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Autonomous vehicles ought to predict the surrounding agents' trajectories to allow safe maneuvers in uncertain and complex traffic situations. As companies increasingly apply trajectory prediction in the real world, security becomes a relevant concern. In ...
In this article, we account for the liquidity risk in the underlying assets when pricing European exchange options, which has not been considered in the literature. An Ornstein-Uhlenbeck process with the mean -reversion property is selected to model the ma ...
Much of the extant literature predicts market returns with "simple" models that use only a few parameters. Contrary to conventional wisdom, we theoretically prove that simple models severely understate return predictability compared to "complex" models in ...
This paper explores safety climate as a phenomenon. Comparative analyses of the survey designed and distributed among European universities with a study published in 2013 demonstrating that safety climate studies targeting respondents with supervisory posi ...
This paper analyses the effects of quantitative easing (QE) on households' income and consumption inequality in the Euro Area. Using a SVAR with high frequency identification, I show that an identified QE shock is redistributive and expansionary. To ration ...
Approaches to Ukraine’s wartime and anticipated post-war reconstruction and recovery, united under a general slogan of ‘build back better’, are currently reflected in multiple policies, regulations, planning tools and data registers, as well as showcased t ...
This thesis investigates the economic effect of patents and the patent system through the lens of patent commercialisation. The thesis is composed of four chapters, where each chapter is an independent scientific paper. In the first chapter, we present a n ...
This is the experimental data used in manuscript: "Rock anisotropy promotes hydraulic fracture containment at depth". This data set has 5 folders: K1, T2, M3 and M4 contain the raw data collected by active acoustic monitoring system and various pumps and t ...
The associated peer reviewed article that will appear in the International Journal of STEM education : El-Hamamsy, L., Bruno, B., Audrin, C., Chevalier, M., Avry S., Dehler Zufferey, J., and Mondada, F. (2023). How are Primary School Computer Science Curri ...
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 ...
