Mediaspace scheduled maintenance: Aug 25, 2026 07:00 - 12:00 AM. During this time, videos will be temporarily unavailable. Check status updates.

Concept

Anticipation rationnelle

Publications associées (22)

Breaking Blockchain Rationality with Out-of-Band Collusion

Bryan Alexander Ford, Verónica del Carmen Estrada Galiñanes, Louis-Henri Manuel Jakob Merino, Haoqian Zhang

Blockchain systems often rely on rationality assumptions for their security, expecting that nodes are motivated to maximize their profits. These systems thus design their protocols to incentivize nodes to execute the honest protocol but fail to consider ou ...

Springer International Publishing Ag2024

Survey experiments on economic expectations

Andreas Fuster

In this chapter, we discuss field experiments in surveys that are conducted with the purpose of learning about expectation formation and the link between expectations and behavior. We begin by reviewing the rationale for conducting experiments within surve ...

Academic Press2023

Gradient-based optimisation of the conditional-value-at-risk using the multi-level Monte Carlo method

Fabio Nobile, Sundar Subramaniam Ganesh

In this work, we tackle the problem of minimising the Conditional-Value-at-Risk (CVaR) of output quantities of complex differential models with random input data, using gradient-based approaches in combination with the Multi-Level Monte Carlo (MLMC) method ...

2023

Essays in Monetary Policy and Asset Pricing

Benoit Vincent Sylvain Cornet

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 ...

EPFL2022

Peer-Prediction in the Presence of Outcome Dependent Lying Incentives

Boi Faltings, Naman Goel, Aris Filos Ratsikas

We derive conditions under which a peer-consistency mechanism can be used to elicit truthful data from non-trusted rational agents when an aggregate statistic of the collected data affects the amount of their incentives to lie. Furthermore, we discuss the ...

2022

The Future of Civic Technologies for the Involvement of Citizens in Urban Planning: 3D Urban Participatory e-Planning in the Spotlight

Thibaud Nicolas Chassin

The development of sustainable urban projects is crucial to address the challenges of the growing population living in cities. Facing complex decision-making and increasing expectations from inhabitants, local institutions are gradually becoming open to co ...

EPFL2022

Two coupled chains are simpler than one: field-induced chirality in a frustrated spin ladder

Joël Mesot, Shuang Wang

Although the frustrated (zigzag) spin chain is the Drosophila of frustrated magnetism, our understanding of a pair of coupled zigzag chains (frustrated spin ladder) in a magnetic field is still lacking. We address this problem through nuclear magnetic reso ...

Nature Research2020

Job turnover, expectations, and the Phillips Curve

Charles Cosme Henri Dennery

Job turnover makes a wage Phillips Curve less forward-looking, with a smaller coefficient for inflation expectations. Workers discount future wage income with a low discount factor if there is a strong flow of job turnover; this implies that future inflati ...

2019

Die multiplen Rechenschaftspflichten von öffentlichen Unternehmen gegenüber dem Staat - Eine empirische Typologie der Entstehung und des Managements inkohärenter Erwartungen

Fabian Liechti

State-owned enterprises (SOEs) provide important services such as power supply, postal services and public transportation. In doing this, SOEs operate at the intersection of political/regulatory and economic expectations. Therefore, SOEs are commonly consi ...

EPFL2019

L'urbanisme de l'entre-deux : des pratiques de mobilité aux prises urbanistiques

Jade Rudler

The democratization of vehicles has often reduced the public space to a place of circulation. For the last fifteen years, the habits of mobility have evolved: a system centered around the automobile leaves room for compositions between different modes of d ...

EPFL2018

Asset Pricing When 'This Time Is Different'

Pierre Collin-Dufresne

Recent evidence suggests that younger people update beliefs in response to aggregate shocks more than older people. We embed this generational learning bias in an equilibrium model in which agents have recursive preferences and are uncertain about exogenou ...

Oxford Univ Press Inc2017

Expectations-driven cycles in the housing market

Luisa Lambertini

This paper explores the transmission of "news shocks" in a model of the housing market and shows that anticipated signals or beliefs of future macroeconomic developments can generate boom-bust cycles in the housing market and lead to business cycle fluctua ...

2017

Power evolution along phase-sensitive parametric amplifiers: an experimental survey

Luc Thévenaz, Camille Sophie Brès, Marcelo Alfonso Soto Hernandez, Fatemeh Alishahi, Armand Vedadi-Comte, Andrey Denisov, Thi Minh Phuong Hoang

We propose and experimentally demonstrate a method based on Brillouin optical time-domain analysis to measure the longitudinal signal power distribution along phase-sensitive fiber-optical parametric amplifiers (PS-FOPAs). Experimental results show that th ...

Optical Soc Amer2014

Observation of charmonium pairs produced exclusively in pp collisions

Jian Wang, Olivier Schneider, Zhirui Xu, Yiming Li, Yi Zhang, Lei Zhang, Aurelio Bay, Guido Haefeli, Jessica Prisciandaro, Tatsuya Nakada, Christoph Frei, Mark Tobin, Frédéric Blanc, Minh Tâm Tran, Michel De Cian, Greig Alan Cowan, Maurizio Martinelli, Donal Patrick Hill, Liang Sun, Pietro Marino, Luca Pescatore, Mirco Dorigo, Jean Wicht, Sebastiana Gianì, Liupan An, Chitsanu Khurewathanakul, Ilya Komarov, Bastien Luca Muster, Maria Vieites Diaz, Frédéric Guillaume Dupertuis, Julien Rouvinet, Pierre Jaton, Barinjaka Rakotomiaramanana, Joël Bressieux, Songmei Wu, Alessandro Mapelli

A search is performed for the central exclusive production of pairs of charmonia produced in proton-proton collisions. Using data corresponding to an integrated luminosity of 3 fb(-1) collected at centre-of-mass energies of 7 and 8 TeV, J/psi J/psi and J/p ...

Iop Publishing Ltd2014

A Robust Bayesian Truth Serum for Non-binary Signals

Boi Faltings, Goran Radanovic

Several mechanisms have been proposed for incentivizing truthful reports of a private signals owned by rational agents, among them the peer prediction method and the Bayesian truth serum. The robust Bayesian truth serum (RBTS) for small populations and bin ...

2013

Expectation-Driven Cycles in the Housing Market: Evidence from Survey Data

Luisa Lambertini

Using a vector-autoregression (VAR) model and data from the University of Michigan Survey of Consumers, we provide evidence on the importance of news and consumers' beliefs for housing-market dynamics and aggregate fluctuations. We document that innovation ...

2013

Analyzing the Emergence of Semantic Agreement among Rational Agents

Karl Aberer, Zoltán Miklós

Todays complex online applications often require the interaction of multiple services that potentially belong to different business entities. Interoperability is a core element of such an environment, yet not a straightforward one. In this paper, we argue ...

IEEE Computer Society2011

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

Expectations-Driven Cycles in the Housing Market

Luisa Lambertini

This paper analyzes housing market boom-bust cycles driven by changes in households' expectations. We explore the role of expectations on productivity and other shocks originating from the housing market, the credit market and the conduct of monetary polic ...

Center for Fiscal Policy Working Paper Series2010

L'habitant et la cohabitation dans les modèles de l'espace habité

André Ourednik

The notion of habiter (inhabiting in both a transitive and intransitive sense), developed in the course of the second half of the 20th century, made it possible to place the human individual in the center of spatial theories. Of phenomenological inspiratio ...

EPFL2010