This thesis examines predictability and seasonality in the cross-section of stock returns. The first chapter, titled ``Infrequent Rebalancing, Return Autocorrelation, and Seasonality,'' shows that a model of infrequent rebalancing can explain specific pred ...
In this paper, we study the data exchange problem, where a set of users is interested in gaining access to a common file, but where each has only partial knowledge about it as side-information. Assuming that the file is broken into packets, the side-inform ...
Institute of Electrical and Electronics Engineers2016
We present a formalism, algorithms and tools to synthesise reactive systems that behave efficiently, i.e., which achieve an optimal trade-off between a given cost and reward model. Synthesis aims to automatically generate a program from a specification. Mo ...
Under the paradigm of caching, partial data are delivered before the actual requests of users are known. In this paper, this problem is modeled as a canonical distributed source coding problem with side information, where the side information represents th ...
Institute of Electrical and Electronics Engineers2016
Information has long been considered a commodity, something that organizations and individuals can trade for financial gain (Chandler, 1993). And, the networks via which information flowed have long had a conflictual relationship with power and control, bu ...
We compare the scientific productivity of PhD students who are hired from a fine-grained set of mutually exclusive affiliation types: a PhD supervisor's affiliation, an external affiliation from which the supervisor derives her coauthors, and an external a ...
