Publication

An Algorithm for Testing the Efficient Market Hypothesis

Publications associées (27)

uKharon: A Membership Service for Microsecond Applications

Rachid Guerraoui, Javier Picorel Obando, Athanasios Xygkis, Antoine Murat

Modern data center fabrics open the possibility of microsecond distributed applications, such as data stores and message queues. A challenging aspect of their development is to ensure that, besides being fast in the common case, these applications react fa ...

USENIX Association2023

C-shells: Deployable Gridshells with Curved Beams

Mark Pauly, Francis Julian Panetta, Yingying Ren, Quentin Christian Becker, Davide Pellis, Seiichi Eduardo Suzuki Erazo

We introduce a computational pipeline for simulating and designing C-shells, a new class of planar-to-spatial deployable linkage structures. A C-shell is composed of curved flexible beams connected at rotational joints that can be assembled in a stress-fre ...

2023

Enriching the Computational Toolbox for Organocatalysis

Simone Gallarati

Organocatalysis has evolved significantly over the last decades, becoming a pillar of synthetic chemistry, but traditional theoretical approaches based on quantum mechanical computations to investigate reaction mechanisms and provide rationalizations of ca ...

EPFL2023

Quality-Constrained Encoding Optimization for Omnidirectional Video Streaming

Pascal Frossard, Roberto Gerson De Albuquerque Azevedo, Chaofan He

Omnidirectional video streaming is usually implemented based on the representations of tiles, where the tiles are obtained by splitting the video frame into several rectangular areas and each tile is converted into multiple representations with different r ...

Ieee-Inst Electrical Electronics Engineers Inc2023

Bayesian reconstruction of memories stored in neural networks from their connectivity

Florent Gérard Krzakala, Lenka Zdeborová

The advent of comprehensive synaptic wiring diagrams of large neural circuits has created the field of connectomics and given rise to a number of open research questions. One such question is whether it is possible to reconstruct the information stored in ...

2023

Mortgage-backed securities

Andreas Fuster

This paper reviews the mortgage-backed securities (MBS) market, with a particular emphasis on agency residential MBS in the United States. We discuss the institutional environment, security design, MBS risks and asset pricing, and the economic effects of m ...

Edward Elgar2023

Fast correlation function calculator A high-performance pair-counting toolkit

Cheng Zhao

Context. A novel high-performance exact pair-counting toolkit called fast correlation function calculator (FCFC) is presented.Aims. With the rapid growth of modern cosmological datasets, the evaluation of correlation functions with observational and simula ...

EDP SCIENCES S A2023