Publication

On Bounding Credit-Event Risk Premia

Related publications (28)

Closed form approximation methods for portfolio valuation and risk management

In this thesis we present three closed form approximation methods for portfolio valuation and risk management. The first chapter is titled ``Kernel methods for portfolio valuation and risk management'', and is a joint work with Damir Filipovi'c (SFI and ...

EPFL2023

Impact of Video Processing Operations in Deepfake Detection

Touradj Ebrahimi, Yuhang Lu

The detection of digital face manipulation in video has attracted extensive attention due to the increased risk to public trust. To counteract the malicious usage of such techniques, deep learning-based deepfake detection methods have been developed and ha ...

2023

Behavioral outcome of very preterm children at 5 years of age: Prognostic utility of brain tissue volumes at term-equivalent-age, perinatal, and environmental factors

Djalel Eddine Meskaldji, Laura Ioana Gui, Serafeim Loukas

ObjectivePrematurity is associated with a high risk of long-term behavioral problems. This study aimed to assess the prognostic utility of volumetric brain data at term-equivalent-age (TEA), clinical perinatal factors, and parental social economic risk in ...

WILEY2023

Medical and Personal Characteristics Can Predict the Risk of Lung Metastasis

Michele De Palma, Nahal Mansouri

Aims: Understanding the correlations between underlying medical and personal characteristics of a patient with cancer and the risk of lung metastasis may improve clinical management and outcomes. We used machine learning methodologies to predict the risk o ...

2023

Metallicity Distribution Functions of 13 Ultra-faint Dwarf Galaxy Candidates from Hubble Space Telescope Narrowband Imaging

Nicolas Lawrence Etienne Longeard

We present uniformly measured stellar metallicities of 463 stars in 13 Milky Way (MW) ultra-faint dwarf galaxies (UFDs; M-V = -7.1 to -0.8) using narrowband CaHK (F395N) imaging taken with the Hubble Space Telescope. This represents the largest homogeneous ...

Iop Publishing Ltd2023

Hemoglobin-stabilized gold nanoclusters displaying oxygen transport ability, self-antioxidation, auto-fluorescence properties and long-term storage potential

Victor Carle Adrien Boureau

The development of hemoglobin (Hb)-based oxygen carriers (HBOCs) holds a lot of potential to overcome important drawbacks of donor blood such as a short shelf life or the potential risk of infection. However, a crucial limitation of current HBOCs is the au ...

ROYAL SOC CHEMISTRY2023

Single fraction and hypofractionated radiosurgery for perioptic meningiomas-tumor control and visual outcomes: a systematic review and meta-analysis

Constantin Tuleasca

Perioptic meningiomas, defined as those that are less than 3 mm from the optic apparatus, are challenging to treat with stereotactic radiosurgery (SRS). Tumor control must be weighed against the risk of radiation-induced optic neuropathy (RION), as both tu ...

Springer2023

When do Minimax-fair Learning and Empirical Risk Minimization Coincide?

Volkan Cevher

Minimax-fair machine learning minimizes the error for the worst-off group. However, empirical evidence suggests that when sophisticated models are trained with standard empirical risk minimization (ERM), they often have the same performance on the worst-of ...

2023