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Modeling Credit Contagion via the Updating of Fragile Beliefs

Publications associées (26)

Monetary Independence And Rollover Crises

This article shows that the inability to use monetary policy for macroeconomic stabilization leaves a government more vulnerable to a rollover crisis. We study a sovereign default model with self-fulfilling rollover crises, foreign currency debt, and nomin ...

OXFORD UNIV PRESS INC2022

Financial Risk Management with Machine Learning

Marc-Aurèle Antoine Divernois

This thesis consists of three applications of machine learning techniques to risk management. The first chapter proposes a deep learning approach to estimate physical forward default intensities of companies. Default probabilities are computed using artifi ...

EPFL2022

Data and Workflow to: Three-dimensional buoyant hydraulic fracture growth: constant release from a point source (Möri and Lecampion, (2022))

Brice Tanguy Alphonse Lecampion, Andreas Möri

This upload contains the relevant scripts, notebooks, and datasets to reproduce the numerically obtained results of the Journal article "Three-dimensional buoyant hydraulic fracture growth: constant release from a point source" by Möri and Lecampion, (2022 ...

2022

Continuous raw particle number concentration data in 10 sec resolution, measured in the Swiss aerosol container during MOSAiC 2019/2020

Julia Schmale, Ivo Fabio Beck

This dataset contains raw particle number concentration data measured during the year long MOSAiC expedition from October 2019 to September 2020. The measurement was performed in the Swiss aerosol container on the D-deck of Research Vessel Polarstern using ...

Zenodo2022

New particle formation event detection with Mask R-CNN

Lubna Dada, Xinyang Li

Atmospheric new particle formation (NPF) is an important source of climate-relevant aerosol particles which has been observed at many locations globally. To study this phenomenon, the first step is to identify whether an NPF event occurs or not on a given ...

Copernicus Publications2022

Numerical data for scattering amplitudes of photon in d=4

Denis Karateev, João Miguel Augusto Penedones Fernandes, Marco Meineri, Aditya Hebbar

Numerical data for scattering amplitudes of photons in d=4 obtained by solving various optimisation problems. The data is stored in .txt files. Mathematica notebook is provided for loading and plotting the data. ...

2022

Next-generation brain observatories

Mackenzie Mathis, Shreya Saxena

We propose centralized brain observatories for large-scale recordings of neural activity in mice and non-human primates coupled with cloud-based data analysis and sharing. Such observatories will advance reproducible systems neuroscience and democratize ac ...

CELL PRESS2022

Lightweight HI source finding for next generation radio surveys

Jean-Paul Richard Kneib, Frédéric Courbin, Emma Elizabeth Tolley, Aymeric Alexandre Galan, Austin Chandler Peel, Mark Thomas Sargent

Future deep HI surveys will be essential for understanding the nature of galaxies and the content of the Universe. However, the large volume of these data will require distributed and automated processing techniques. We introduce LiSA, a set of python modu ...

ELSEVIER2022

Reproducibility dataset for CRYOWRF validation

Varun Sharma, Michael Lehning, Franziska Gerber

This dataset contains data and scripts for "CRYOWRF - a validation and the effect of blowing snow on the Antarctic SMB" (Gerber et al., 2022).* Simulation_setup: Namelists and input information to run the simulation. Some input files need to be downloaded ...

Zenodo2022

Frugal Decentralized Learning

Anne-Marie Kermarrec

Machine learning is currently shifting from a centralized paradigm to decentralized ones where machine learning models are trained collaboratively. In fully decentralized learning algorithms, data remains where it was produced, models are trained locally a ...

IEEE2022