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Publications associées (139)

Tiers of joy? Reserve tiering and bank behavior in a negative-rate environment

Negative interest rate regimes typically involve reserve tiering to exempt a portion of bank reserves from negative rates. We study the effects on bank behavior of a large and unanticipated change in reserve tiering by the Swiss National Bank that generate ...

2024

Timing and spatial selection bias in rapid extreme event attribution

Anthony Christopher Davison, Ophélia Mireille Anna Miralles

Selection bias may arise when data have been chosen in a way that subsequent analysis does not account for. Such bias can arise in climate event attribution studies that are performed rapidly after a devastating "trigger event'', whose occurrence correspon ...

ELSEVIER2023

Between the Pattern and the Type: A short parallel story

Vasileios Chanis

Historically speaking, the notion of the type was reintroduced to the larger architectural discourse as a direct consequence of the crisis of the Modern. The task of revisiting the forms of the past also dictated the return of architectural methods that ha ...

2023

Closed form approximation methods for portfolio valuation and risk management

Lotfi Boudabsa

In this thesis we present three closed form approximation methods for portfolio valuation and risk management.The first chapter is titled ``Kernel methods for portfolio valuation and risk management'', and is a joint work with Damir Filipovi'c (SFI and EP ...

EPFL2023

Wind, Hail, and Climate Extremes: Modelling and Attribution Studies for Environmental Data

Ophélia Mireille Anna Miralles

This thesis presents work at the junction of statistics and climate science. We first provide methodology for use by climate scientists when performing fast event attribution using extreme value theory, and then describe two interdisciplinary projects in c ...

EPFL2023

Quantification of the Phenomena Affecting Reflective Arterial Photoplethysmography

Nikolaos Stergiopoulos, Georgios Rovas, Vasiliki Bikia

Photoplethysmography (PPG) is a widely emerging method to assess vascular health in humans. The origins of the signal of reflective PPG on peripheral arteries have not been thoroughly investigated. We aimed to identify and quantify the optical and biomecha ...

MDPI2023

The Fifth Typology: A Symposium on Type and Architecture

Constantinos Marcou

A type is not a model or an image to be copied, but the deep structure of how things are put together. The Symposium revisits the concept of type by critically reading its previous deﬁnitions and by offering a new interpretation of this rather elusive, but ...

2023

For the House Poor: The Fuggerei as an Early Example of Affordable Housing

Theodora Giovanazzi

Conference abstract: A type is not a model or an image to be copied, but the deep structure of how things are put together. The Symposium revisits the concept of type by critically reading its previous deﬁnitions and by offering a new interpretation of thi ...

2023

Shannon Bounds on Lossy Gray-Wyner Networks

Michael Christoph Gastpar, Erixhen Sula

The Gray-Wyner network subject to a fidelity criterion is studied. Upper and lower bounds for the trade-offs between the private sum-rate and the common rate are obtained for arbitrary sources subject to mean-squared error distortion. The bounds meet exact ...

2022

The Price of Distributed: Rate Loss in the CEO Problem

Michael Christoph Gastpar, Alper Köse, Ahmet Arda Atalik

In the distributed remote (CEO) source coding problem, many separate encoders observe independently noisy copies of an underlying source. The rate loss is the difference between the rate required in this distributed setting and the rate that would be requi ...

2022

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