411 citations
- ETH ZurichCH75 papers
- University of GenevaCH40 papers
- Joint Institute for Nuclear ResearchRU23 papers
- East China University of Science and TechnologyCN12 papers
- École Polytechnique Fédérale de LausanneCH11 papers
- University of ZurichCH6 papers
- Chinese Academy of SciencesCN4 papers
- École PolytechniqueFR4 papers
- Università della Svizzera italianaCH4 papers
- Singapore-ETH CentreSG3 papers
- University of LausanneCH3 papers
- University of Southern CaliforniaUS3 papers
103 papers
Statistical Model Checking of the Island Model: An Established Economic Agent-Based Model of Endogenous Growth
Stefano Blando, Giorgio Fagiolo, Daniele Giachini +2
Agent-based models (ABMs) are increasingly used to study complex economic phenomena such as endogenous growth, but their analysis typically relies on ad-hoc Monte Carlo exercises w…
A dataset of early blockchain-registered AI agents on Ethereum
Yulin Liu
This study presents a structured dataset of blockchain-registered artificial intelligence agents under the ERC-8004 standard on Ethereum. The dataset integrates on-chain identity r…
Efficient Sampling for Realized Variance Estimation in Time-Changed Diffusion Models
Timo Dimitriadis, Roxana Halbleib, Jeannine Polivka +3
This paper analyzes the benefits of sampling intraday returns in intrinsic time for the realized variance (RV) estimator. We theoretically show in finite samples that depending on…
A contagion process with self-exciting jumps in credit risk applications
Puneet Pasricha, Dharmaraja Selvamuthu, Selvaraju Natarajan
The modeling of the probability of joint default or total number of defaults among the firms is one of the crucial problems to mitigate the credit risk since the default correlatio…
Contrastive Learning of Single-Cell Phenotypic Representations for Treatment Classification
Alexis Perakis, Ali Gorji, Samriddhi Jain +3
Learning robust representations to discriminate cell phenotypes based on microscopy images is important for drug discovery. Drug development efforts typically analyse thousands of…
Deep Conditional Transformation Models
Philipp F. M. Baumann, Torsten Hothorn, David Rügamer
Learning the cumulative distribution function (CDF) of an outcome variable conditional on a set of features remains challenging, especially in high-dimensional settings. Conditiona…