184 citations
- ETH ZurichCH3 papers
- Centre National de la Recherche ScientifiqueFR2 papers
- Lloyds Banking Group (United Kingdom)GB2 papers
- Lyon 1 UniversitéFR2 papers
- Swiss Finance InstituteCH2 papers
- Technische Hochschule UlmDE2 papers
- Conception de l'Action en SituationFR1 paper
- Czech Technical University in PragueCZ1 paper
- EM Normandie Business SchoolFR1 paper
- Emory UniversityUS1 paper
- ESPCI ParisFR1 paper
- Hainan UniversityCN1 paper
14 papers
Viable Supply Chain Network Design: Machine Learning-Derived Chance-Constrained Programming
Mohammad Rohaninejad, Behdin Vahedi-Nouri, Elham Jelodari Mamaghani +2
This paper investigates a viable two-echelon supply chain network design problem with unreliable facilities subject to disruptions. Unlike existing studies that consider supply cha…
Regime-Aware Conditional Neural Processes with Multi-Criteria Decision Support for Operational Electricity Price Forecasting
Abhinav Das, Stephan Schlüter
This work integrates Bayesian regime detection with conditional neural processes for 24-hour electricity price prediction in the German market. Our methodology integrates regime de…
Comment on 'Asset Bubbles and Overlapping Generations'
Ngoc-Sang Pham, Alexis Akira Toda
Tirole (1985) studied an overlapping generations model with capital accumulation and showed that the emergence of asset bubbles solves the capital over-accumulation problem. His Pr…
Electricity Price Prediction Using Multi-Kernel Gaussian Process Regression Combined with Kernel-Based Support Vector Regression
Abhinav Das, Stephan Schlüter, Lorenz Schneider
This paper presents a new hybrid model for predicting German electricity prices. The algorithm is based on a combination of Gaussian Process Regression (GPR) and Support Vector Reg…
Forking paths in financial economics
Guillaume Coqueret
We argue that spanning large numbers of degrees of freedom in empirical analysis allows better characterizations of effects and thus improves the trustworthiness of conclusions. Ou…
Euclidean Affine Functions and Applications to Calendar Algorithms
Cassio Neri, Lorenz Schneider
We study properties of Euclidean affine functions (EAFs), namely those of the form , and their closely related expression $\mathring{f}(r) = (α\cdot r + β)…