Are green bonds priced lower than their conventional peers?

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We study the effects of takeover feasibility on asset prices and returns in a unified framework. We show theoretically that takeover protections increase equity risk, stock returns, and bond yields by removing a valuable put option to sell the firm, notabl ...

We introduce a new measure of the price charged by ﬁnancial intermediaries for con-necting mortgage borrowers with capital market investors. Based on administrativelender pricing data, we document that the price of intermediation reacts stronglyto variatio ...

The optimal pricing of goods, especially when they are new and the innovating firm is a monopolist, must proceed without precise knowledge of the demand curve. This paper provides a pricing method with a relative robustness guarantee by maximizing a perfor ...

In light of the challenges posed by climate change and the goals of the Paris Agreement, electricity generation is shifting to a more renewable and decentralized pattern, while the operation of systems like buildings is increasingly electrified. This calls ...

Herein, machine learning (ML) models using multiple linear regression (MLR), support vector regression (SVR), random forest (RF) and artificial neural network (ANN) are developed and compared to predict the output features viz. specific capacitance (Csp), ...

We propose a novel approach to evaluating the ionic Seebeck coefficient in electrolytes from relatively short equilibrium molecular dynamics simulations, based on the Green-Kubo theory of linear response and Bayesian regression analysis. By exploiting the ...

We consider the problem of learning a target function corresponding to a deep, extensive-width, non-linear neural network with random Gaussian weights. We consider the asymptotic limit where the number of samples, the input dimension and the network width ...

Traditional competitive markets do not account for negative externalities; indirect costs that some participants impose on others, such as the cost of over-appropriating a common-pool resource (which diminishes future stock, and thus harvest, for everyone) ...

We present a framework for performing regression when both covariate and response are probability distributions on a compact and convex subset of

\R^d

. Our regression model is based on the theory of optimal transport and links the conditional Fr'echet m ...

In addition to individual practices and access to water, sanitation, and hygiene (WASH) facilities, housing conditions may also be associated with the risk of diarrhea. Our study embraced a broad approach to health determinants by looking at housing depriv ...

This dataset complements the article "Frequency regulation with storage: On losses and profits" by Dirk Lauinger, François Vuille, and Daniel Kuhn, available at https://arxiv.org/abs/2306.02987. The dataset contains the following files: 1.

Correlated errors of experimental data are a common but often neglected problem in physical sciences. Various tools are provided here for thorough propagation of uncertainties in cases of correlated errors. Discussed are techniques especially applicable to ...

In this thesis we address various factors that contribute both theoretically and practically to mitigating supply demand mismatches. The thesis is composed of three chapters, where each chapter is an independent scientific paper. In the first paper, we dev ...

Background Universal access to basic sanitation remains a global challenge, particularly in low- and middle-income countries. Efforts are underway to improve access to sanitation in informal settlements, often through shared facilities. However, access to ...

People are exposed to myriad of airborne pollutants in their homes. Owing to diverse potential sources of air pollution and human activity patterns, accurate assessment of residential exposures is complex. In this study, we explored the relationship betwee ...

Additive manufacturing (AM), originally used for prototyping, is increasingly adopted for custom final part production across different industries. However, printing speed and production volume are two barriers for the adoption of AM for product customizat ...

This thesis consists of three applications of machine learning techniques to risk management. The first chapter proposes a deep learning approach to estimate physical forward default intensities of companies. Default probabilities are computed using artifi ...

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 ...

This thesis uses machine learning techniques and text data to investigate the relationships that arise between the Fed and financial markets, and their consequences for asset prices. The first chapter, entitled Market Expectations and the Impact of Unconv ...

Distribution-on-distribution regression considers the problem of formulating and es-timating a regression relationship where both covariate and response are probability distributions. The optimal transport distributional regression model postulates that th ...

Are green bonds priced lower than their conventional peers?

Chat with Graph Search

Takeover Protections and Asset Prices

The Time‐Varying Price of Financial Intermediation in the Mortgage Market

Monopoly Pricing with Unknown Demand

Quantifying the Unknown: Data-Driven Approaches and Applications in Energy Systems

Machine learning models for prediction of electrochemical properties in supercapacitor electrodes using MXene and graphene nanoplatelets

Seebeck Coefficient of Ionic Conductors from Bayesian Regression Analysis

Bayes-optimal Learning of Deep Random Networks of Extensive-width

AI-driven Prices for Externalities and Sustainability in Production Markets

Distributional Regression and Autoregression via Optimal Transport

Spatial Distributions of Diarrheal Cases in Relation to Housing Conditions in Informal Settlements: A Cross-Sectional Study in Abidjan, Côte d’Ivoire

Dataset for the article "Frequency regulation with storage: On losses and profits"

Reliable uncertainties: Error correlation, rotated error bars, and linear regressions in three-isotope plots and beyond

Optimizing Sales Forecasting, Inventory, Pricing and Sourcing Decisions

Environmental determinants of access to shared sanitation in informal settlements: a cross-sectional study in Abidjan and Nairobi

Adequacy of stationary measurements as proxies for residential personal exposure to gaseous and particle air pollutants

Utilizing additive manufacturing and mass customization under capacity constraints

Financial Risk Management with Machine Learning

Essays in Empirical Asset Pricing

Essays in Monetary Policy and Asset Pricing

Minimax rate for optimal transport regression between distributions