Publications associées à Risk and Reward Preferences under Time Pressure

Using automated design appraisal to model building-specific devaluation risk due to land-use change

Uncertainty of spillover effects – including property devaluation - from proposed land-use change elicits opposition to local development. This hinders cities’ ability to implement land-use policy aimed at housing affordability and environmental sustainabi ...

2024

Quartiers rhodaniens en transition

Sara Sonia Formery Regazzoni

Over the course of history, the relationship between cities and their waters has shown different gradients of interweaving, marked by cycles of bonding and distancing. Following a period of complete neglect of urban watercourses, the versatile, multifacete ...

EPFL2024

A lunar reconnaissance drone for cooperative exploration and high-resolution mapping of extreme locations

Erik Uythoven, Thomas Pfeiffer, Daniel Tataru, David Rodriguez Martinez

An efficient characterization of scientifically significant locations is essential prior to the return of humans to the Moon. The highest resolution imagery acquired from orbit of south-polar shadowed regions and other relevant locations remains, at best, ...

Pergamon-Elsevier Science Ltd2024

Optimal regimes for algorithm-assisted human decision-making

Mats Julius Stensrud, Aaron Leor Sarvet

We consider optimal regimes for algorithm-assisted human decision-making. Such regimes are decision functions of measured pre-treatment variables and, by leveraging natural treatment values, enjoy a superoptimality property whereby they are guaranteed to o ...

2024

Reliable data-driven decision-making through optimal transport

Bahar Taskesen

Decision-making permeates every aspect of human and societal development, from individuals' daily choices to the complex decisions made by communities and institutions. Central to effective decision-making is the discipline of optimization, which seeks th ...

EPFL2024

On the Generalization of Stochastic Gradient Descent with Momentum

Volkan Cevher, Kimon Antonakopoulos

While momentum-based accelerated variants of stochastic gradient descent (SGD) are widely used when training machine learning models, there is little theoretical understanding on the generalization error of such methods. In this work, we first show that th ...

Microtome Publishing2024

A Privacy-Preserving Querying Mechanism with High Utility for Electric Vehicles

Sayan Biswas

Electric vehicles (EVs) are becoming more popular due to environmental consciousness. The limited availability of charging stations (CSs), compared to the number of EVs on the road, has led to increased range anxiety and a higher frequency of CS queries du ...

Ieee-Inst Electrical Electronics Engineers Inc2024

Seeking the new, learning from the unexpected: Computational models of surprise and novelty in the brain

Alireza Modirshanechi

Human babies have a natural desire to interact with new toys and objects, through which they learn how the world around them works, e.g., that glass shatters when dropped, but a rubber ball does not. When their predictions are proven incorrect, such as whe ...

EPFL2024

Contextual Stochastic Bilevel Optimization

Daniel Kuhn, Yifan Hu, Andreas Krause, Jie Wang

We introduce contextual stochastic bilevel optimization (CSBO) -- a stochastic bilevel optimization framework with the lower-level problem minimizing an expectation conditioned on some contextual information and the upper-level decision variable. This fram ...

2023

Can one hear the shape of a target zone?

Max-Olivier Hongler

We develop an exchange rate target zone model with finite exit time and non-Gaussian tails. We show how the tails are a consequence of time-varying investor risk aversion, which generates mean-preserving spreads in the fundamental distribution. We solve ex ...

2023

Safety risk management in University laboratories

Anastasia Jung

Risk management has become an essential element in the functioning of modern society. Correct risk identification and assessment are undoubtedly crucial to improving overall safety; nevertheless, often, it is accompanied by the wrong selection of correctiv ...

EPFL2023

Bayes Security: A Not So Average Metric

Carmela González Troncoso, Giovanni Cherubin

Security system designers favor worst-case security metrics, such as those derived from differential privacy (DP), due to the strong guarantees they provide. On the downside, these guarantees result in a high penalty on the system's performance. In this pa ...

IEEE2023

Endogenous Energy Efficiency Improvement in Housing and Cement Sectors in Switzerland

Sergey Arzoyan

The reduction of energy consumption in the residential building stock and cement industry is a substantial component of the Swiss Energy Strategy 2050. Therefore, it is vital to identify the potential for EEI in these two sectors. In this study, a new meth ...

EPFL2023

International Portfolio Choice with Frictions: Evidence from Mutual Funds

Simon Tièche

Using data on international equity portfolio allocations by U.S. mutual funds, we estimate a portfolio expression derived from a standard mean-variance portfolio model extended with portfolio frictions. The optimal portfolio depends on the previous month a ...

OXFORD UNIV PRESS INC2023

Numerical simulation of the fate, transport and public health risks of enteric viruses in Lake Geneva

Chaojie Li

Lakes are a fundamental feature of nature with brilliance, profoundness and complexity. Various of physical, chemical and biological changes take place three dimensionally in deep lakes, regulated by complicated boundary conditions. To understand and predi ...

EPFL2023

On the Validity of Consensus

Rachid Guerraoui, Seth Gilbert, Manuel José Ribeiro Vidigueira, Jovan Komatovic, Pierre Philippe Civit

The Byzantine consensus problem involves.. processes, out of which t < n could be faulty and behave arbitrarily. Three properties characterize consensus: (1) termination, requiring correct (nonfaulty) processes to eventually reach a decision, (2) agreement ...

Assoc Computing Machinery2023

Predicting type 2 diabetes risk before and after solid organ transplantation using polygenic scores in a Danish cohort

Jacques Fellay, Christian Axel Wandall Thorball

Type 2 diabetes mellitus (T2DM) can be multifactorial where both genetics and environmental factors play a role. We aimed to investigate the use of polygenic risk scores (PRS) in the prediction of pre-transplant T2DM and post-transplant diabetes mellitus ( ...

Frontiers Media Sa2023

Essays in macro-finance and deep learning

Goutham Gopalakrishna

This thesis studies the origins and consequences of financial crises, and computational techniques to solve continuous-time economic models that explain such crises. The first chapter shows that financial recessions are typically characterised by a large ...

EPFL2023

Combining European and US risk prediction models with polygenic risk scores to refine cardiovascular prevention: the CoLaus|PsyCoLaus Study

Stéphane Fournier, Roxane De La Harpe, Jacques Fellay, Christian Axel Wandall Thorball

Lay Summary The aim of this study is to determine whether using polygenic risk scores improves the prediction of atherosclerotic cardiovascular disease risk when combined with clinical scores currently recommended by European and US guidelines on cardiovas ...

OXFORD UNIV PRESS2023

Challenging the Assumptions: Rethinking Privacy, Bias, and Security in Machine Learning

Bogdan Kulynych

Predictive models based on machine learning (ML) offer a compelling promise: bringing clarity and structure to complex natural and social environments. However, the use of ML poses substantial risks related to the privacy of their training data as well as ...

EPFL2023