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Related publications (29)

A Spatial Branch and Bound Algorithm for Continuous Pricing with Advanced Discrete Choice Demand Modeling

In this paper, we present a spatial branch and bound algorithm to tackle the continuous pricing problem, where demand is captured by an advanced discrete choice model (DCM). Advanced DCMs, like mixed logit or latent class models, are capable of modeling de ...

2023

Genetic features and genomic targets of human KRAB-zinc finger proteins

Didier Trono, Priscilla Turelli, Julien Léonard Duc, Sandra Eloise Kjeldsen, Jonas Caspar De Tribolet-Hardy, Bara Khubieh, Jacques Fellay, Michaël Imbeault, Alexandre Coudray, Cyril David Son-Tuyên Pulver, Evaristo Jose Planet Letschert, Christian Axel Wandall Thorball, Romain Forey

Krüppel-associated box (KRAB) domain-containing zinc finger proteins (KZFPs) are one of the largest groups of transcription factors encoded by tetrapods, with 378 members in human alone. KZFP genes are often grouped in clusters reflecting amplification by ...

2023

Critical Review on Bromate Formation during Ozonation and Control Options for Its Minimization

Urs von Gunten

Ozone is a commonly applied disinfectant and oxidantin drinkingwater and has more recently been implemented for enhanced municipalwastewater treatment for potable reuse and ecosystem protection. Onedrawback is the potential formation of bromate, a possible ...

AMER CHEMICAL SOC2023

Modeling and Optimization of Ridesplitting Operations

Caio Vitor Beojone

Ridesourcing has driven a lot of attention in recent years with the expansion of companies like Uber, Lift, and many others around the world. Companies use mobile applications connected through the internet to match drivers and their passengers real-time. ...

EPFL2023

Illiquidity and Higher Cumulants

Semyon Malamud, Alberto Mokak Teguia

We characterize the unique equilibrium in an economy populated by strategic CARA investors who trade multiple risky assets with arbitrarily distributed payoffs. We use our explicit solution to study the joint behavior of illiquidity of option contracts. Op ...

OXFORD UNIV PRESS INC2022

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

Principal Portfolios

Semyon Malamud

We propose a new asset pricing framework in which all securities' signals predict each individual return. While the literature focuses on securities' own-signal predictability, assuming equal strength across securities, our framework includes cross-predict ...

WILEY2022

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

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