An Algorithm for Testing the Efficient Market Hypothesis
Graph Chatbot
Chattez avec Graph Search
Posez n’importe quelle question sur les cours, conférences, exercices, recherches, actualités, etc. de l’EPFL ou essayez les exemples de questions ci-dessous.
AVERTISSEMENT : Le chatbot Graph n'est pas programmé pour fournir des réponses explicites ou catégoriques à vos questions. Il transforme plutôt vos questions en demandes API qui sont distribuées aux différents services informatiques officiellement administrés par l'EPFL. Son but est uniquement de collecter et de recommander des références pertinentes à des contenus que vous pouvez explorer pour vous aider à répondre à vos questions.
Due to conservative design models and safe construction practices, infrastructure often has significant yet-unknown reserve capacity that greatly exceeds code requirements. Reserve-capacity assessments lead to better asset-management decisions through eith ...
Biomimicry is a strategy that makes practical use of evolution to find efficient and sustainable ways to produce chemical compounds or engineer products. Exploring the natural machinery of enzymes for the production of desired compounds is a highly profita ...
In this paper, we focus on the problem of minimizing a network of state facilities that provide essential public services (schools, offices, and hospitals). The goal is to reduce the size of the network in order to minimize the costs associated with it. Ho ...
The study consists of two interrelated parts. In the first part, we aim to identify the best predictive model of day-ahead electricity prices. In particular, we verify the existence of a dependence of the spot price on power generation and variable costs o ...
This paper is a study on the use of Machine Learning and Deep Learning to determine the similarity between different musics. The first part introduces the framework used and some concepts of Deep Learning that will be used in the algorithms. The second par ...
This paper presents an optimization of a virtual cathode oscillator (Vircator) with axial extraction using a novel evolutionary algorithm (EA) thought to reduce the number of evaluations. The EA was tested on a Vircator optimization with two objective func ...
A model of infrequent rebalancing can explain specific predictability patterns in the time series and cross-section of stock returns. First, infrequent rebalancing produces return autocorrelations that are consistent with empirical evidence from intraday r ...
This thesis examines predictability and seasonality in the cross-section of stock returns. The first chapter, titled ``Infrequent Rebalancing, Return Autocorrelation, and Seasonality,'' shows that a model of infrequent rebalancing can explain specific pred ...
In recent times the interest in electricity production with Organic Rankine Cycles (ORC) has increased. A look into recent publications shows that the identification of suitable working fluids is in general done by a look at a more or less small number of ...
Applications ranging from algorithmic trading to scientific data analysis require real-time analytics based on views over databases receiving thousands of updates each second. Such views have to be kept fresh at millisecond latencies. At the same time, the ...
