Publications associées à Intérêts composés

Tiers of joy? Reserve tiering and bank behavior in a negative-rate environment

Negative interest rate regimes typically involve reserve tiering to exempt a portion of bank reserves from negative rates. We study the effects on bank behavior of a large and unanticipated change in reserve tiering by the Swiss National Bank that generate ...

2024

Closed form approximation methods for portfolio valuation and risk management

Lotfi Boudabsa

In this thesis we present three closed form approximation methods for portfolio valuation and risk management. The first chapter is titled ``Kernel methods for portfolio valuation and risk management'', and is a joint work with Damir Filipovi'c (SFI and ...

EPFL2023

Targeted capillary photothrombosis via multiphoton excitation of Rose Bengal

Paul James Marchand

Microvascular stalling, the process occurring when a capillary temporarily loses perfusion, has gained increasing interest in recent years through its demonstrated presence in various neuropathologies. Studying the impact of such stalls on the surrounding ...

2023

Exosomes, microvesicles, and other extracellular vesicles-a Keystone Symposia report

Michele De Palma, Ferdinando Pucci, Qin Zhang

Extracellular vesicles (EVs) are small, lipid-bilayer-bound particles released by cells that can contain important bioactive molecules, including lipids, RNAs, and proteins. Once released in the extracellular environment, EVs can act as messengers locally ...

WILEY2023

Chaotic microcomb inertia-free parallel ranging

Tobias Kippenberg, Anton Stroganov, Anton Lukashchuk

Ever growing pixel acquisition rates in the fields of augmented reality, autonomous driving and robotics have increased interest in solid state beam scanning without moving parts. Modern photonic integrated laser ranging advances towards passive beam steer ...

AIP Publishing2023

Folding the Energy Storage: Beyond the Limit of Areal Energy Density of Micro-Supercapacitors

Minkyung Kim

Despite the ever-growing interest in micro-supercapacitors (MSCs) as a promising power source for microelectronics, their low areal energy density has plagued practical applications. Herein, accordion foldable MSCs (af-MSCs) are presented as a cell archite ...

WILEY-V C H VERLAG GMBH2023

Use of space analog missions as an educational tool in primary schools

Volker Gass

Space exploration is a field that inspires a wide range of people, from children to university students, including the general public. With a return to the Moon planned for 2024 and the rapid expansion of the private industry, educating the next generation ...

PERGAMON-ELSEVIER SCIENCE LTD2022

Predicting the stressed expected loss of large US banks

Eric Jondeau, Amir Hossein Khalilzadeh Naghneh

We develop a methodology to measure the expected loss of commercial banks in a market downturn, which we call stressed expected loss (SEL). We simulate a market downturn as a negative shock on interest rate and credit market risk factors that reflect the b ...

ELSEVIER2022

Representing location choice within activity-based models

Michel Bierlaire, Timothy Michael Hillel, Janody Pougala, Nicolas Jean Salvadé

Since the 70s, there has been a growing interest in activity-based modelling. This approach models the need to travel as a result of performing daily activities (Bowman and Ben-Akiva, 2001). Nevertheless, the activities need to be scheduled which involves ...

2022

Connecting Hodge and Sakaguchi-Kuramoto through a mathematical framework for coupled oscillators on simplicial complexes

Alexis Arnaudon

Phase synchronizations in models of coupled oscillators such as the Kuramoto model have been widely studied with pairwise couplings on arbitrary topologies, showing many unexpected dynamical behaviors. Here, based on a recent formulation the Kuramoto model ...

NATURE PORTFOLIO2022

Analysis of barrette foundations subjected to mechanical and thermal loads

Lyesse Laloui, Alessandro Francesco Rotta Loria

In recent years, there has been increasing interest in the use of rectangular barrette foundations for the structural support and energy supply of tall buildings when circular piles become inefficient or uneconomical. In such applications, so-called energy ...

2022

A 3D indicator for guiding AI applications in the energy sector

Christophe Ballif, Alessandro Francesco Aldo Virtuani, Nicolas Würsch, Hugo James André Quest, Fabian Heymann, Laure-Emmanuelle Perret Aebi, Christian Rod, Marine Dominique Cauz

The utilisation of Artificial Intelligence (AI) applications in the energy sector is gaining momentum, with increasingly intensive search for suitable, high-quality and trustworthy solutions that displayed promising results in research. The growing interes ...

2022

Logic Resynthesis of Majority-Based Circuits by Top-Down Decomposition

Giovanni De Micheli, Heinz Riener, Siang-Yun Lee

Logic resynthesis is the problem of finding a dependency function to re-express a given Boolean function in terms of a given set of divisor functions. In this paper, we study logic resynthesis of majority-based circuits, which is motivated by the increasin ...

IEEE2021

All-Solid-State Ion-Selective Electrodes: A Tutorial for Correct Practice

Giovanni De Micheli, Sandro Carrara, Mandresy Ivan Ny Hanitra, Irene Taurino, Francesca Criscuolo

The research on ion-measuring devices has seen a rapid expansion in the last years as a consequence of the growing interest in wearable sensors for biofluids analysis and in portable devices for remote or in-line water and food quality monitoring. As a res ...

2021

Feebly-Interacting Particles:FIPs 2020 Workshop Report

Lesya Shchutska, Alexey Boyarsky, Oleg Ruchayskiy, Marco Drewes, Martin Bauer

With the establishment and maturation of the experimental programs searching for new physics with sizeable couplings at the LHC, there is an increasing interest in the broader particle and astrophysics community for exploring the physics of light and feebl ...

2021

Numerical investigation on the volute cutwater for pumps running in turbine mode

Elena Vagnoni, Alessandro Morabito

The hydropower sector has recently raised the interest in pump as turbine (PaT) that can be a valid trade-off between capital cost and performance in micro-scale installations. Nevertheless, the modest efficiency of PaTs often restricts their exploitation. ...

Pergamon-Elsevier Science Ltd2021

In vivo macromolecule signals in rat brain 1 H‐MR spectra at 9.4T: Parametrization, spline baseline estimation, and T 2 relaxation times

Lijing Xin, Cristina Ramona Cudalbu, Bernard Lanz, Veronika Rackayová, Dunja Simicic

Purpose Reliable detection and fitting of macromolecules (MM) are crucial for accurate quantification of brain short-echo time (TE) 1H-MR spectra. An experimentally acquired single MM spectrum is commonly used. Higher spectral resolution at ultra-high fiel ...

Wiley2021

The KDD 2021 Workshop on Causal Discovery (CD2021)

Negar Kiyavash, Huan Liu

As a basic and effective tool for explanation, prediction and decision making, causal relationships have been utilized in almost all disciplines. Traditionally, causal relationships are identified by making use of interventions or randomized controlled exp ...

ASSOC COMPUTING MACHINERY2021

Force Scaling Comparison of Transport Phenomena in Proton Exchange Membrane Fuel Cell Flow Channels

Mahbod Heidari

Liquid-gas two-phase flow in flow channels of proton exchange membrane (PEM) fuel cells has been investigated extensively in the literature; however, a comparison between the order of the magnitude of the forces occurring within the flow channels has not b ...

ASME2021

Nematic quantum criticality in an Fe-based superconductor revealed by strain-tuning

Joshua Alan Wolfe Straquadine

Quantum criticality may be essential to understanding a wide range of exotic electronic behavior; however, conclusive evidence of quantum critical fluctuations has been elusive in many materials of current interest. An expected characteristic feature of qu ...

American Association for the Advancement of Science2021