Publication

Co-Movements of Index Options and Futures Quotes

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A simulation tool for building and lighting design considering ipRGC-influenced light responses

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The ipRGCs in the human eye mediate several effects on people, such as alertness and circadian rhythms. The spectral, temporal and spatial characteristics of light influence the magnitude of these effects. To facilitate the anticipation of the ipRGC-influe ...

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In this work we compare two different options to perform on-line subjective quality assessment experiments in the context of the Call for Evidence on JPEG Pleno Point Cloud Coding. A deep-learning based point cloud codec submitted to the Call was tested ag ...

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About 50% of all hydropower plants (HPPs) worldwide were originally commissioned more than 40 years ago, so that the advanced age of the fleet is a major concern across all continents, and especially in Europe. The modernization of HPPs can generate severa ...

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In the past two decades, wind energy has been under fast development worldwide. The dramatic increase of wind power penetration in electricity production has posed a big challenge to grid integration due to the high uncertainty of wind power. Accurate real ...

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Interventions for Softening Can Lead to Hardening of Opinions: Evidence from a Randomized Controlled Trial

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Motivated by the goal of designing interventions for softening polarized opinions on the Web, and building on results from psychology, we hypothesized that people would be moved more easily towards opposing opinions when the latter were voiced by a celebri ...

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Is there a difference in how people from different socio-environmental contexts perceive discomfort due to glare from daylight?

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Exposure to daylight has much to offer and should be optimised to maximise its potential. In order to harvest its benefits, any visual discomfort from daylight should be anticipated and minimised. Hence, there is the need to predict discomfort from dayligh ...

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Ultrafast homomorphic encryption models enable secure outsourcing of genotype imputation

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Genotype imputation is a fundamental step in genomic data analysis, where missing variant genotypes are predicted using the existing genotypes of nearby "tag"variants. Although researchers can outsource genotype imputation, privacy concerns may prohibit ge ...

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Informed Trading in the Stock Market and Option Price Discovery

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When activist shareholders file Schedule 13D filings, the average excess return on target stocks is 6% and stock price volatility drops by about 10%. Prior to filing days, volatility (price) information is reflected in option (stock) prices. Using a compre ...

2021