Publication

A machine learning approach to portfolio pricing and risk management for high-dimensional problems

Publications associées (31)

Scalable and Privacy-Preserving Federated Principal Component Analysis

Jean-Pierre Hubaux, Jean-Philippe Léonard Bossuat, David Jules Froelicher, Joao André Gomes de Sá e Sousa, Juan Ramón Troncoso-Pastoriza, Apostolos Pyrgelis

Principal component analysis (PCA) is an essential algorithm for dimensionality reduction in many data science domains. We address the problem of performing a federated PCA on private data distributed among multiple data providers while ensuring data confi ...

IEEE COMPUTER SOC2023

Implicit Distance Functions: Learning and Applications in Robotics

Mikhail Koptev

In this thesis, we address the complex issue of collision avoidance in the joint space of robots. Avoiding collisions with both the robot's own body parts and obstacles in the environment is a critical constraint in motion planning and is crucial for ensur ...

EPFL2023

Transfer learning application of self-supervised learning in ARPES

Gabriel Aeppli

There is a growing recognition that electronic band structure is a local property of materials and devices, and there is steep growth in capabilities to collect the relevant data. New photon sources, from small-laboratory-based lasers to free electron lase ...

IOP Publishing Ltd2023

Self-Supervised Bayesian representation learning of acoustic emissions from laser powder bed Fusion process for in-situ monitoring

Christian Leinenbach, Rafal Wróbel, Marc Leparoux, Sergey Shevchik

This study presents a self-supervised Bayesian Neural Network (BNN) framework using air-borne Acoustic Emission (AE) to identify different Laser Powder Bed Fusion (LPBF) process regimes such as Lack of Fusion, conduction mode, and keyhole without ground-tr ...

Elsevier Sci Ltd2023

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

Tobias Kippenberg, Kenichi Komagata, Alexey Tikan, Aleksandr Tusnin

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 ...

Nature Portfolio2023

Automatic Parameterization for Aerodynamic Shape Optimization via Deep Geometric Learning

Pascal Fua, Zhen Wei

We propose two deep learning models that fully automate shape parameterization for aerodynamic shape optimization. Both models are optimized to parameterize via deep geometric learning to embed human prior knowledge into learned geometric patterns, elimina ...

2023

STREAMING TENSOR TRAIN APPROXIMATION

Daniel Kressner

Tensor trains are a versatile tool to compress and work with high-dimensional data and functions. In this work we introduce the streaming tensor train approximation (STTA), a new class of algorithms for approximating a given tensor ' in the tensor train fo ...

Siam Publications2023

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

Yang Liu

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 ...

EPFL2023

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

Fabrizio Minganti

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 ...

AMER PHYSICAL SOC2023

A structured prediction approach for robot imitation learning

Aude Billard, Iason Batzianoulis, Anqing Duan

We propose a structured prediction approach for robot imitation learning from demonstrations. Among various tools for robot imitation learning, supervised learning has been observed to have a prominent role. Structured prediction is a form of supervised le ...

Sage Publications Ltd2023

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