Publications associées à A simulation tool for building and lighting design considering ipRGC-influenced light responses

How Integrated are Credit and Equity Markets? Evidence from Index Options

Pierre Collin Dufresne, Jan Benjamin Junge

We study the extent to which credit index (CDX) options are priced consistent with S&P 500 (SPX) equity index options. We derive analytical expressions for CDX and SPX options within a structural credit-risk model with stochastic volatility and jumps using ...

Wiley2024

Fly-Swat or Cannon? Cost-Effective Language Model Choice via Meta-Modeling

Maxime Jean Julien Peyrard, Robert West, Marija Sakota

Generative language models (LMs) have become omnipresent across data science. For a wide variety of tasks, inputs can be phrased as natural language prompts for an LM, from whose output the solution can then be extracted. LM performance has consistently be ...

Assoc Computing Machinery2024

Investigation of room-temperature single-photon emitters in GaN-based materials and GaN/AlN quantum dots

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Over the past decade, quantum photonics platforms aiming at harnessing the fundamental properties of single particles, such as quantum superposition and quantum entanglement, have flourished. In this context, single-photon emitters capable of operating at ...

EPFL2024

Statistical physics of periodic biological processes

Lorenzo Talamanca

Earth rotation around its axis imposes a 24-hour rhythmicity to all life on the planet. Rather than passively responding to these periodic changes, nature has given us an internal timekeeper, the circadian clock, to anticipate to our advantage the fluctuat ...

EPFL2023

Uncovering personalized glucose responses and circadian rhythms from multiple wearable biosensors with Bayesian dynamical modeling

Felix Naef, Nicholas Edward Phillips

Wearable biosensors and smartphone applications can measure physiological variables over multiple days in free-living conditions. We measure food and drink ingestion, glucose dynamics, physical activity, heart rate (HR), and heart rate variability (HRV) in ...

CELL PRESS2023

Sex-dimorphic and age-dependent organization of 24-hour gene expression rhythms in humans

Felix Naef, Cédric Gobet, Lorenzo Talamanca

The circadian clock modulates human physiology. However, the organization of tissue-specific gene expression rhythms and how these depend on age and sex is not defined in humans. We combined data from the Genotype-Tissue Expression (GTEx) project with an a ...

American Association for the Advancement of Science2023

Mice with humanized livers reveal the role of hepatocyte clocks in rhythmic behavior

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The synchronization of circadian clock depends on a central pacemaker located in the suprachiasmatic nuclei. However, the potential feedback of peripheral signals on the central clock remains poorly characterized. To explore whether peripheral organ circad ...

AMER ASSOC ADVANCEMENT SCIENCE2023

The circadian clock time tunes axonal regeneration

Thomas Haynes Hutson

Nerve injuries cause permanent neurological disability due to limited axonal regeneration. Injury-dependent and-independent mechanisms have provided important insight into neuronal regeneration, however, common denominators underpinning regeneration remain ...

Cell Press2023

Discomfort glare from daylight: Influence of transmitted color and the eye's macular pigment

Sneha Jain

Designing architectural façades that allow sufficient daylight to create visually comfortable and pleasant environments is a challenging aspect of building design. It requires accounting for visual comfort and discomfort glare risks and understanding the f ...

EPFL2023

Glare analysis of an integral daylighting and lighting control strategy for offices

Stephen William Wasilewski

Complex Fenestration Systems (CFSs) can significantly impact both the visual and non-visual daylight effects on the occupants as well as the energy performance of buildings. To ensure that those impacts improve the overall situation, proper control algorit ...

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Reduced order models for coupled systems

Niccolo' Discacciati

Efficient numerical simulations of coupled multi-component systems can be particularly challenging. This is mostly due to the complexity of their solutions, as mutual interactions may cause emergent behaviors, including synchronization and instabilities. V ...

EPFL2023

Comparison of questionnaire items for discomfort glare studies in daylit spaces

Marilyne Andersen, Jan Wienold, Clotilde Marie A Pierson, Geraldine Cai Ting Quek, Sneha Jain, Caroline Karmann

When studying discomfort glare, researchers tend to rely on a single questionnaire item to obtain user evaluations. It is unclear whether the choice of questionnaire item affects the distribution of user responses and leads to inconsistencies between studi ...

2023

Closed form approximation methods for portfolio valuation and risk management

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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

Optimized office lighting advances melatonin phase and peripheral heat loss prior bedtime

Jean-Louis Scartezzini, Mirjam Münch, Lenka Maierova, Marta Benedetti

Improving indoor lighting conditions at the workplace has the potential to support proper circadian entrainment of hormonal rhythms, sleep, and well-being. We tested the effects of optimized dynamic daylight and electric lighting on circadian phase of mela ...

Nature Research2022

Preliminary evidence that daily light exposure enhances the antibody response to influenza vaccination in patients with dementia

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Enhancing lighting conditions in institutions for individuals with dementia improves their sleep, circadian rhythms and well-being. Here, we report first findings that exposure to brighter light during daytime may support the immune response to the annual ...

ELSEVIER2022

Type 2 diabetes disrupts circadian orchestration of lipid metabolism and membrane fluidity in human pancreatic islets

Howard Riezman, Jonathan Paz Montoya

Recent evidence suggests that circadian clocks ensure temporal orchestration of lipid homeostasis and play a role in pathophysiology of metabolic diseases in humans, including type 2 diabetes (T2D). Nevertheless, circadian regulation of lipid metabolism in ...

PUBLIC LIBRARY SCIENCE2022

Validation of spectral simulation tools in the context of ipRGC-influenced light responses of building occupants

Marilyne Andersen, Clotilde Marie A Pierson

With the growing awareness about ipRGC-influenced light (IIL) responses, design applications related to these responses are flourishing. To compare design options and optimize lighting conditions for building occupants, lighting simulations are typically u ...

2023

Theory and application of a data-driven approach to compressive spectrometry in the assessment of neurophotic stimulation

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Recent advances in biology and neuroscience have elucidated pathways in which visible light initiates a signaling process, via the eye, responsible for activating direct and indirect biological responses. While the full impact of unnatural light patterns o ...

EPFL2022

Illiquidity and Higher Cumulants

Semyon Malamud, Alberto Mokak Teguia

We characterize the unique equilibrium in an economy populated by strategic CARA investors who trade multiple risky assets with arbitrarily distributed payoffs. We use our explicit solution to study the joint behavior of illiquidity of option contracts. Op ...

OXFORD UNIV PRESS INC2022

Comprehensive analysis of the circadian nuclear and cytoplasmic transcriptome in mouse liver

Felix Naef, Cédric Gobet, Clémence Yumie Syloun Hurni, Benjamin Dieter Weger

In eukaryotes, RNA is synthesised in the nucleus, spliced, and exported to the cytoplasm where it is translated and finally degraded. Any of these steps could be subject to temporal regulation during the circadian cycle, resulting in daily fluctuations of ...

PUBLIC LIBRARY SCIENCE2022