Publications associées à Modeling the behavior of investors

Publications associées (30)

Challenges of COVID-19 Case Forecasting in the US, 2020-2021

During the COVID-19 pandemic, forecasting COVID-19 trends to support planning and response was a priority for scientists and decision makers alike. In the United States, COVID-19 forecasting was coordinated by a large group of universities, companies, and ...

Public Library Science2024

Towards Motion Forecasting with Real-World Perception Inputs: Are End-to-End Approaches Competitive?

Alexandre Massoud Alahi

Motion forecasting is crucial in enabling autonomous vehicles to anticipate the future trajectories of surrounding agents. To do so, it requires solving mapping, detection, tracking, and then forecasting problems, in a multi-step pipeline. In this complex ...

2024

Beyond the average consumer: Mapping the potential of demand-side management among patterns of appliance usage

Selin Yilmaz, Claudia Rebeca Binder Signer, Matteo Barsanti

To support the decarbonisation of the power sector and offset the volatility of a system with high levels of renewables, there is growing interest in residential Demand-Side Management (DSM) solutions. Traditional DSM strategies require consumers to active ...

2024

Machine Learning for Modeling Stock Returns

Teng Andrea Xu

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, ...

EPFL2024

Euclid: The search for primordial features

Yiming Li, Frédéric Courbin, Georges Meylan

Primordial features, in particular oscillatory signals, imprinted in the primordial power spectrum of density perturbations represent a clear window of opportunity for detecting new physics at high-energy scales. Future spectroscopic and photometric measur ...

Edp Sciences S A2024

Fast and Future: Towards Efficient Forecasting in Video Semantic Segmentation

Evann Pierre Guy Courdier

Deep learning has revolutionized the field of computer vision, a success largely attributable to the growing size of models, datasets, and computational power. Simultaneously, a critical pain point arises as several computer vision applications are deploye ...

EPFL2024

Predictive performance of multi-model ensemble forecasts of COVID-19 across European nations

Ntorina Thanou, Nicola Parolini, Benjamin Bejar Haro, Daniel Rodrigo Lopez, Ekaterina Krymova, Andrea Kraus, David Kraus

Background:Short-term forecasts of infectious disease burden can contribute to situational awareness and aid capacity planning. Based on best practice in other fields and recent insights in infectious disease epidemiology, one can maximise the predictive p ...

eLIFE SCIENCES PUBL LTD2023

Sampling of alternatives in migration aspiration models

Michel Bierlaire, Evangelos Paschalidis

The use of discrete choice models (DCMs) is a regular approach to investigating migration aspirations concerning destination choices. However, given the complex substitution patterns between destinations, more advanced model specifications than the multino ...

2023

Optimizing Sales Forecasting, Inventory, Pricing and Sourcing Decisions

Yara Kayyali El Alem

In this thesis we address various factors that contribute both theoretically and practically to mitigating supply demand mismatches. The thesis is composed of three chapters, where each chapter is an independent scientific paper. In the first paper, we dev ...

EPFL2023

Robust discrete choice models with t-distributed kernel errors

Michel Bierlaire

Outliers in discrete choice response data may result from misclassification and misreporting of the response variable and from choice behaviour that is inconsistent with modelling assumptions (e.g. random utility maximisation). In the presence of outliers, ...

2023

Deep Generative Models for Autonomous Driving: from Motion Forecasting to Realistic Image Synthesis

Saeed Saadatnejad

Forecasting is a capability inherent in humans when navigating. Humans routinely plan their paths, considering the potential future movements of those around them. Similarly, to achieve comparable sophistication and safety, autonomous systems must embrace ...

EPFL2023

Diverse parameters of ambulatory knee moments differ with medial knee osteoarthritis severity and are combinable into a severity index

Julien Favre, Brigitte Jolles-Haeberli

Objective: To characterize ambulatory knee moments with respect to medial knee osteoarthritis (OA) severity comprehensively and to assess the possibility of developing a severity index combining knee moment parameters. ...

FRONTIERS MEDIA SA2023

Improved extended-range prediction of persistent stratospheric perturbations using machine learning

Guillaume Romain Obozinski, Raphaël Gérard Théodore Michel Marie de Deloÿe et Fourcade de Fondeville

On average every 2 years, the stratospheric polar vortex exhibits extreme perturbations known as sudden stratospheric warmings (SSWs). The impact of these events is not limited to the stratosphere: but they can also influence the weather at the surface of ...

Copernicus Gesellschaft Mbh2023

Preserved Corticospinal Tract Revealed by Acute Perfusion Imaging Relates to Better Outcome After Thrombectomy in Stroke

Friedhelm Christoph Hummel, Philipp Johannes Koch

BACKGROUND:The indication for mechanical thrombectomy (MT) in stroke patients with large vessel occlusion has been constantly expanded over the past years. Despite remarkable treatment effects at the group level in clinical trials, many patients remain sev ...

Lippincott Williams & Wilkins2023

A Spatial Branch and Bound Algorithm for Continuous Pricing with Advanced Discrete Choice Demand Modeling

Michel Bierlaire

In this paper, we present a spatial branch and bound algorithm to tackle the continuous pricing problem, where demand is captured by an advanced discrete choice model (DCM). Advanced DCMs, like mixed logit or latent class models, are capable of modeling de ...

2023

Optimized numerical solutions of SIRDVW multiage model controlling SARS-CoV-2 vaccine roll out: An application to the Italian scenario

Alfio Quarteroni, Luca Dede', Nicola Parolini

In the context of SARS-CoV-2 pandemic, mathematical modelling has played a funda-mental role for making forecasts, simulating scenarios and evaluating the impact of pre-ventive political, social and pharmaceutical measures. Optimal control theory represent ...

KEAI PUBLISHING LTD2023

Financial Risk Management with Machine Learning

Marc-Aurèle Antoine Divernois

This thesis consists of three applications of machine learning techniques to risk management. The first chapter proposes a deep learning approach to estimate physical forward default intensities of companies. Default probabilities are computed using artifi ...

EPFL2022

Data-Driven Predictive Models: Calculational Bias in Characterization of Spent Nuclear Fuel

Ahmed Salaheldin Ahmed Shama

Characteristics of the spent nuclear fuel (SNF) are typically calculated, requiring validation a priori. The validation process relies on the difference between calculations and measurements, namely the bias. Usually, predicting the bias based on benchmark ...

EPFL2022

Are green bonds priced lower than their conventional peers?

Yue Wu

The green bond market's rapid growth has alerted issuers and investors to this sustainable area of investment. This study ascertains whether green bonds are priced lower than conventional bonds-whether a negative green bond premium exists in both Chinese a ...

ELSEVIER2022

National and subnational short-term forecasting of COVID-19 in Germany and Poland during early 2021

Ekaterina Krymova

Background During the COVID-19 pandemic there has been a strong interest in forecasts of the short-term development of epidemiological indicators to inform decision makers. In this study we evaluate probabilistic real-time predictions of confirmed cases an ...

Springernature2022