This thesis is structured in three chapters, each pertaining to a specific problem in financial economics. The first chapter, titled 'High-Frequency Jump Analysis of the Bitcoin Market' and co-authored with Prof. Olivier Scaillet and Adrien Treccani of the ...
The focus of this thesis is to include the passengers and their behavior inside the train timetable design. This is done through three main objectives: timetable design based on passenger satisfaction, exploitation of hybrid cyclicity and choice based reve ...
Energy policy needs to rely on the proper understanding of the interactions between policy instruments, consumer preferences, investment behavior, market structure, electricity supply, and the wider policy environment. This asks for appropriate modeling to ...
This study addresses the problem of profit maximization between wireless service providers (WSPs) and content providers (CPs) in wireless broadcasting systems, while simultaneously providing high quality of experience for end-users (EUs). We first study th ...