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Publications associées (32)

Performance Estimation of High-Level Dataflow Program on Heterogeneous Platforms

Marco Mattavelli, Simone Casale Brunet, Aurélien François Gilbert Bloch

The performance of programs written in languages following the dataflow model of computation (MoC) largely depends on the configuration (partitioning, mapping, scheduling, buffer dimensioning) chosen during the synthesis stages. Furthermore, this programmi ...

2022

Essays in Banking and Financial Regulation

Susanne Johanna Petronella Léonie Vissers

This thesis examines how banks choose their optimal capital structure and cash reserves in the presence of regulatory measures. The first chapter, titled Bank Capital Structure and Tail Risk, presents a bank capital structure model in which bank assets a ...

EPFL2021

COVID-19: data-driven dynamic asset allocation in times of pandemic

Anna Timonina-Farkas

The COVID-19 pandemic has demonstrated the importance and value of multi-period asset allocation strategies responding to rapid changes in market behavior. In this article, we formulate and solve a multi-stage stochastic optimization problem, choosing the ...

AMER INST MATHEMATICAL SCIENCES-AIMS2021

Are insurance balance sheets carbon-neutral? Harnessing asset pricing for climate change policy(dagger)

Jiahua Xu

Due to its enormous size and capital base, the insurance industry has the potential to play a key role in countering climate change. To this end, the major capital flows associated with its investment and underwriting businesses would need to be redirected ...

PALGRAVE MACMILLAN LTD2019

Three Essays in Banking and Finance

Damien Olivier Klossner

This thesis develops three models that study the motivation of various agents to take on debt, and the impact that excessive financial leverage can have on social welfare. In the chapter "Short-term Bank Leverage and the Value of Liquid Reserves", the ince ...

EPFL2019

Gravitational Mass Carried by Sound Waves

Angelo Esposito

We show that the commonly accepted statement that sound waves do not transport mass is only true at linear order. Using effective field theory techniques, we confirm the result found by Nicolis and Penco [Phys. Rev. 13 97, 134516 (2018)] for zero -temperat ...

AMER PHYSICAL SOC2019

Replicating portfolio approach to capital calculation

Damir Filipovic, Mathieu Jacques David Cambou

The replicating portfolio (RP) approach to the calculation of capital for life insurance portfolios is an industry standard. The RP is obtained from projecting the terminal loss of discounted asset–liability cash flows on a set of factors generated by a fa ...

2018

On Simplices in Diameter Graphs in R-4

Andrei Kupavskii

A graph G is a diameter graph in R-d if its vertex set is a finite subset in R-d of diameter 1 and edges join pairs of vertices a unit distance apart. It is shown that if a diameter graph G in R-4 contains the complete subgraph K on five vertices, then any ...

Maik Nauka/Interperiodica/Springer2017

Dynamic Product Portfolio Management with Life Cycle Considerations

Ralf Seifert, Jean-Sébastien Tancrez, Isik Bicer

We consider a portfolio of products in which each product probabilistically transitions through various life cycle stages. The evolution through these life cycle stages is impacted by both marketing support and product launch decisions, which are bound by ...

2016

On The Number Of Ordinary Conics

Frank de Zeeuw, Adrian Claudiu Valculescu

We prove a lower bound on the number of ordinary conics determined by a finite point set in R-2. An ordinary conic for S subset of R-2 is a conic that is determined by five points of S and contains no other points of S. Wiseman and Wilson proved the Sylves ...

Siam Publications2016

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