Publications associées à Intérêts composés

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

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 ...

EPFL2023

Targeted capillary photothrombosis via multiphoton excitation of Rose Bengal

Paul James Marchand

Microvascular stalling, the process occurring when a capillary temporarily loses perfusion, has gained increasing interest in recent years through its demonstrated presence in various neuropathologies. Studying the impact of such stalls on the surrounding ...

2023

Exosomes, microvesicles, and other extracellular vesicles-a Keystone Symposia report

Michele De Palma, Ferdinando Pucci, Qin Zhang

Extracellular vesicles (EVs) are small, lipid-bilayer-bound particles released by cells that can contain important bioactive molecules, including lipids, RNAs, and proteins. Once released in the extracellular environment, EVs can act as messengers locally ...

WILEY2023

Chaotic microcomb inertia-free parallel ranging

Tobias Kippenberg, Anton Stroganov, Anton Lukashchuk

Ever growing pixel acquisition rates in the fields of augmented reality, autonomous driving and robotics have increased interest in solid state beam scanning without moving parts. Modern photonic integrated laser ranging advances towards passive beam steer ...

AIP Publishing2023

Folding the Energy Storage: Beyond the Limit of Areal Energy Density of Micro-Supercapacitors

Minkyung Kim

Despite the ever-growing interest in micro-supercapacitors (MSCs) as a promising power source for microelectronics, their low areal energy density has plagued practical applications. Herein, accordion foldable MSCs (af-MSCs) are presented as a cell archite ...

WILEY-V C H VERLAG GMBH2023

Use of space analog missions as an educational tool in primary schools

Volker Gass

Space exploration is a field that inspires a wide range of people, from children to university students, including the general public. With a return to the Moon planned for 2024 and the rapid expansion of the private industry, educating the next generation ...

PERGAMON-ELSEVIER SCIENCE LTD2022

Predicting the stressed expected loss of large US banks

Eric Jondeau, Amir Hossein Khalilzadeh Naghneh

We develop a methodology to measure the expected loss of commercial banks in a market downturn, which we call stressed expected loss (SEL). We simulate a market downturn as a negative shock on interest rate and credit market risk factors that reflect the b ...

ELSEVIER2022

Representing location choice within activity-based models

Michel Bierlaire, Timothy Michael Hillel, Janody Pougala, Nicolas Jean Salvadé

Since the 70s, there has been a growing interest in activity-based modelling. This approach models the need to travel as a result of performing daily activities (Bowman and Ben-Akiva, 2001). Nevertheless, the activities need to be scheduled which involves ...

2022

Connecting Hodge and Sakaguchi-Kuramoto through a mathematical framework for coupled oscillators on simplicial complexes

Alexis Arnaudon

Phase synchronizations in models of coupled oscillators such as the Kuramoto model have been widely studied with pairwise couplings on arbitrary topologies, showing many unexpected dynamical behaviors. Here, based on a recent formulation the Kuramoto model ...

NATURE PORTFOLIO2022