187 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- ETH ZurichCH3 papers
- Signal and Information Processing LaboratoryCH2 papers
- Centre européen de recherches en droit des familles, des assurances, des personnes et de la santéFR1 paper
- Chalmers University of TechnologySE1 paper
- Expertise Center Vocational EducationNL1 paper
- Institute for Cross-Disciplinary Physics and Complex SystemsES1 paper
- Insurance Institute for Highway SafetyUS1 paper
- Lyon 1 UniversitéFR1 paper
- Massachusetts Institute of TechnologyUS1 paper
- Michigan Department of TransportationUS1 paper
- Ministerium für Verkehr des Landes Nordrhein-WestfalenDE1 paper
- Nomor Research (Germany)DE1 paper
10 papers
RAVE Checklist: Recommendations for Overcoming Challenges in Retrospective Safety Studies of Automated Driving Systems
John M. Scanlon, Eric R. Teoh, David G. Kidd +12
The public, regulators, and domain experts alike seek to understand the effect of deployed SAE level 4 automated driving system (ADS) technologies on safety. The recent expansion o…
Basket Options with Volatility Skew: Calibrating a Local Volatility Model by Sample Rearrangement
Nicola F. Zaugg, Lech A. Grzelak
The pricing of derivatives tied to baskets of assets demands a sophisticated framework that aligns with the available market information to capture the intricate non-linear depende…
Analytic and Monte Carlo Approximations to the Distribution of the First Passage Time of the Drifted Diffusion with Stochastic Resetting and Mixed Boundary Conditions
Juan Magalang, Riccardo Turin, Javier Aguilar +3
This article introduces two techniques for computing the distribution of the absorption or first passage time of the drifted Wiener diffusion subject to Poisson resetting times, to…
Actuarial Applications of Natural Language Processing Using Transformers: Case Studies for Using Text Features in an Actuarial Context
Andreas Troxler, Jürg Schelldorfer
This tutorial demonstrates workflows to incorporate text data into actuarial classification and regression tasks. The main focus is on methods employing transformer-based models. A…
A Novel Framework for Spatio-Temporal Prediction of Environmental Data Using Deep Learning
Federico Amato, Fabian Guignard, Sylvain Robert +1
As the role played by statistical and computational sciences in climate and environmental modelling and prediction becomes more important, Machine Learning researchers are becoming…
Micromagnetic Simulations Study of Skyrmions in Magnetic FePt Nanoelements
Leonidas N. Gergidis, Vasileios D. Stavrou, Drosos Kourounis +1
The magnetization reversal in 330 nm triangular prismatic magnetic nanoelements with variable magnetocrystalline anisotropy similar to that of partially chemically ordered FePt is…
Distributed Task Encoding
Annina Bracher, Amos Lapidoth, Christoph Pfister
The rate region of the task-encoding problem for two correlated sources is characterized using a novel parametric family of dependence measures. The converse uses a new expression…
The Zero-Error Feedback Capacity of State-Dependent Channels
Annina Bracher, Amos Lapidoth
The zero-error feedback capacity of the Gelfand-Pinsker channel is established. It can be positive even if the channel's zero-error capacity is zero in the absence of feedback. Mor…
Identification via the Broadcast Channel
Annina Bracher, Amos Lapidoth
The identification (ID) capacity region of the two-receiver broadcast channel (BC) is shown to be the set of rate-pairs for which, for some distribution on the channel input, each…
The class of nonlinear stochastic models as a background for the bursty behavior in financial markets
Vygintas Gontis, Aleksejus Kononovicius, Stefan Reimann
We investigate large changes, bursts, of the continuous stochastic signals, when the exponent of multiplicativity is higher than one. Earlier we have proposed a general nonlinear s…