Concept
Process state
Publications associées (29)
Portfolio construction under information asymmetry
We introduce in this thesis the idea of a variable lookback model, i.e., a model whose predictions are based on a variable portion of the information set. We verify the intuition of this model in the context of experimental finance. We also propose a novel ...
EPFL2013Scale-Out Processors
Global-scale online services, such as Google’s Web search and Facebook’s social networking, run in large-scale datacenters. Due to their massive scale, these services are designed to scale out (or distribute) their respective loads and datasets across thou ...
EPFL2013Affine Variance Swap Curve Models
This paper provides a brief overview of the stochastic modeling of variance swap curves. Focus is on affine factor models. We propose a novel drift parametrization which assures that the components of the state process can be matched with any pre-specified ...
2012POP-C++ and Alpine3D: Petition for a New HPC Approach
Michael Lehning, Mathias Thierry Pierre Bavay, Pierre Kuonen
In the developed world, an ever better and finer understanding of the processes leading to natural hazards is expected. This is in part achieved using the invaluable tool of numerical modeling, which offers the possibility of applying scenarios to a given ...
Information Science Reference2010Effect of inclined jet screen on turbidity current
Anton Schleiss, Giovanni De Cesare, Christoph Oehy
The sustainable use of reservoirs for irrigation, flood protection, water supply and hydropower may be endangered due to unavoidable reservoir sedimentation. Turbidity currents are the main process for the transport and deposit of sediments in reservoirs, ...
2010Market Sharing Dynamics Between Two Service Providers
Max-Olivier Hongler, Olivier Gallay
We study the market partition between two distinct firms that deliver services to waiting-time sensitive customers. In our model, the incoming customers select a firm on the basis of its posted price, the expected waiting time and its brand. More specifica ...
Elsevier2008Motor intention in the posterior parietal cortex
The complexity of processes occurring in the brain is an intriguing issue not just for scientists and medical doctors, but the humanity in general. The cortex ability to perceive and analyze an enormous amount of information in an instance of time, the par ...
EPFL2008