Publications associées à An integrated airline scheduling, fleeting and pricing model for a monopolized market

Monopoly Pricing with Unknown Demand

The optimal pricing of goods, especially when they are new and the innovating firm is a monopolist, must proceed without precise knowledge of the demand curve. This paper provides a pricing method with a relative robustness guarantee by maximizing a perfor ...

2025

The Time‐Varying Price of Financial Intermediation in the Mortgage Market

Andreas Fuster

We introduce a new measure of the price charged by ﬁnancial intermediaries for con-necting mortgage borrowers with capital market investors. Based on administrativelender pricing data, we document that the price of intermediation reacts stronglyto variatio ...

2024

Energy Management of Price-Maker Community Energy Storage by Stochastic Dynamic Programming

Xue Zhang, Tianshu Yang

In this paper, we propose an analytical stochastic dynamic programming (SDP) algorithm to address the optimal management problem of price-maker community energy storage. As a price-maker, energy storage smooths price differences, thus decreasing energy arb ...

China Electric Power Research Inst2024

Цена автономии^ Университет, «украинский вопрос», (не)академическая память в долгом двадцатом веке [The Price of Autonomy: University, the "Ukrainian question," (un)academic memory In the long twentieth century]

Alexander Dmitriev

The subject of the book is the specificity of social, national-cultural and historical self-consciousness of the "educated class" of the former Russian Empire and the former Soviet Union. The phenomenon of "intelligentsia" is considered in the spirit of V ...

Peter Lang Verlag2024

Spatial Modeling for Building Design Evaluation: from Visual Landscape Quality Assessment to Devaluation Risk Estimation

Adam Robert Swietek

Zoning reform is a crucial tool for cities to adapt to contemporary challenges. However, its implementation remains challenging. Property owners, with a vested interest in the value of their neighborhoods, are sensitive to local developments and the potent ...

EPFL2024

Optimizing Sales Forecasting, Inventory, Pricing and Sourcing Decisions

Yara Kayyali El Alem

In this thesis we address various factors that contribute both theoretically and practically to mitigating supply demand mismatches. The thesis is composed of three chapters, where each chapter is an independent scientific paper. In the first paper, we dev ...

EPFL2023

Dataset for the article "Frequency regulation with storage: On losses and profits"

François Richard Vuille, Dirk Lauinger, Daniel Kuhn

This dataset complements the article "Frequency regulation with storage: On losses and profits" by Dirk Lauinger, François Vuille, and Daniel Kuhn, available at https://arxiv.org/abs/2306.02987. The dataset contains the following files: 1.

Zenodo2023

AI-driven Prices for Externalities and Sustainability in Production Markets

Boi Faltings, Panayiotis Danassis, Aris Filos Ratsikas

Traditional competitive markets do not account for negative externalities; indirect costs that some participants impose on others, such as the cost of over-appropriating a common-pool resource (which diminishes future stock, and thus harvest, for everyone) ...

Cornell University2023

A data fusion approach for ride-sourcing demand estimation: A discrete choice model with sampling and endogeneity corrections

Michel Bierlaire, Prateek Bansal

Ride-sourcing services offered by companies like Uber and Didi have grown rapidly in the last decade. Understanding the demand for these services is essential for planning and managing modern transportation systems. Existing studies develop statistical mod ...

2023

Demand-based Asset Pricing: Theory, Estimation and Applications

Philippe van der Beck

This thesis investigates the relationship between investors' demand shocks and asset prices through the use of data on portfolio holdings. In three chapters, I study the theory, estimation, and application of demand-based asset pricing models, which incorp ...

EPFL2023

Resource aware pricing for electric vehicle charging

Nils Gustav Nilsson

Electric vehicle charging facilities offer their capacity constrained electric charge and parking to users for a fee. As electric vehicle adoption grows, so too does the potential for excessive resource utilization. In this paper, we study how prices set b ...

PERGAMON-ELSEVIER SCIENCE LTD2023

Photonic radar for contactless vital sign detection

Yang Liu

Vital sign detection is used across ubiquitous scenarios in medical and health settings, and contact and wearable sensors have been widely deployed. However, they are unsuitable for patients with burn wounds or infants with insufficient areas for attachmen ...

Nature Publishing Group2023

Equilibria in Network Constrained Energy Markets

Leonardo Massai

We study an energy market composed of producers who compete to supply energy to different markets and want to maximize their profits. The energy market is modeled by a graph representing a constrained power network where nodes represent the markets and lin ...

Elsevier2023

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

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

Automated Design Appraisal: Estimating Real Estate Price Growth and Value at Risk Due to Local Development

Adam Robert Swietek

Financial criteria in architectural design evaluation are limited to cost performance. Here, I introduce a method – Automated Design Appraisal (ADA) – to predict the market price of a generated building design concept within a local urban context. Integrat ...

2023

How Words Move Hearts: Interpretable Machine Learning Models of Bias, Engagement, and Influence in Socio-Political Systems

Aswin Suresh

We study socio-political systems in representative democracies. Motivated by problems that affect the proper functioning of the system, we build computational methods to answer research questions regarding the phenomena occurring in them. For each phenomen ...

EPFL2023

Optimization and equilibrium problems with discrete choice models

Stefano Bortolomiol

Many transportation markets are characterized by oligopolistic competition. In these markets customers, suppliers and regulators make decisions that are influenced by the preferences and the decisions of all other agents. In particular, capturing and under ...

EPFL2022

Utilizing additive manufacturing and mass customization under capacity constraints

Ralf Seifert, Anna Timonina-Farkas, Rachel Agnès Laetitia Rosemonde Marie Lacroix

Additive manufacturing (AM), originally used for prototyping, is increasingly adopted for custom final part production across different industries. However, printing speed and production volume are two barriers for the adoption of AM for product customizat ...

2023

Heterogeneity in decentralized asset markets

Julien Hugonnier

We study a canonical model of decentralized exchange for a durable good or asset, where agents are assumed to have time-varying, heterogeneous utility types. Whereas the existing literature has focused on the special case of two types, we allow agents' uti ...

ECONOMETRIC SOCIETY2022