Publications associées à Exponential utility

Andreas Peter Burg, Alexios Konstantinos Balatsoukas Stimming, Pascal Giard

Polar codes were recently chosen to protect the control channel information in the next-generation mobile communication standard (5G) defined by the 3GPP. As a result, receivers will have to implement blind detection of polar coded frames in order to keep ...

2017

Acute stress alters individual risk taking in a time-dependent manner and leads to anti-social risk

Maria del Carmen Sandi Perez, Samuel Bendahan, Fiona Hollis, Leyla Loued-Khenissi, John Christian Thoresen, Lorenz Goette

Decision-making processes can be modulated by stress, and the time elapsed from stress induction seems to be a crucial factor in determining the direction of the effects. Although current approaches consider the ﬁrst post-stress hour a uniform period, the ...

2017

Correcting for endogeneity using the multiple indicator solution

Michel Bierlaire, Matthieu Marie Cochon de Lapparent, Anna Fernández Antolín

In this paper we extend the Multiple Indicator Solution (MIS),used to correct for endogeneity, so that it can also be used when there are interactions between observed and unobserved factors in the specification of the utility function. We show the theoret ...

2016

Risk and Reward Preferences under Time Pressure

Anjali Devi Vanapilli Nursimulu

Financial decision making under time pressure, though ubiquitous, is poorly understood; classical and behavioral finance are silent about the time required for a decision to be made. In an experiment, calibrating allowable decision times to 1, 3, and 5 s, ...

Oxford Univ Press2014

Event risk, contingent claims and the temporal resolution of uncertainty

Pierre Collin Dufresne, Julien Hugonnier

We study the pricing and hedging of contingent claims that are subject to Event Risk which we define as rare and unpredictable events whose occurrence may be correlated to, but cannot be hedged perfectly with standard marketed instruments. The super-replic ...

Springer2014

Tracking freeriders in gossip-based content dissemination systems

Rachid Guerraoui, Anne-Marie Kermarrec, Kévin Clément Huguenin, Maxime Monod

Gossip-based protocols have proven very efficient for disseminating high-bandwidth content such as video streams in a peer-to-peer fashion. However, for the protocols to work, nodes are required to collaborate by devoting a fraction of their upload bandwid ...

Elsevier2014

Competition of Wireless Providers for Atomic Users

Bixio Rimoldi, Vojislav Gajic

We study a problem where wireless service providers compete for heterogenous wireless users. The users differ in their utility functions as well as in the perceived quality of service of individual providers. We model the interaction of an arbitrary number ...

Ieee-Inst Electrical Electronics Engineers Inc2014

Bidder optimal assignments for general utilities

Monika Henzinger, Ingmar Weber

We study the problem of matching bidders to items where each bidder i has general, strictly monotonic utility functions u(i,j)(p(j)) expressing his utility of being matched to item j at price p(j). For this setting we prove that a bidder optimal outcome al ...

Elsevier Science Bv2013

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Exponential utility

Blind detection of polar codes

Acute stress alters individual risk taking in a time-dependent manner and leads to anti-social risk

Optimal reinsurance with multiple tranches

Correcting for endogeneity using the multiple indicator solution

Risk and Reward Preferences under Time Pressure

Event risk, contingent claims and the temporal resolution of uncertainty

Tracking freeriders in gossip-based content dissemination systems

Competition of Wireless Providers for Atomic Users

Competition of Wireless Providers for Atomic Users

Bidder optimal assignments for general utilities

Graph Chatbot

Chattez avec Graph Search

Event risk, contingent claims and the temporal resolution of uncertainty

Optimal reinsurance with multiple tranches

Acute stress alters individual risk taking in a time-dependent manner and leads to anti-social risk

Blind detection of polar codes

Correcting for endogeneity using the multiple indicator solution

Tracking freeriders in gossip-based content dissemination systems

Bidder optimal assignments for general utilities