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Publications associées (28)

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An Algorithm for Testing the Efficient Market Hypothesis

The objective of this research is to examine the efficiency of EUR/USD market through the application of a trading system. The system uses a genetic algorithm based on technical analysis indicators such as Exponential Moving Average (EMA), Moving Average C ...

Public Library of Science2013

A Robust Meta-Game for Climate Negotiations

Marc Vielle, Frédéric Louis François Babonneau

This paper deals with an application of the robust equilibrium concept in game theory to the assessment of the possible international agreement on climate that could be achieved in the conference of the parties negotiations organized by the UNFCCC. It is s ...

Springer Verlag2013

DBToaster: Higher-order Delta Processing for Dynamic, Frequently Fresh Views

Christoph Koch, Milos Nikolic

Applications ranging from algorithmic trading to scientific data analysis require realtime analytics based on views over databases that change at very high rates. Such views have to be kept fresh at low maintenance cost and latencies. At the same time, the ...

2012

Demystifying Rational Financial Decision-Making : Insights from Neurofinance

Anjali Devi Vanapilli Nursimulu

Is the human brain wired for wealth? The setting is the high-velocity financial environment. Undoubtedly, the development of sophisticated derivative instruments has improved the allocation of risk across economies, highlighting the nexus between banking a ...

EPFL2011

Agile Views in a Dynamic Data Management System

Christoph Koch

This paper calls for a new breed of lightweight systems - dynamic data management systems (DDMS). In a nutshell, a DDMS manages large dynamic data structures with agile, frequently fresh views, and provides a facility for monitoring these views and trigger ...

2011

Does information drive trading in option strategies?

Rüdiger Fahlenbrach

We study trading in option strategies in the FTSE-100 index market. Trades in option strategies represent around 37% of the total number of trades and over 75% of the total trading volume in our sample. We find some evidence that order flow in volatility-s ...

Elsevier2010

Concurrency and dynamic protocol update for group communication middleware

Olivier Rütti

The last three decades have seen computers invading our society: computers are now present at work to improve productivity and at home to enlarge the scope of our hobbies and to communicate. Furthermore, computers have been involved in many critical system ...

EPFL2009

Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment

In a recent paper, Judd et al. [2003. Journal of Finance 58, 2203-2217] study asset trading in a version of the standard Lucas infinite horizon economy with heterogeneous agents. They report the surprising finding that (for generic economies in their class ...

2006