Lifetime investment and consumption with recursive preferences and small transaction costs

Chattez avec Graph Search

Posez n’importe quelle question sur les cours, conférences, exercices, recherches, actualités, etc. de l’EPFL ou essayez les exemples de questions ci-dessous.

AVERTISSEMENT : Le chatbot Graph n'est pas programmé pour fournir des réponses explicites ou catégoriques à vos questions. Il transforme plutôt vos questions en demandes API qui sont distribuées aux différents services informatiques officiellement administrés par l'EPFL. Son but est uniquement de collecter et de recommander des références pertinentes à des contenus que vous pouvez explorer pour vous aider à répondre à vos questions.

Spatiotemporal mode-locking in multimode fiber lasers is intriguing for the complex nonlinear dynamics and the increase of theoretical energy limit. In this paper, we enrich spatiotemporal mode-locking with dissipative soliton resonances, a kind of soliton ...

Isogeometric analysis is a powerful paradigm which exploits the high smoothness of splines for the numerical solution of high order partial differential equations. However, the tensor-product structure of standard multivariate B-spline models is not well s ...

Energy transition is blurring the boundaries between the demand and supply sides with growing participation of prosumer resources. The intensifying pace of electrification and digitalization during the past decade tends to continue, leading to potential te ...

The problem of covariance estimation for replicated surface-valued processes is examined from the functional data analysis perspective. Considerations of statistical and computational efficiency often compel the use of separability of the covariance, even ...

Energy efficiency is crucial for the sustainable operation of all industrial and urban sectors. However, practicing engineers have seldom access to open-source tools that can readily evaluate and compare scenarios in terms of energy consumption, cost, and ...

Years of globalization, outsourcing and cost cutting have increased supply chain vulnerability calling for more effective risk mitigation strategies. In our research, we analyze supply chain disruptions in a production setting. Using a bilevel optimization ...

We develop a methodology to measure the expected loss of commercial banks in a market downturn, which we call stressed expected loss (SEL). We simulate a market downturn as a negative shock on interest rate and credit market risk factors that reflect the b ...

In the class of Sobolev vector fields in R-n of bounded divergence, for which the theory of DiPerna and Lions provides a well defined notion of flow, we characterize the vector fields whose flow commutes in terms of the Lie bracket and of a regularity cond ...

Inspired by the work of Lang-Trotter on the densities of primes with fixed Frobenius traces for elliptic curves defined over Q and by the subsequent generalization of Cojocaru-Davis-Silverberg-Stange to generic abelian varieties, we study the analogous que ...

One approach to understand the chaotic dynamics of nonlinear dissipative systems is the study of non-chaotic yet dynamically unstable invariant solutions embedded in the system's chaotic attractor. The significance of zero-dimensional unstable fixed points ...

Problem. To reach international greenhouse gas (GHG) emission targets, the carbon intensity of urban resource and energy consumption must be reduced. Technological innovation alone is not sufficient: The practices that constitute urban household demand for ...

Motivated by the widespread use of large gridded data sets in the atmospheric sciences, we propose a new model for extremes of areal data that is inspired by the simultaneous autoregressive (SAR) model in classical spatial statistics. Our extreme SAR model ...

We consider the following class of fractional Schrodinger equations: (-Delta)(alpha)u + V(x)u = K(x)f(u) in R-N, where alpha is an element of (0, 1), N > 2 alpha, (-Delta)(alpha) is the fractional Laplacian, V and K are positive continuous functions which ...

We present upper and lower bounds for Steklov eigenvalues for domains in RN+1 with C-2 boundary compatible with the Weyl asymptotics. In particular, we obtain sharp upper bounds on Riesz-means and the trace of corresponding Steklov heat kernel. The key res ...

In this article, we address the numerical solution of the Dirichlet problem for the three-dimensional elliptic Monge-Ampere equation using a least-squares/relaxation approach. The relaxation algorithm allows the decoupling of the differential operators fro ...

Transportation electrification is increasing and recently more focus has been directed on heavy vehicles and especially on city buses. Battery electric buses are inherently more energy efficient than diesel buses and the efficiency can be further increased ...

The functional linear model extends the notion of linear regression to the case where the response and covariates are iid elements of an infinite-dimensional Hilbert space. The unknown to be estimated is a Hilbert-Schmidt operator, whose inverse is by defi ...

The detailed analysis of energy consumption requires a global approach to behaviour and individual action registers. This makes it possible to investigate the question between the different spheres of activity of people, from housing to habitat and from ha ...

This paper strives to assemble consumers and providers of energy in a web platform. The goal is to highlight energy consumption of each user to push them to decrease their consumption. All the work is concentrated on a main concept key: to motivate populat ...

The ability to issue debt that pays in units of the domestic good leads a country to accumulate a large and negative net foreign asset position while maintaining a positive position in equity. This debt market advantage also helps to explain the weak relat ...

Lifetime investment and consumption with recursive preferences and small transaction costs

Chattez avec Graph Search

Spatiotemporal dissipative soliton resonances in multimode fiber lasers

Adaptive isogeometric methods with C-1 (truncated) hierarchical splines on planar multi-patch domains

Electrification and digitalization effects on sectoral energy demand and consumption: A prospective study towards 2050

Random Surface Covariance Estimation by Shifted Partial Tracing

ROSMOSE: A Web-based Optimization Tool to Aid Decision-making for the Design and Operation of Industrial and Urban Energy Systems

Modeling and mitigating supply chain disruptions as a bilevel network flow problem

Predicting the stressed expected loss of large US banks

On the commutativity of flows of rough vector fields

The Lang-Trotter conjecture for products of non-CM elliptic curves

Invariant tori in dissipative hyperchaos

The challenges of studying change in carbon-intensive urban consumption practices: Exploring the dynamics of practice change and of normative considerations in knowledge production

Simultaneous autoregressive models for spatial extremes

Sign-Changing Solutions for a Class of Zero Mass Nonlocal Schrodinger Equations

Weyl-type bounds for Steklov eigenvalues

A Least-Squares/Relaxation Method for the Numerical Solution of the Three-Dimensional Elliptic Monge-Ampere Equation

Different approaches to improve energy consumption of battery electric buses

Methodology And Convergence Rates For Functional Time Series Regression

Consommations énergétiques et cadres de vie : analyses en termes de modes de vie

Think Energy Efficiency the Energy Book for Building Human Interaction

Portfolio and welfare consequences of debt market dominance