Turnover, account value and diversification of real traders: evidence of collective portfolio optimizing behavior
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OXFORD UNIV PRESS2023
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This article reviews significant advances in networked signal and information processing (SIP), which have enabled in the last 25 years extending decision making and inference, optimization, control, and learning to the increasingly ubiquitous environments ...
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IEEE2018
We solve a portfolio choice problem when expected returns, covariances, and trading costs follow a regime-switching model. The optimal policy trades towards an aim portfolio given by a weighted-average of the conditional mean-variance-efficient portfolios ...
ELSEVIER SCIENCE SA2020
Introduction du agent-based modelling and how it will be used in our research project "Shrinking housing's environmental footprint" (SHEF) ...
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I started my PhD studies in August 2014 with a strong desire to push my own limits without knowing precisely the areas I wanted to cover in detail. To me, it was clear that I was interested by many different fields, however, I was particularly concerned wi ...
Housing plays a crucial role in the transition towards sustainability. Zero-energy or low-carbon housing solutions are key, but their success depends on their acceptance by the users. We propose a conceptual and an operational framework for understanding h ...
