Publications associées à Exploring the Nature of "Trader Intuition"

Asset life, leverage, and debt maturity matching

Capital ages and must eventually be replaced. We propose a theory of financing in which firms borrow to finance investment and deleverage as capital ages to have enough financial slack to finance replacement investments. To achieve these dynamics, firms is ...

Elsevier Science Sa2024

Excited State-Specific CASSCF Theory for the Torsion of Ethylene

State-specific complete active space self-consistent field (SS-CASSCF) theory has emerged as a promising route to accurately predict electronically excited energy surfaces away from molecular equilibria. However, its accuracy and practicality for chemical ...

Amer Chemical Soc2024

Machine Learning for Modeling Stock Returns

Teng Andrea Xu

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

The arrow-of-time in neuroimaging time series identifies causal triggers of brain function

Dimitri Nestor Alice Van De Ville, Thomas William Arthur Bolton, Enrico Amico, Maria Giulia Preti, Raphaël Pierre Liégeois

Moving from association to causal analysis of neuroimaging data is crucial to advance our understanding of brain function. The arrow-of-time (AoT), that is, the known asymmetric nature of the passage of time, is the bedrock of causal structures shaping phy ...

Wiley2023

Mortgage-backed securities

Andreas Fuster

This paper reviews the mortgage-backed securities (MBS) market, with a particular emphasis on agency residential MBS in the United States. We discuss the institutional environment, security design, MBS risks and asset pricing, and the economic effects of m ...

Edward Elgar2023

Scattering from Time-Modulated Transmission-Line Loads: Theory and Experiments in Acoustics

Romain Christophe Rémy Fleury, Matthieu Francis Malléjac

Scattering wave systems that are periodically modulated in time offer many new degrees of freedom to control waves in both the spatial and frequency domains. Such systems, albeit linear, do not conserve frequency and require the adaptation of the usual the ...

American Physical Society (APS)2023

Snap buckling of bistable beams under combined mechanical and magnetic loading

Pedro Miguel Nunes Pereira de Almeida Reis, Dong Yan, Tomohiko Sano, Arefeh Abbasi

We investigate the mechanics of bistable, hard-magnetic, elastic beams, combining experiments, finite-element modelling (FEM) and a reduced-order theory. The beam is made of a hard magneto-rheological elastomer, comprising two segments with antiparallel ma ...

ROYAL SOC2023

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

GLOBALLY plus -REGULAR VARIETIES AND THE MINIMAL MODEL PROGRAM FOR THREEFOLDS IN MIXED CHARACTERISTIC

Zsolt Patakfalvi, Joseph Allen Waldron

We establish the Minimal Model Program for arithmetic threefolds whose residue characteristics are greater than five. In doing this, we generalize the theory of global F-regularity to mixed characteristic and identify certain stable sections of adjoint lin ...

SPRINGER HEIDELBERG2023

Infrared-active phonons in one-dimensional materials and their spectroscopic signatures

Nicola Marzari, Thibault Daniel Pierre Sohier, Norma Rivano

Dimensionality provides a clear fingerprint on the dispersion of infrared-active, polar-optical phonons. For these phonons, the local dipoles parametrized by the Born effective charges drive the LO-TO splitting of bulk materials; this splitting actually br ...

Nature Portfolio2023

The irreducibility of vision: Gestalt, crowding and the fundamentals of vision

Michael Herzog

What is fundamental in vision has been discussed for millennia. For philosophical realists and the physiological approach to vision, the objects of the outer world are truly given, and failures to perceive objects properly, such as in illusions, are just s ...

2022

Roadmap on Machine learning in electronic structure

Michele Ceriotti, Andrea Grisafi, Max David Veit, Jigyasa Nigam

In recent years, we have been witnessing a paradigm shift in computational materials science. In fact, traditional methods, mostly developed in the second half of the XXth century, are being complemented, extended, and sometimes even completely replaced by ...

IOP Publishing Ltd2022

Leibniz en Créateur. Un regard matériel sur sa machine à calculer

Simon François Dumas Primbault

Between 1671 and 1716, the German mathematician Gottfried Wilhelm Leibniz attempted to design a reckoning machine. Working closely with the Parisian clockmaker Monsieur Ollivier, Leibniz eventually failed at producing a working prototype. After the redisco ...

2022

Mind blanking is a distinct mental state linked to a recurrent brain profile of globally positive connectivity during ongoing mentation

Dimitri Nestor Alice Van De Ville, Sepehr Mortaheb

Mind blanking (MB) is a waking state during which we do not report any mental con-tent. The phenomenology of MB challenges the view of a constantly thinking mind. Here, we comprehensively characterize the MB's neurobehavioral profile with the aim to deline ...

National Academy of Sciences2022

Self-Exciting Point Processes: Identification and Control

Michael Mark

This thesis addresses theoretical and practical aspects of identification and subsequent control of self-exciting point processes. The main contributions correspond to four separate scientific papers. In the first paper, we address the challenge of robust ...

EPFL2022

First-person experience cannot rescue causal structure theories from the unfolding argument

Michael Herzog, Adrien Christophe Doerig, Aaron Schurger

We recently put forward an argument, the Unfolding Argument (UA), that integrated information theory (IIT) and other causal structure theories are either already falsified or unfalsifiable, which provoked significant criticism. It seems that we and the cri ...

Elsevier2022

Studies on Types: Dormitories

Estelle Lépine, Tiago André Pratas Borges, Anja Fröhlich, Vanessa Pointet

Concepts of type and typology are not specific to architecture. Rather they represent an interdisciplinary approach to ordering knowledge and gaining insight. In the field of architecture, the study of types and typology offers a didactic perspective that ...

EPFL Press2022

Informational frictions in financial markets

Erik Hapnes

This thesis consists of three chapters on informational frictions in financial markets. The chapters analyze problems related to markets' ability to guide real investment, and what drives liquidity. Both problems are important to ensure efficient resource ...

EPFL2021

Electronic-structure methods for materials design

Nicola Marzari, Andrea Ferretti

Simulations can be used to accelerate the characterization and discovery of materials. Here we Review how electronic-structure methods such as density functional theory work, what properties they can be used to predict and how they can be used to design ma ...

NATURE RESEARCH2021

Hamiltonian truncation in Anti-de Sitter spacetime

João Miguel Augusto Penedones Fernandes, Marco Meineri, Kamran Salehi Vaziri, Matthijs Jan Hogervorst

Quantum Field Theories (QFTs) in Anti-de Sitter (AdS) spacetime are often strongly coupled when the radius of AdS is large, and few methods are available to study them. In this work, we develop a Hamiltonian truncation method to compute the energy spectrum ...

Springer Nature2021