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Publications associées (198)
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Corinne Scaletta, Philippe Abdel Sayed, Nathalie Hirt-Burri, Alexis Laurent
Allogeneic dermal progenitor fibroblasts constitute cytotherapeutic contenders for modern cutaneous regenerative medicine. Based on advancements in the relevant scientific, technical, and regulatory fields, translational developments have slowly yet steadi ...
MDPI2023Exchange options with stochastic liquidity risk
In this article, we account for the liquidity risk in the underlying assets when pricing European exchange options, which has not been considered in the literature. An Ornstein-Uhlenbeck process with the mean -reversion property is selected to model the ma ...
PERGAMON-ELSEVIER SCIENCE LTD2023Price discrimination with robust beliefs
This paper considers the problem of second-degree price discrimination when the type distribution is unknown or imperfectly specified by means of an ambiguity set. As robustness measure we use a performance index, equivalent to relative regret, which quant ...
2023Evaluation of teachers’ orchestration tools usage in robotic classrooms
Pierre Dillenbourg, Barbara Bruno, Aditi Kothiyal, Sina Shahmoradi
Teachers’ self-efficacy in managing classrooms is an important consideration when it comes to bringing educational robots to classrooms. Orchestration tools support teachers by providing awareness indicators of students’ progress as well as levers to contr ...
2023Covariance Estimation for Random Surfaces beyond Separability
This thesis focuses on non-parametric covariance estimation for random surfaces, i.e.~functional data on a two-dimensional domain. Non-parametric covariance estimation lies at the heart of functional data analysis, andconsiderations of statistical and comp ...
EPFL2022Dynamic Personalized Ranking
Personalized ranking methods are at the core of many systems that learn to produce recommendations from user feedbacks. Their primary objective is to identify relevant items from very large vocabularies and to assist users in discovering new content. These ...
EPFL2022Illiquidity and Higher Cumulants
Semyon Malamud, Alberto Mokak Teguia
We characterize the unique equilibrium in an economy populated by strategic CARA investors who trade multiple risky assets with arbitrarily distributed payoffs. We use our explicit solution to study the joint behavior of illiquidity of option contracts. Op ...
OXFORD UNIV PRESS INC2022A simulation tool for building and lighting design considering ipRGC-influenced light responses
Marilyne Andersen, Clotilde Marie A Pierson, Myrta Gkaintatzi-Masouti
The ipRGCs in the human eye mediate several effects on people, such as alertness and circadian rhythms. The spectral, temporal and spatial characteristics of light influence the magnitude of these effects. To facilitate the anticipation of the ipRGC-influe ...
2022