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The creation of high fidelity synthetic data has long been an important goal in machine learning, particularly in fields like finance where the lack of available training and test data make it impossible to utilize many of the deep learning techniques whic ...
I started my PhD studies in August 2014 with a strong desire to push my own limits without knowing precisely the areas I wanted to cover in detail. To me, it was clear that I was interested by many different fields, however, I was particularly concerned wi ...
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 ...
Zoning reform is a crucial tool for cities to adapt to contemporary challenges. However, its implementation remains challenging. Property owners, with a vested interest in the value of their neighborhoods, are sensitive to local developments and the potent ...
Like many other countries, Switzerland offers various incentives to promote residential solar PV, but not all households have equal access to them. Using a microsimulation approach based on merged data from the Swiss Household Budget Survey and Household E ...
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 study, we move beyond the predominant focus entrepreneurship researchers have put on the acquisition of financial capital from professional investors by exploring how, and with what effects, entrepreneurs can mobilize all required resources?financi ...
We present results of a survey conducted with researchers and practitioners involved in a Swiss National Research Programme on steering energy consumption. We analyse what motivates practitioners and researchers to engage in a collaborative research projec ...
We present results of a survey conducted with researchers and practitioners involved in a Swiss National Research Programme on steering energy consumption. We analyse what motivates practitioners and researchers to engage in a collaborative research projec ...
In this paper, we introduce the notion of an "opportunity good" as a discount production input that may prove of satisfactory quality upon inspection and otherwise can be returned to the supplier. While in a quality-sensitive setting it is never optimal to ...