Parameter Learning in General Equilibrium: The Asset Pricing Implications

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The first two chapters develop ML-based models that generate conditional SDF estimates efficiently using conditioning information sets, resulting in minimal pricing errors and superior Sharpe ratios compared to traditional conditional asset pricing models. ...

We study the global well-posedness and asymptotic behavior for a semilinear damped wave equation with Neumann boundary conditions, modeling a one-dimensional linearly elastic body interacting with a rigid substrate through an adhesive material. The key fea ...

We study the solution of the two-temperature Fokker-Planck equation and rigorously analyse its convergence towards an explicit non-equilibrium stationary measure for long time and two widely separated time scales. The exponential rates of convergence are e ...

As computational thinking (CT) becomes increasingly acknowledged as an important skill in education, self-directed learning (SDL) emerges as a key strategy for developing this capability. The advent of generative AI (GenAI) conversational agents has disrup ...

This thesis investigates the relationship between investors' demand shocks and asset prices through the use of data on portfolio holdings. In three chapters, I study the theory, estimation, and application of demand-based asset pricing models, which incorp ...

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The cavity method is one of the cornerstones of the statistical physics of disordered systems such as spin glasses and other complex systems. It is able to analytically and asymptotically exactly describe the equilibrium properties of a broad range of mode ...

The electrostatic screening properties of ionic fluids are of paramount importance in countless physical processes. Yet the screening behavior of ionic conductors out of thermal equilibrium has to date mainly been studied in the context of thermoelectric p ...

Mainstream approaches to design spatial architectural forms that are structurally relevant consist either in adapting well-known and catalogued conventional types or in searching for close-to-optimum solutions of well-defined problems. Few means exist to e ...

Using data on international equity portfolio allocations by U.S. mutual funds, we estimate a portfolio expression derived from a standard mean-variance portfolio model extended with portfolio frictions. The optimal portfolio depends on the previous month a ...

Biochemistry, ecology, and neuroscience are examples of prominent fields aiming at describing interacting systems that exhibit nontrivial couplings to complex, ever-changing environments. We have recently shown that linear interactions and a switching envi ...

In energy policy, energy efficiency constitutes a central element in reducing domestic and, specifically, industrial en-ergy use. Unfortunately, the effectiveness of energy efficiency improvements in achieving its targets is known to be limited by rebound ...

We study the spontaneous out-of-plane bending of a planar untwisted ribbon composed of nematic polymer networks activated by a change in temperature. Our theory accounts for both stretching and bending energies, which compete to establish equilibrium. We s ...

Design exploration consists in browsing the design space and through the incremental generation of diverse design candidates increases creativity and diversity. When integrated into the early stages of the structural design process, the task is expected to ...

Genome duplication, transcription, and translation are among many crucial cellular processes that need to be performed with high fidelity. However, those extremely low error rates cannot be explained with simple equilibrium thermodynamic considerations. Th ...

Cavitation bubbles, extensively investigated in fluid mechanics, present enduring challenges in hydraulic machinery, while holding considerable potential for practical applications in biomedicine and sonochemistry. Despite more than a century of research, ...

The energy Casimir method is an effective controller design approach to stabilize port-Hamiltonian systems at a desired equilibrium. However, its application relies on the availability of suitable Casimir and Lyapunov functions, whose computation are gener ...

Exploring a wide range of design options is crucial for every sound conceptual design process. In the conventional structural design workflow, optimization techniques are generally employed to generate well-performing design options. However, focusing only ...

Neural-network quantum states (NQS) have been shown to be a suitable variational ansatz to simulate out-of-equilibrium dynamics in two-dimensional systems using timedependent variational Monte Carlo (t-VMC). In particular, stable and accurate time propagat ...

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) ...

Parameter Learning in General Equilibrium: The Asset Pricing Implications

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Machine Learning Applications to Conditional Asset Pricing: Attention, CNNs, and Neural Tangent Kernels

Exponential convergence to steady-states for trajectories of a damped dynamical system modeling adhesive strings

On the Convergence to the Non-equilibrium Steady State of a Langevin Dynamics with Widely Separated Time Scales and Different Temperatures

Generative AI-Enabled Conversational Interaction to Support Self-Directed Learning Experiences in Transversal Computational Thinking

Demand-based Asset Pricing: Theory, Estimation and Applications

Asset purchases, limited asset markets participation and inequality

Backtracking Dynamical Cavity Method

Effect of a temperature gradient on the screening properties of ionic fluids

Structural topology exploration through policy-based generation of equilibrium representations

International Portfolio Choice with Frictions: Evidence from Mutual Funds

Mutual information in changing environments: Nonlinear interactions, out-of-equilibrium systems, and continuously varying diffusivities

The Rebound Effects from Industrial Energy Efficiency Improvements

Bending and Stretching in a Narrow Ribbon of Nematic Polymer Networks

Exploration of static equilibrium representations; policies and genetic algorithms

Individual and combined benefits of different nonequilibrium proofreading mechanisms

The influence of the gas on the dynamics of cavitation bubbles

Neural Energy Casimir Control for Port-Hamiltonian Systems

Computational conceptual design — typological exploration of spatial truss systems through optimization

Role of stochastic noise and generalization error in the time propagation of neural-network quantum states

AI-driven Prices for Externalities and Sustainability in Production Markets