Publication

Relative Extinction of Heterogeneous Agents

Publications associées (22)

Machine Learning for Modeling Stock Returns

Throughout history, the pace of knowledge and information sharing has evolved into an unthinkable speed and media. At the end of the XVII century, in Europe, the ideas that would shape the "Age of Enlightenment" were slowly being developed in coffeehouses, ...

EPFL2024

A landmark environmental law looks ahead

Devis Tuia

In late December 1973, the United States enacted what some would come to call “the pitbull of environmental laws.” In the 50 years since, the formidable regulatory teeth of the Endangered Species Act (ESA) have been credited with considerable successes, ob ...

American Association for the Advancement of Science2023

Skew-Brownian motion and pricing European exchange options br

Puneet Pasricha

This article derives a closed-form pricing formula for European exchange options under a non-Gaussianframework for the underlying assets, intending to resolve mispricing associated with a geometric Brownianmotion. The dynamics of each of the two correlated ...

ELSEVIER SCIENCE INC2022

Covariance Estimation for Random Surfaces beyond Separability

Tomas Masák

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

Essays in Empirical Asset Pricing

Alexis Arilès Marchal

This thesis consists of three applications of machine learning techniques to empirical asset pricing. In the first part, which is co-authored work with Oksana Bashchenko, we develop a new method that detects jumps nonparametrically in financial time series ...

EPFL2022

A birth-death-migration model for life in astrophysical environments

Claudio Grimaldi

To assess the number of life-bearing worlds in astrophysical environments, it is necessary to take the intertwined processes of abiogenesis (birth), extinction (death), and transfer of life (migration) into account. We construct a mathematical model that i ...

OXFORD UNIV PRESS2021

Low-Rank Tensor Approximation for Chebyshev Interpolation in Parametric Option Pricing

Daniel Kressner, Francesco Statti, Kathrin Beatrice Glau

Treating high dimensionality is one of the main challenges in the development of computational methods for solving problems arising in finance, where tasks such as pricing, calibration, and risk assessment need to be performed accurately and in real-time. ...

2020

Species conservation in the face of global environmental changes: surface-based modelling of geo-environmental data to identify vulnerable populations

Estelle Rochat

Human activities are resulting in many land-use changes, particularly due to urbanisation and intensification of agricultural practices. Because of these changes, in addition to climate change, many species are facing habitat degradation. In order to avoid ...

EPFL2020

Beyond the patch: on landscape-explicit metapopulation dynamics

Jonathan Giezendanner

Climate change threatens biodiversity and species distribution all over the world at unprecedented rates. Human induced changes to landscape structure and habitat are redefining the relation between species and their environment. Understanding, characteriz ...

EPFL2020

A pathwise approach to the extinction of branching processes with countably many types

Sophie Myriam Hautphenne

We consider the extinction events of Galton-Watson processes with countably infinitely many types. In particular, we construct truncated and augmented Galton-Watson processes with finite but increasing sets of types. A pathwise approach is then used to sho ...

ELSEVIER SCIENCE BV2019