Publications related to Econometrics

Composite Relationship Fields with Transformers for Scene Graph Generation

Alexandre Massoud Alahi, George Adaimi, David Mizrahi

Scene graph generation (SGG) methods extract relationships between objects. While most methods focus on improving top-down approaches, which build a scene graph based on detected objects from an off-the-shelf object detector, there is a limited amount of w ...

Los Alamitos2023

Filtered data and eigenfunction estimators for statistical inference of multiscale and interacting diffusion processes

Andrea Zanoni

We study the problem of learning unknown parameters of stochastic dynamical models from data. Often, these models are high dimensional and contain several scales and complex structures. One is then interested in obtaining a reduced, coarse-grained descript ...

EPFL2022

Stimulus evoked causality estimation in stereo-EEG

Silvestro Micera, Fiorenzo Artoni

Objective. Stereo-electroencephalography (SEEG) has recently gained importance in analyzing brain functions. Its high temporal resolution and spatial specificity make it a powerful tool to investigate the strength, direction, and spectral content of brain ...

IOP PUBLISHING LTD2021

An Econometric Model of the Regulating Power Price for Interconnected Power Systems: the case of the Nord Pool Market

Mario Paolone, Fabrizio Sossan, Mokhtar Bozorg

Transmission System Operators (TSOs) deploy frequency control reserves and regulating power to maintain the load-generation balance in real-time operation of power systems. In the Nordic countries, the TSOs buy regulating power from the Nord Pool regulatin ...

IEEE2018

Semiparametric Bayesian Risk Estimation for Complex Extremes

Thomas Lugrin

Extreme events are responsible for huge material damage and are costly in terms of their human and economic impacts. They strike all facets of modern society, such as physical infrastructure and insurance companies through environmental hazards, banking an ...

EPFL2018

Analyzing time sensitivity in the Paris subway: an interval data model approach

Matthieu Marie Cochon de Lapparent

We analyze individual travel discomfort-time tradeoffs in the Paris subway using stated choice experiments. The survey design allows to set up in a willingness-to-pay space to estimate the distributions of elasticities of values of travel time to crowd den ...

Springer2016

Fast Initial Continuous Current Pulses vs Return Stroke Pulses in Tower-initiated Lightning

Mario Paolone, Marcos Rubinstein, Mohammad Azadifar, Farhad Rachidi-Haeri, Stefan Metz, Davide Pavanello

We present a study focused on pulses superimposed on the initial continuous current of upward negative discharges. The study is based on experimental data consisting of correlated lightning current waveforms recorded at the instrumented Santis Tower in Swi ...

Amer Geophysical Union2016

Inventory Leanness and the Financial Performance of the Firm

Ralf Seifert, Olov Isaksson

This paper examines the financial consequences that inventory leanness has on firm performance. We conduct an econometric analysis using 4324 publicly traded US manufacturing companies for the period 1980-2008. Using an instrumental variable fixed effects ...

2014

How do Transport Infrastructure and Policies Affect House Prices and Rents? Evidence from Athens, Greece

Dimitrios Efthymiou

The interaction between land use and transportation infrastructure is a topic that has been extensively researched and continues to be of interest as new underlying economic, infrastructure and environmental conditions emerge. In this research, the direct ...

Pergamon-Elsevier Science Ltd2013

Can Equity Volatility Explain the Global Loan Pricing Puzzle?

Pinar Uysal

This paper examines whether unobservable differences in firm volatility are responsible for the global loan pricing puzzle, which is the observation that corporate loan interest rates appear to be lower in Europe than in the United States. We analyze wheth ...

Oxford Univ Press Inc2013

Predicting Adult Fish Acute Lethality with the Zebrafish Embryo: Relevance of Test Duration, Endpoints, Compound Properties, and Exposure Concentration Analysis

Kristin Schirmer

The zebrafish embryo toxicity test has been proposed as an alternative for the acute fish toxicity test, which is required by various regulations for environmental risk assessment of chemicals. We. investigated the reliability of the embryo test by probing ...

Amer Chemical Soc2012

A supervised recalibration protocol for unbiased BCI

José del Rocio Millán Ruiz, Ricardo Andres Chavarriaga Lozano, Robert Leeb, Serafeim Perdikis, Michele Tavella

One important source of performance degradation in BCIs is bias towards one of the mental classes. Recent literature has focused on the general problem of classification accuracy drop, identifying non-stationarity as the generating factor, thus leading to ...

2011

Regulatory Uncertainty and Nonmarket Capabilities : An Investigation of the Electricity Generation Sector

Bastian Wolfgang Schwark

In 2005, the Economist Intelligence Unit conducted a survey with Chief Risk Officers worldwide across all industries and asked about the biggest threat to their businesses. Interestingly, regulatory risk ranked first. It dominated all other types of risk, ...

EPFL2011

Robust Multivariate and Nonlinear Time Series Models

Time series modeling and analysis is central to most financial and econometric data modeling. With increased globalization in trade, commerce and finance, national variables like gross domestic productivity (GDP) and unemployment rate, market variables lik ...

EPFL2010

Sampling of Alternatives for Route Choice Modeling

Michel Bierlaire, Emma Frejinger

This paper presents a new paradigm for choice set generation in the context of route choice model estimation. We assume that the choice sets contain all paths connecting each origin-destination pair. Although this is behaviorally questionable, we make this ...

2009

The effect of liberalisation on incumbent's innovation : the case of the postal sector

Cátia Alexandra Pereira Felisberto

The network industries have been undergoing a process of reform, where liberalisation is one of the main features. This thesis studies the effect of liberalisation, with and without competition, on the incumbent's incentives to innovate. A model of incumbe ...

EPFL2008

Prices and portfolio choices in financial markets: Theory, econometrics, experiments

Many tests of asset-pricing models address only the pricing predictions, but these pricing predictions rest on portfolio choice predictions that seem obviously wrong. This paper suggests a new approach to asset pricing and portfolio choices based on unobse ...

2007

Interfaces and the edge percolation map of random directed networks

Paolo De Los Rios

The traditional node percolation map of directed networks is reanalyzed in terms of edges. In the percolated phase, edges can mainly organize into five distinct giant connected components, interfaces bridging the communication of nodes in the strongly conn ...

2007