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The CDS-bond basis

Publications associées (30)

Wideband integrated bioaerosol sensor (WIBS) excited, fluorescent, and hyper-fluorescent particle number concentrations and normalized size distributions (dN/dlogDp) measured in the Swiss container during MOSAiC 2019/2020

Julia Schmale, Ivo Fabio Beck, Alireza Moallemi, Margarida Teles Nogueira Rolo

These datasets contain the total particle number concentrations and normalized size distributions (dN/dlogDp) of excited, fluorescent, and hyper-fluorescent particles of sizes 0.5 to 20 μm (optical diameter). The normalized size distribution datasets are s ...

Zenodo2023

Discount models

Damir Filipovic

Discount is the difference between the face value of a bond and its present value. We propose an arbitrage-free dynamic framework for discount models, which provides an alternative to the Heath-Jarrow-Morton framework for forward rates. We derive general c ...

Springer Heidelberg2023

Mortgage-backed securities

Andreas Fuster

This paper reviews the mortgage-backed securities (MBS) market, with a particular emphasis on agency residential MBS in the United States. We discuss the institutional environment, security design, MBS risks and asset pricing, and the economic effects of m ...

Edward Elgar2023

Human-machine interface for two-dimensional steering control with the auricular muscles

Silvestro Micera, Solaiman Shokur, Daniel Jose Lins Leal Pinheiro

Human-machine interfaces (HMIs) can be used to decode a user's motor intention to control an external device. People that suffer from motor disabilities, such as spinal cord injury, can benefit from the uses of these interfaces. While many solutions can be ...

FRONTIERS MEDIA SA2023

Can one hear the shape of a target zone?

Max-Olivier Hongler

We develop an exchange rate target zone model with finite exit time and non-Gaussian tails. We show how the tails are a consequence of time-varying investor risk aversion, which generates mean-preserving spreads in the fundamental distribution. We solve ex ...

2023

Search for new heavy resonances decaying to WW, WZ, ZZ, WH, or ZH boson pairs in the all-jets final state in proton-proton collisions at √s=13 TeV

Matthias Finger, Konstantin Androsov, Qian Wang, Jan Steggemann, Yiming Li, Anna Mascellani, Varun Sharma, Xin Chen, Rakesh Chawla, Matteo Galli

A search for new heavy resonances decaying to WW, WZ, ZZ, WH, or ZH boson pairs in the all-jets final state is presented. The analysis is based on proton-proton collision data recorded by the CMS detector in 2016-2018 at a centre-of-mass energy of 13 TeV a ...

Elsevier2023

Model-based constraints for trajectory determination of quad-copters: Design, calibration & merits for direct orientation

Jan Skaloud, Davide Antonio Cucci, Kenneth Joseph Paul

This paper proposes a novel method to improve georeferencing of airborne laser scanning by improved trajectory estimation using Vehicle Dynamic Model. In Vehicle Dynamic Model (VDM), the relationship between the dynamics of the platform and control inputs ...

2023

Cloud Condensation Nuclei (CCN) concentrations measured in the Swiss container during MOSAiC 2019/2020

Julia Schmale, Benjamin Jérémy Laurent Heutte, Nora Bergner, Ivo Fabio Beck, Hélène Paule Angot, Lubna Dada

This dataset contains CCN concentrations at five supersaturation levels, averaged to 1 min time resolution, measured during the year-long Multidisciplinary drifting Observatory for the Study of Arctic Climate (MOSAiC) expedition from October 2019 to Septem ...

2023

Aerosol optical absorption coefficients at seven wavelengths in 10 min resolution measured in the Swiss container during MOSAiC 2019/2020

Julia Schmale, Benjamin Jérémy Laurent Heutte, Ivo Fabio Beck, Lubna Dada

This dataset contains aerosol optical absorption coefficients at seven different wavelengths (babs(λ)), averaged to 10 min time resolution, measured during the year-long MOSAiC expedition from October 2019 to September 2020. The measurements were performed ...

Zenodo2023

Experimental Validation of a Unified and Linear State Estimation Method for Hybrid AC/DC Microgrids

Mario Paolone, Willem Lambrichts

This paper presents the experimental validation of a linear recursive state estimation (SE) process for hybrid AC/DC microgrids proposed in the authors' previous work. The SE uses a unified and linear measurement model that relies on the use of synchronize ...

IEEE2023