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Publications associées (58)

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Location choice with longitudinal WiFi data

Michel Bierlaire, Matthieu Marie Cochon de Lapparent, Antonin Danalet, Loïc Tinguely

While moving from diary survey to location-aware technologies, recent data collection techniques provide new insights about location choices. Only few dynamic models of location choice exist in the literature, and none of them to our knowledge correct for ...

Transport and Mobility Laboratory, ENAC, EPFL2015

Destination choice with longitudinal data

Michel Bierlaire, Matthieu Marie Cochon de Lapparent, Antonin Danalet, Loïc Tinguely

Panel data and habits are often observed in travel behavior research, in route choice and car ownership. While moving from diary survey to location-aware technologies, recent data collection techniques provide panel data about location choice. Only few dyn ...

2015

Optimal Energy Management Strategy of an Improved Elevator With Energy Storage Capacity Based on Dynamic Programming

Alfred Rufer, Philippe Barrade

Efficiency and energy consumption reduction are becoming a key issue in elevation applications. Energy Storage Systems (ESS) can play a significant role in this field, together with their associated Energy Management Strategy (EMS) to optimize the overall ...

Institute of Electrical and Electronics Engineers2014

Three Essays on Asset Pricing

Emmanuel Leclercq

In the first chapter,which is a joint work with Mathieu Cambou and Philippe H.A. Charmoy, we study the distribution of the hedging errors of a European call option for the delta and variance-minimizing strategies. Considering the setting proposed by Heston ...

EPFL2014

Incomplete information, idiosyncratic volatility and stock returns

Julien Hugonnier, Tony Berrada

When investors have incomplete information, expected returns, as measured by an econometrician, deviate from those predicted by standard asset pricing models by including a term that is the product of the stock's idiosyncratic volatility and the investors' ...

2012

Financial Markets Equilibrium with Heterogeneous Agents

Semyon Malamud

This paper presents an equilibrium model in a pure exchange economy when investors have three possible sources of heterogeneity. Investors may differ in their beliefs, in their level of risk aversion, and in their time preference rate. The authors study th ...

Oxford University Press2012

Essays in Financial Economics

Jan Peter Kulak

In the first chapter of this thesis, I empirically show that the time delay firms face in raising outside capital affects cash holdings. I exploit the 2005 US Securities Offering Reform (the Reform) as a quasi-natural experiment. For a subset of large publ ...

EPFL2012

Modeling the behavior of investors

Michel Bierlaire, Thomas Robin

We introduce a hybrid discrete choice framework to model the decisions of investors in stock markets. More specifically, we model the decision to buy or sell stocks using a binary logit model with latent classes, characterizing the perception of risk. The ...

2012

Optimal Energy Management of an Improved Elevator with Energy Storage Capacity based on Dynamic Programming

Alfred Rufer, Philippe Barrade

Efficiency and energy consumption reduction are becoming a key issue in elevation applications. Energy Storage Systems (ESS) can play a significant role on this field, together with their associated Energy Management System (EMS) in order to optimize the o ...

Ieee2012

CLASHING INTERESTS IN THE IPO PROCESS: CONTINGENCIES OF SIGNALING WITH REPUTABLE VC TIES

Giovanni Liotta

In this study I look at how inter-organizational ties with reputable venture capital (VC) firms affect the valuations that entrepreneurial ventures receive from public investors at initial public offerings (IPOs). I propose that the effect of signaling is ...

2011