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Comparison of Remote Subjective Assessment Strategies in the Context of the JPEG Pleno Point Cloud Activity

Publications associées (46)

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Train Timetable Design Under Elastic Passenger Demand

Michel Bierlaire, Matthieu Marie Cochon de Lapparent, Shadi Sharif Azadeh, Mohammad Yousef Maknoon, Tomas Robenek

We integrate a probabilistic demand model in the train timetabling problem. We use a logit model that we calibrate to reflect the known demand elasticities. We further include a competing operator as an opt-out option for the passengers. Subsequently, we i ...

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

Efficient Pricing of Energy Derivatives

Anders Trolle

I present a tractable framework, first developed in Trolle and Schwartz (2009), for pricing energy derivatives in the presence of unspanned stochastic volatility. Among the model features are i) a perfect fit to the initial futures term structure, ii) a fa ...

Palgrave Macmillan US2014

HyRec: leveraging browsers for scalable recommenders

Rachid Guerraoui, Anne-Marie Kermarrec, Davide Frey, Rhicheek Patra

The ever-growing amount of data available on the Internet calls for personalization. Yet, the most effective personalization schemes, such as those based on collaborative filtering (CF), are notoriously resource greedy. This paper presents HyRec, an online ...

ACM2014

Exploration and Resource Commitments in Unequal Partnerships: An Examination of Corporate Venture Capital Investments

Anu Wadhwa

While established firms' relationships with external ventures may have significant strategic benefits, the realization of such benefits is fraught with considerable uncertainty. The real options and interorganizational learning literatures present an inter ...

Wiley-Blackwell2013

The Weakest Failure Detectors To Solve Quittable Consensus And Nonblocking Atomic Commit

Rachid Guerraoui

We define quittable consensus, a natural variation of the consensus problem, where processes have the option to agree on "quit" if failures occur, and we relate this problem to the well-known problem of nonblocking atomic commit. We then determine the weak ...

Society for Industrial and Applied Mathematics2012

Conditional Density Models for Asset Pricing

Damir Filipovic

We model the dynamics of asset prices and associated derivatives by consideration of the dynamics of the conditional probability density process for the value of an asset at some specified time in the future. In the case where the asset is driven by Browni ...

World Scientific Publishing2012

Final-Focus Optics for the LHeC Electron Beam Line

José Luis Abelleira Fernández, Hector Garcia, Frank Zimmermann

One of the options considered for the ECFA-CERNNuPECC design study for a Large Hadron electron Collider (LHeC) based on the LHC is adding a recirculating energy-recovery linac tangential to the LHC. First designs of the electron Final Focus System have sho ...

2012

Variance Risk Premia in Energy Commodities

Anders Trolle

This paper investigates variance risk premia in energy commodities, particularly crude oil and natural gas, using a robust model-independent approach. Over a period of 11 years, we find that the average variance risk premia are significantly negative for b ...

2010

Dynamic investment and financing under personal taxation

Erwan Morellec, Norman Schuerhoff

This paper examines the effects of capital gains taxation on firms’ investment and financing decisions. We develop a real options model in which the timing of investment, the decision to default, and the firm’s capital structure are endogenously and jointl ...

2010