Publications associées à Relative Extinction of Heterogeneous Agents

Machine Learning for Modeling Stock Returns

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

A landmark environmental law looks ahead

Devis Tuia

In late December 1973, the United States enacted what some would come to call “the pitbull of environmental laws.” In the 50 years since, the formidable regulatory teeth of the Endangered Species Act (ESA) have been credited with considerable successes, ob ...

American Association for the Advancement of Science2023

Skew-Brownian motion and pricing European exchange options br

Puneet Pasricha

This article derives a closed-form pricing formula for European exchange options under a non-Gaussianframework for the underlying assets, intending to resolve mispricing associated with a geometric Brownianmotion. The dynamics of each of the two correlated ...

ELSEVIER SCIENCE INC2022

Covariance Estimation for Random Surfaces beyond Separability

Tomas Masák

This thesis focuses on non-parametric covariance estimation for random surfaces, i.e.~functional data on a two-dimensional domain. Non-parametric covariance estimation lies at the heart of functional data analysis, and considerations of statistical and com ...

EPFL2022

Essays in Empirical Asset Pricing

Alexis Arilès Marchal

This thesis consists of three applications of machine learning techniques to empirical asset pricing. In the first part, which is co-authored work with Oksana Bashchenko, we develop a new method that detects jumps nonparametrically in financial time series ...

EPFL2022

A birth-death-migration model for life in astrophysical environments

Claudio Grimaldi

To assess the number of life-bearing worlds in astrophysical environments, it is necessary to take the intertwined processes of abiogenesis (birth), extinction (death), and transfer of life (migration) into account. We construct a mathematical model that i ...

OXFORD UNIV PRESS2021

Low-Rank Tensor Approximation for Chebyshev Interpolation in Parametric Option Pricing

Daniel Kressner, Francesco Statti, Kathrin Beatrice Glau

Treating high dimensionality is one of the main challenges in the development of computational methods for solving problems arising in finance, where tasks such as pricing, calibration, and risk assessment need to be performed accurately and in real-time. ...

2020

Species conservation in the face of global environmental changes: surface-based modelling of geo-environmental data to identify vulnerable populations

Estelle Rochat

Human activities are resulting in many land-use changes, particularly due to urbanisation and intensification of agricultural practices. Because of these changes, in addition to climate change, many species are facing habitat degradation. In order to avoid ...

EPFL2020

Beyond the patch: on landscape-explicit metapopulation dynamics

Jonathan Giezendanner

Climate change threatens biodiversity and species distribution all over the world at unprecedented rates. Human induced changes to landscape structure and habitat are redefining the relation between species and their environment. Understanding, characteriz ...

EPFL2020

A pathwise approach to the extinction of branching processes with countably many types

Sophie Myriam Hautphenne

We consider the extinction events of Galton-Watson processes with countably infinitely many types. In particular, we construct truncated and augmented Galton-Watson processes with finite but increasing sets of types. A pathwise approach is then used to sho ...

ELSEVIER SCIENCE BV2019

Numerical methods for option pricing: polynomial approximation and high dimensionality

Francesco Statti

Options are some of the most traded financial instruments and computing their price is a central task in financial mathematics and in practice. Consequently, the development of numerical algorithms for pricing options is an active field of research. In gen ...

EPFL2019

Essays in Financial Economics

Julien Arsène Blatt

I started my PhD studies in August 2014 with a strong desire to push my own limits without knowing precisely the areas I wanted to cover in detail. To me, it was clear that I was interested by many different fields, however, I was particularly concerned wi ...

EPFL2019

On the probabilistic nature of the species-area relation

Andrea Rinaldo, Jonathan Giezendanner, Amos Maritan, Andrea Giometto, Silvia Zaoli

The Species-Area Relation (SAR), which describes the increase in the number of species S with increasing area A, is under intense scrutiny in contemporary ecology, in particular to probe its reliability in predicting the number of species going extinct as ...

2019

A New Look at Civic Design: Park Systems in America

Matthew Skjonsberg

A New Look at Civic Design reflects on the nature of the various crises facing the very idea of democracy today, explicitly in relation to climate change - namely mass extinctions, water scarcity and overabundance, and in general widespread and increasing ...

EPFL2018

Two sides of the same coin: A population genetics perspective on lethal mutagenesis and mutational meltdown

Jeffrey David Jensen, Claudia Bank, Nicky Louise Ormond, Sebastian Matuszewski

The extinction of RNA virus populations upon application of a mutagenic drug is frequently referred to as evidence for the existence of an error threshold, above which the population cannot sustain the mutational load. To explain the extinction process aft ...

Oxford Univ Press2017

Smart Products for Sharing

Thomas Alois Weber

Sharing markets create mutual insurance for consumers who are unsure about their future needs for goods, thus rendering products more valuable both before and after the purchase. By embedding intelligence in their products, enabling them to sense, monitor, ...

2017

Emergence in extinction of enhanced and persistent responding to ambiguous aversive cues is associated with high MAOA activity in the prelimbic cortex

Maria del Carmen Sandi Perez, Guillaume Poirier

There is a great deal of individual variability in the emotional outcomes of potentially traumatic events, and the underlying mechanisms are only beginning to be understood. In order to further our understanding of individual trajectories to trauma, its vu ...

2016

Inferring species interactions in ecological communities: a comparison of methods at different levels of complexity

Andrea Rinaldo, Francesco Carrara, Andrea Giometto, Florian Altermatt

Natural communities commonly contain many different species and functional groups, and multiple types of species interactions act simultaneously, such as competition, predation, commensalism or mutualism. However, experimental and theoretical investigat ...

Wiley-Blackwell2015

Collaborative Housing and the Intermediation of Moral Hazard

Thomas Alois Weber

This paper considers intermediation in a differentiated short-term housing market where heterogeneous agents may stay at a hotel or at one of several private hosts' properties, below or above hotel quality. The collaborative-housing market fails when agent ...

Ieee2014

Financial Markets Equilibrium with Heterogeneous Agents

Semyon Malamud

This paper presents an equilibrium model in a pure exchange economy when investors have three possible sources of heterogeneity. Investors may differ in their beliefs, in their level of risk aversion, and in their time preference rate. The authors study th ...

Oxford University Press2012