Inference and Computation for Sparsely Sampled Random Surfaces

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Throughout history, the pace of knowledge and information sharing has evolved into an unthinkable speed and media. At the end of the XVII century, in Europe, the ideas that would shape the "Age of Enlightenment" were slowly being developed in coffeehouses, ...

The aim of this work is to study homogeneous stable solutions to the thin (or fractional) one -phase free boundary problem. The problem of classifying stable (or minimal) homogeneous solutions in dimensions n >= 3 is completely open. In this context, axial ...

We study the extent to which credit index (CDX) options are priced consistent with S&P 500 (SPX) equity index options. We derive analytical expressions for CDX and SPX options within a structural credit-risk model with stochastic volatility and jumps using ...

Dynamical system (DS) based motion planning offers collision-free motion, with closed-loop reactivity thanks to their analytical expression. It ensures that obstacles are not penetrated by reshaping a nominal DS through matrix modulation, which is construc ...

Glacial moulins (cylindrical meltwater drainage shafts) provide valuable insights into glacier dynamics, but are inaccessible and hazardous environments for humans to study. Exploring them using passive sensor probes has revealed their complex geometry, wh ...

In recent years, there has been a surge of interest in predicting computed activation barriers, to enable the acceleration of the automated exploration of reaction networks. Consequently, various predictive approaches have emerged, ranging from graph-based ...

Entanglement and correlation are at the basis of quantummechanicsand have been used in optics to create a framework for "ghostimaging". We propose that a similar scheme can be used in anelectron microscope to exploit the correlation of electrons with theco ...

Recently, substantial progress has been made in the understanding of microresonators frequency combs based on dissipative Kerr solitons (DKSs). However, most of the studies have focused on the single-resonator level. Coupled resonator systems can open new ...

This thesis is a study of the global well-posedness of the Cauchy problems for half-wave maps from the Minkowski space of dimension n+1 to the 2-dimensional sphere and the hyperbolic plane. The work is mainly based on the results from Krieger-Sire 17' in ...

Dimensionality provides a clear fingerprint on the dispersion of infrared-active, polar-optical phonons. For these phonons, the local dipoles parametrized by the Born effective charges drive the LO-TO splitting of bulk materials; this splitting actually br ...

Phase transitions in non-Hermitian systems are at the focus of cutting edge theoretical and experimental research. On the one hand, parity-time- (PT-) and anti-PT-symmetric physics have gained ever-growing interest, due to the existence of non-Hermitian sp ...

We study elastic ribbons subject to large, tensile pre-stress confined to a central region within the cross-section. These ribbons can buckle spontaneously to form helical shapes, featuring regions of alternating chirality (phases) that are separated by so ...

We investigate the mechanics of bistable, hard-magnetic, elastic beams, combining experiments, finite-element modelling (FEM) and a reduced-order theory. The beam is made of a hard magneto-rheological elastomer, comprising two segments with antiparallel ma ...

In this paper a three-dimensional (3D) Time Reversal MUltiple SIgnal Classification (TR-MUSIC) algorithm is proposed to localize lightning discharges. The performance of the proposed algorithm was evaluated considering different scenarios and taking into a ...

In this thesis we present three closed form approximation methods for portfolio valuation and risk management. The first chapter is titled ``Kernel methods for portfolio valuation and risk management'', and is a joint work with Damir Filipovi'c (SFI and ...

Digital brain atlases define a hierarchy of brain regions and their locations in three-dimensional space. They provide a standard coordinate system in which diverse datasets can be integrated for visualization and analysis. They also enable building of dat ...

Native reactive electrophilic species (RES) are long-recognized regulators of pathophysiology; yet, knowledge surrounding how RES regulate context-specific biology remains limited. The latest technological advances in profiling and precision decoding of RE ...

Photoinduced halide segregation hinders widespread application of three-dimensional (3D) mixed-halide perovskites. Much less is known about this phenomenon in lower-dimensional systems. Here, we study photoinduced halide segregation in lower-dimensional mi ...

This thesis focuses on non-parametric covariance estimation for random surfaces, i.e.~functional data on a two-dimensional domain. Non-parametric covariance estimation lies at the heart of functional data analysis, and considerations of statistical and com ...

This thesis consists of three applications of machine learning techniques to empirical asset pricing. In the first part, which is co-authored work with Oksana Bashchenko, we develop a new method that detects jumps nonparametrically in financial time series ...

Inference and Computation for Sparsely Sampled Random Surfaces

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Machine Learning for Modeling Stock Returns

Stable cones in the thin one-phase problem

How Integrated are Credit and Equity Markets? Evidence from Index Options

Reactive collision-free motion generation in joint space via dynamical systems and sampling-based MPC

Into the ice: Exploration and data capturing in glacial moulins by a tethered robot

Benchmarking machine-readable vectors of chemical reactions on computed activation barriers

One-Dimensional "Ghost Imaging" in Electron Microscopy of Inelastically Scattered Electrons

Nonlinear dynamics and Kerr frequency comb formation in lattices of coupled microresonators

Well-posedness Issues For the Half-Wave Maps Equation With Hyperbolic And Spherical Targets

Infrared-active phonons in one-dimensional materials and their spectroscopic signatures

Emergent non-Hermitian localization phenomena in the synthetic space of zero-dimensional bosonic systems

Twisting instabilities in elastic ribbons with inhomogeneous pre-stress: A macroscopic analog of thermodynamic phase transition

Snap buckling of bistable beams under combined mechanical and magnetic loading

Lightning Localization Using Three-Dimensional Time Reversal MUltiple SIgnal Classification (TR-MUSIC) Algorithm

Closed form approximation methods for portfolio valuation and risk management

Enhancement of brain atlases with region-specific coordinate systems: flatmaps and barrel column annotations

Structural Insights into Electrophiles and Electrophilic Metabolites Sensing and Signaling: The Missing Information

Light-Induced Halide Segregation in 2D and Quasi-2D Mixed-Halide Perovskites

Covariance Estimation for Random Surfaces beyond Separability

Essays in Empirical Asset Pricing