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Publications associées (32)
Stripping the Swiss discount curve using kernel ridge regression
We analyze and implement the kernel ridge regression (KR) method developed in Filipovic et al. (Stripping the discount curve-a robust machine learning approach. Swiss Finance Institute Research Paper No. 22-24. SSRN. https://ssrn.com/abstract=4058150, 2022 ...
Springer Heidelberg2024Field Guide to Northern Tree-related Microhabitats: Descriptions and size limits for their inventory in boreal and hemiboreal forests of Europe and North America
A tree-related microhabitat (abbreviated as TreM) is a morphological feature present on a tree, which is used by sometimes highly specialised species during at least one part of their life cycle. These features may serve as shelters, breeding spots, or cru ...
Swiss Federal Institute for Forest, Snow and Landscape Research WSL, Switzerland2024Surface passivation and functionalisation for mass photometry
Suliana Manley, Jenny Sülzle, Laila Abdelaziz Abdelmoniem Elfeky
Interferometric scattering (iSCAT) microscopy enables the label-free observation of biomolecules. Consequently, single-particle imaging and tracking with the iSCAT-based method known as mass photometry (MP) is a growing area of study. However, establishing ...
Wiley2024International Portfolio Choice with Frictions: Evidence from Mutual Funds
Using data on international equity portfolio allocations by U.S. mutual funds, we estimate a portfolio expression derived from a standard mean-variance portfolio model extended with portfolio frictions. The optimal portfolio depends on the previous month a ...
OXFORD UNIV PRESS INC2023Time-resolved physical spectrum in cavity quantum electrodynamics
The time-resolved physical spectrum of luminescence is theoretically studied for a standard cavity quantum electrodynamics system. In contrast to the power spectrum for the steady state, the correlation functions up to the present time are crucial for the ...
AMER PHYSICAL SOC2022Techno-economic and environmental impact assessment of an olive tree pruning waste multiproduct biorefinery
This work focuses on the economic performance and environmental assessment of two biorefinery schemes using 100 t/day of olive tree pruning waste as feedstock. The first scheme is based on a multiproduct biorefinery producing 6363.64 m3/yr of ethanol, 999. ...
ELSEVIER2022Integrated production of chemicals and fuels in the pulp industry: techno-economic and environmental analysis of black liquor gasification-based processes
François Maréchal, Daniel Alexander Florez Orrego, Meire Ellen Gorete Ribeiro Domingos
The pulp and paper sector is classified as an energy intensive activity and several efforts are being made to mitigate its atmospheric emissions, improve the recovery of residual heat and capitalize on its byproducts. The black liquor (BL) is a byproduct o ...
2022Online appendix to: Debt dynamics with fixed issuance costs
We investigate equilibrium debt dynamics for a firm that cannot commit to a future debt policy and is subject to a fixed restructuring cost. We formally characterize equilibria when the firm is not required to repurchase outstanding debt prior to issuing a ...
2022Triple Crossed Flexure Pivot Based on a Zero Parasitic Center Shift Kinematic Design
Simon Nessim Henein, Etienne Frédéric Gabriel Thalmann
Thanks to their absence of play, absence of contact friction and possible monolithic fabrication, flexure pivots offer advantages over traditional bearings in small-scale, high accuracy applications and environments where lubrication and wear debris are pr ...
2022Explaining multiple patches of aquatic vegetation through linear stability analysis
Aquatic vegetation is ubiquitous in lowland rivers, and it is typically present in the shape of spatial self-organized patches of biomass. In this work, we mathematically define the threshold conditions for the incipient formation of self-organized vegetat ...
2022