Publications related to Do Prices Reveal the Presence of Informed Trading ?

Related publications (31)

Thermal Conditions in Indoor Environments: Exploring the Reasoning behind Standard-Based Recommendations

Dolaana Khovalyg, Sarah Wael Ahmed Crosby

Professionals in the building design and operation fields typically look at standards and guidelines as a reliable source of information and guidance with regard to procedural, contractual, and legal scope and requirements that are relevant to accountabili ...

2023

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

Learning Transformations To Reduce the Geometric Shift in Object Detection

Mathieu Salzmann, Martin Pierre Engilberge, Vidit Vidit

The performance of modern object detectors drops when the test distribution differs from the training one. Most of the methods that address this focus on object appearance changes caused by, e.g., different illumination conditions, or gaps between syntheti ...

Ieee Computer Soc2023

The Impact of Data Persistence Bias on Social Media Studies

Tugrulcan Elmas

Social media studies often collect data retrospectively to analyze public opinion. Social media data may decay over time and such decay may prevent the collection of the complete dataset. As a result, the collected dataset may differ from the complete data ...

Assoc Computing Machinery2023

Predicting party switching through machine learning and open data

Silvestro Micera

Parliament dynamics might seem erratic at times. Predicting future voting patterns could support policy design based on the simulation of voting scenarios. The availability of open data on legislative activities and machine learning tools might enable such ...

CELL PRESS2023

Ricca's factors as mobile proteinaceous effectors of electrical signaling

Jian Wang, Satyam Tiwari

Leaf-feeding insects trigger high-amplitude, defense-inducing electrical signals called slow wave potentials (SWPs). These signals are thought to be triggered by the long-distance transport of low molecular mass elicitors termed Ricca's factors. We sought ...

CELL PRESS2023

Essays in Financial Economics

Kevin Marc Rageth

This thesis consists of two chapters that study separate subjects in the area of corporate finance. The first chapter, titled â Economic Gains in Bank Mergers and Acquisitions â Evidence from Targetsâ , investigates economic gains in bank mergers and ...

EPFL2022

A Functional Perspective on Information Measures

Amedeo Roberto Esposito

Since the birth of Information Theory, researchers have defined and exploited various information measures, as well as endowed them with operational meanings. Some were born as a "solution to a problem", like Shannon's Entropy and Mutual Information. Other ...

EPFL2022

Nothing New Under the Sun: Novelty Constructs and Measures in Social Studies

Davide Bavato

The concept of novelty is central to questions of creativity, innovation, and discovery. Despite the prominence in scientific inquiry and everyday discourse, there is a chronic ambiguity over its meaning and a surprising variety of empirical measures, whic ...

Emerald Publishing Limited2022

Scale effects on efficiency and profitability in the Swiss banking sector

Andreas Fuster

This paper analyzes efficiency and profitability in the Swiss banking sector over the period 1997–2019. We find strong evidence for scale economies: for most banks in the sample, efficiency and profitability increase with bank size. Using an instrumental v ...

2022

Microscopic interplay of temperature and disorder of a one-dimensional elastic interface

Elisabeth Agoritsas

Elastic interfaces display scale-invariant geometrical fluctuations at sufficiently large lengthscales. Their asymptotic static roughness then follows a power-law behavior, whose associated exponent provides a robust signature of the universality class to ...

2022

Selective area epitaxy of GaAs: the unintuitive role of feature size and pitch

Anna Fontcuberta i Morral, Martin George Friedl, Lucas Güniat, Didem Dede, Nicholas Paul Morgan, Valerio Piazza, Akshay Balgarkashi, Elif Nur Dayi

Selective area epitaxy (SAE) provides the path for scalable fabrication of semiconductor nanostructures in a device-compatible configuration. In the current paradigm, SAE is understood as localized epitaxy, and is modelled by combining planar and self-asse ...

IOP Publishing Ltd2022

Sense of agency for intracortical brain-machine interfaces

Olaf Blanke, Andrea Serino, Nathan Quentin Faivre, Marco Solcà, Pavo Orepic, Tommaso Enrico Bertoni

Intracortical brain-machine interfaces decode motor commands from neural signals and translate them into actions, enabling movement for paralysed individuals. The subjective sense of agency associated with actions generated via intracortical brain-machine ...

NATURE PORTFOLIO2022

Interventions for Softening Can Lead to Hardening of Opinions: Evidence from a Randomized Controlled Trial

Robert West, Andreas Oliver Spitz, Ahmad Abu-Akel

Motivated by the goal of designing interventions for softening polarized opinions on the Web, and building on results from psychology, we hypothesized that people would be moved more easily towards opposing opinions when the latter were voiced by a celebri ...

ASSOC COMPUTING MACHINERY2021

Patent Quality: Towards a Systematic Framework for Analysis and Measurement

Gaétan Jean A de Rassenfosse, Kyle William Higham

The quality of novel technological innovations is extremely variable, and the ability to measure innovation quality is essential to sensible, evidence-based policy. Patents, an often vital precursor to a commercialised innovation, share this heterogeneous ...

ELSEVIER2021

Is there a difference in how people from different socio-environmental contexts perceive discomfort due to glare from daylight?

Jan Wienold, Clotilde Marie A Pierson

Exposure to daylight has much to offer and should be optimised to maximise its potential. In order to harvest its benefits, any visual discomfort from daylight should be anticipated and minimised. Hence, there is the need to predict discomfort from dayligh ...

2022

Ultrafast homomorphic encryption models enable secure outsourcing of genotype imputation

Jean-Pierre Hubaux, Juan Ramón Troncoso-Pastoriza, David Jules Froelicher, Jean-Philippe Léonard Bossuat

Genotype imputation is a fundamental step in genomic data analysis, where missing variant genotypes are predicted using the existing genotypes of nearby "tag"variants. Although researchers can outsource genotype imputation, privacy concerns may prohibit ge ...

CELL PRESS2021

Evidence of a coupled electron-phonon liquid in NbGe2

Philip Johannes Walter Moll, Matthias Carsten Putzke, Mathieu François Padlewski

Whereas electron-phonon scattering relaxes the electron's momentum in metals, a perpetual exchange of momentum between phonons and electrons may conserve total momentum and lead to a coupled electron-phonon liquid. Such a phase of matter could be a platfor ...

Nature Portfolio2021

Informational frictions in financial markets

Erik Hapnes

This thesis consists of three chapters on informational frictions in financial markets. The chapters analyze problems related to markets' ability to guide real investment, and what drives liquidity. Both problems are important to ensure efficient resource ...

EPFL2021

Evaluating objective measures of impairment to trunk strength and control for cross-country sit skiing

Benedikt Fasel

In Paralympic cross-country sit skiing, athlete classification is performed by an expert panel, so it may be affected by subjectivity. An evidence-based classification is required, in which objective measures of impairment must be identified. The purposes ...

SPRINGER LONDON LTD2021