are combined wi ...

2012

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