Publication

SigCO: Mining Significant Correlations via a Distributed Real-time Computation Engine

Publications associées (21)

Informed Trading in the Stock Market and Option Price Discovery

When activist shareholders file Schedule 13D filings, the average excess return on target stocks is 6% and stock price volatility drops by about 10%. Prior to filing days, volatility (price) information is reflected in option (stock) prices. Using a compre ...

2021

Distributed Time Series Analytics

Tian Guo

In recent years time series data has become ubiquitous thanks to affordable sensors and advances in embedded technology. Large amount of time-series data are continuously produced in a wide spectrum of applications, such as sensor networks, medical monitor ...

EPFL2017

Inventory dynamics in process industries: An empirical investigation

Ralf Seifert, Philipp Urs Moser, Olov Isaksson

Process industry firms have thrived in recent decades, but changes in the markets are currently putting both growth and profitability at risk. In this context, inventory management is increasingly viewed as an essential lever for creating a sustainable com ...

Elsevier2017

Polynomial models in finance

Damien Edouard Ackerer

This thesis presents new flexible dynamic stochastic models for the evolution of market prices and new methods for the valuation of derivatives. These models and methods build on the recently characterized class of polynomial jump-diffusion processes for w ...

EPFL2017

Optimized Distributed Hyperparameter Search and Simulation for Lung Texture Classification in CT Using Hadoop

Adrien Raphaël Depeursinge

Many medical image analysis tasks require complex learning strategies to reach a quality of image-based decision support that is sufficient in clinical practice. The analysis of medical texture in tomographic images, for example of lung tissue, is no excep ...

2016

Elliptical tempered stable distribution

Hasan Fallahgoul

Elliptical distributions are useful for modelling multivariate data, multivariate normal and Student t distributions being two special classes. In this paper, we provide a definition for the elliptical tempered stable (ETS) distribution based on its charac ...

Routledge Journals, Taylor & Francis Ltd2016

Location choice with longitudinal WiFi data

Michel Bierlaire, Matthieu Marie Cochon de Lapparent, Antonin Danalet, Loïc Tinguely

Location-aware data collection technologies provide new insights about location choices. Only a few dynamic models of location choice exist in scientific literature. To our knowledge, none of them correct for serial correlation. In this paper, we model cho ...

University of Leeds2016

RUBIK: Efficient Threshold Queries on Massive Time Series

Anastasia Ailamaki, Thomas Heinis, Farhan Tauheed, Eleni Tzirita Zacharatou

An increasing number of applications from finance, meteorology, science and others are producing time series as output. The analysis of the vast amount of time series is key to understand the phenomena studied, particularly in the simulation sciences, wher ...

2015

Online indexing and distributed querying model-view sensor data in the cloud

Karl Aberer, Tian Guo, Hao Zhuang

As various kinds of sensors penetrate our daily life (e.g., sensor networks for environmental monitoring, GPS for localization and navigation), the efficient management of massive amount of sensor data becomes increasingly important at present. Many sensor ...

Springer-Verlag Berlin2014

DiNoDB: Efficient Large-Scale Raw Data Analytics

Anastasia Ailamaki, Marko Vukolic, Ioannis Alagiannis, Erietta Liarou, Yongchao Tian

Modern big data workflows, found in e.g., machine learning use cases, often involve iterations of cycles of batch analytics and interactive analytics on temporary data. Whereas batch analytics solutions for large volumes of raw data are well established (e ...

2014