Publications associées à Operational Temporary Speed Reductions on the ETCS-DMI

Covariance Estimation for Random Surfaces beyond Separability

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 ...

EPFL2022

A Holistic Methodology for Optimizing Industrial Resource Efficiency

François Maréchal, Adriano Viana Ensinas, Ivan Daniel Kantor, Julia Granacher, Maziar Kermani, Anna Sophia Wallerand

Efficient consumption of energy and material resources, including water, is the primary focus for process industries to reduce their environmental impact. The Conference of Parties in Paris (COP21) highlighted the prominent role of industrial energy effici ...

2019

Numerical methods for option pricing: polynomial approximation and high dimensionality

Francesco Statti

Options are some of the most traded financial instruments and computing their price is a central task in financial mathematics and in practice. Consequently, the development of numerical algorithms for pricing options is an active field of research. In gen ...

EPFL2019

Methodologies for simultaneous optimization of heat, mass, and power in industrial processes

Maziar Kermani

Efficient consumption of energy and material resources, including water, is the primary focus for process industries to reduce their environmental impact. The Conference of Parties in Paris (COP21) highlighted the prominent role of industrial energy effici ...

EPFL2018

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

Simple ways to pace trains

Daniel Emery

As long as a train does not conflict with others trains, the energy consumption for traction can be minimized according to its times of departure, arrival, and passing through fixed points. However, when a conflict of itineraries is foreseen, pacing trains ...

Ieee2013

Thermo-economic optimization of a Solid Oxide Fuel Cell - Gas Turbine system fuelled with gasified lignocellulosic biomass

François Maréchal, Adriano Viana Ensinas, Laurence Tock, Priscilla Caliandro

Within the context of sustainable energy supply and CO2 emissions reduction a Solid Oxide Fuel Cell (SOFC) - Gas Turbine hybrid system, fuelled with gasified woody biomass for medium scale applications (8MWth,BM of dry biomass) is studied in detail. The sy ...

2013

Long Run Forward Rates and Long Yields of Bonds and Options in Heterogeneous Equilibria

Semyon Malamud

We prove that, in a heterogeneous economy with scale-invariant utilities, the yield of a long term bond is determined by the agent with maximal expected marginal utility. We also prove that the same result holds for the long term forward rates. Furthermore ...

2008