Uncertainty of spillover effects – including property devaluation - from proposed land-use change elicits opposition to local development. This hinders cities’ ability to implement land-use policy aimed at housing affordability and environmental sustainabi ...
Throughout history, the pace of knowledge and information sharing has evolved into an unthinkable speed and media. At the end of the XVII century, in Europe, the ideas that would shape the "Age of Enlightenment" were slowly being developed in coffeehouses, ...
Financial criteria in architectural design evaluation are limited to cost performance. Here, I introduce a method – Automated Design Appraisal (ADA) – to predict the market price of a generated building design concept within a local urban context. Integrat ...
This thesis consists of three applications of machine learning techniques to empirical asset pricing.
In the first part, which is co-authored work with Oksana Bashchenko, we develop a new method that detects jumps nonparametrically in financial time series ...
This thesis uses machine learning techniques and text data to investigate the relationships that arise between the Fed and financial markets, and their consequences for asset prices.The first chapter, entitled Market Expectations and the Impact of Unconv ...
This paper presents a combined experimental-modeling effort to interpret the coupled thermo-hydro-mechanical behaviors of the freezing soil, where an unconfined, fully saturated clay is frozen due to a temperature gradient. By leveraging the rich experimen ...
Classical theory asserts that the formation of prices is the result of aggregated decisions of
economics agent such as households or corporation. However central banks are very important
agents that have often been neglected in asset pricing models. Centra ...
An attempt is made to translate five generic key performance indicators (KPIs) into a continuous real-time cost function in a batch order-based manufacturing environment. The challenge of controlling and optimizing resource utilization, production efficien ...
In this paper, we formulate a mixed integer linear program (MILP) for the simulated maximum likelihood estimation (MLSE) problem and devise a Benders decomposition approach to speed up the solution process. This framework can be applied to any advanced dis ...
Modeling in neuroscience occurs at the intersection of different points of view and approaches. Typically, hypothesis-driven modeling brings a question into focus so that a model is constructed to investigate a specific hypothesis about how the system work ...
