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MAOA-L carriers are better at making optimal financial decisions under risk

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Equilibrium Models for Derivatives Markets with Frictions

Yuan Zhang

This thesis develops equilibrium models, and studies the effects of market frictions on risk-sharing, derivatives pricing, and trading patterns. In the chapter titled "Imbalance-Based Option Pricing", I develop an equilibrium model of fragmented options m ...

EPFL2018

IRGC Resource Guide on Resilience (Volume 2)

Marie-Valentine Renée Agnès Florin

Volume 2 of the IRGC Resource Guide on Resilience provides an in-depth and pragmatic evaluation of concepts and methods for resilience-based approaches in contrast to risk-based approaches, as proposed and practised in different domains of science and prac ...

International Risk Governance Center (IRGC)2018

Optimal Financial Decision Making Under Uncertainty

Daniel Kuhn

We use a fairly general framework to analyze a rich variety of financial optimization models presented in the literature, with emphasis on contributions included in this volume and a related special issue of OR Spectrum. We do not aim at providing readers ...

Springer International Publishing2017

Maintainable Online Classes

Alexandre David Koo

This project was initialized by Professor Prandoni from EPFL in the context of a bachelor project entitled "Maintainable Online Coursese". The motivations for this project was the lack of intuitive slideshow annotation software considering the current boom ...

2016

Detecting abnormal trading activities in option markets

Loriano Mancini

We develop an econometric method to detect "abnormal trades" in option markets, i.e., trades which are not driven by liquidity motives. Abnormal trades are characterized by unusually large increments in open interest, trading volume, and option returns, an ...

Elsevier2015

Enhancement and application of a risk assessment technique for research and teaching laboratories

David Nicolas Plüss

Risk management became an important element of the modern society. Being aware of risks and take appropriate actions to handle them are crucial elements in most industries, especially the ones for which the consequences of undesired events reach disastrous ...

EPFL2015

Blind prediction tests as a benchmark to improve the seismic response of fibre models

João Saraiva Esteves Pacheco de Almeida

The seismic behaviour of reinforced concrete framed structures involves a number of nonlinear material and geometrical phenomena that are impossible to model exhaustively in a single model. Furthermore, past studies showed that the most correct modelling o ...

2014

Risk Governance Guidelines for Unconventional Gas Development

Marie-Valentine Renée Agnès Florin, Aleksandar Jovanovic, Arunabh Singh

Based on concerns that unconventional gas development is occurring despite much uncertainty about its potential impacts on the environment, climate, economy and society the IRGC offers recommendations relating to assessing and managing risks involved in th ...

International Risk Governance Council (IRGC)2013

Spatiotemporal Brain Signatures of Risk and Reward

Anjali Devi Vanapilli Nursimulu

Rational economics and finance surmise that choices decree from a conscious arbitration between alternatives based on decision-theoretically computed values. Implicit in the computation of these option values are the perception and integration of different ...

Ecole Polytechnique Fédérale de Lausanne2012

Risk analysis in research environment

Thierry Meyer, Amela Groso, Aristide Ramondgwendé Ouédraogo

Available risk analysis techniques are well adapted to industry since they were developed for its purpose. All hazards met in industry are also present in research/academia (although quantities of some hazardous substances are smaller). Still, because of i ...

2012