The sequence of codes Serpent/DYN3D has been developed by the Helmholtz-Zentrum Dresden-Rossendorf and successfully applied to core static and transient analyses of sodium-cooled fast reactors (SFRs). The successful application of the sequence to SFRs was ...
This dataset complements the article "Frequency regulation with storage: On losses and profits" by Dirk Lauinger, François Vuille, and Daniel Kuhn, available at https://arxiv.org/abs/2306.02987. The dataset contains the following files: 1.
This thesis focuses on non-parametric covariance estimation for random surfaces, i.e.~functional data on a two-dimensional domain. Non-parametric covariance estimation lies at the heart of functional data analysis, and
considerations of statistical and com ...
Personalized ranking methods are at the core of many systems that learn to produce recommendations from user feedbacks. Their primary objective is to identify relevant items from very large vocabularies and to assist users in discovering new content. These ...
The calculations performed for the design and operation of a Nuclear Power Plant (NPP) are a key factor for their safety analyses. The standard for the computational analysis of NPPs is the so called conventional approach, which relies on coarse mesh diffu ...
This thesis consists of three applications of machine learning techniques to empirical asset pricing.
In the first part, which is co-authored work with Oksana Bashchenko, we develop a new method that detects jumps nonparametrically in financial time series ...
We characterize the unique equilibrium in an economy populated by strategic CARA investors who trade multiple risky assets with arbitrarily distributed payoffs. We use our explicit solution to study the joint behavior of illiquidity of option contracts. Op ...
This article derives a closed-form pricing formula for European exchange options under a non-Gaussianframework for the underlying assets, intending to resolve mispricing associated with a geometric Brownianmotion. The dynamics of each of the two correlated ...
We study p-adic families of cohomological automorphic forms for GL(2) over imaginary quadratic fields and prove that families interpolating a Zariski-dense set of classical cuspidal automorphic forms only occur under very restrictive conditions. We show ho ...
The liver is the largest solid organ and the only one capable of using regenerative mechanisms to recover its mass fully. Although liver regeneration from acute injuries has been effective and extensively studied, chronic liver damage has adverse effects o ...
