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Essays in empirical finance

Garzoli, Matteo ; Plazzi, Alberto (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2021 ; 2021ECO007.

I use empirical methods to forecast U.S. repeat-sales house price indices, to analyze Swiss long-run default rates and to investigate the role of country and industry effects on the downside risk of stock index returns.

A simulated annealing approach to approximate Bayes computations

Albert, Carlo ; Künsch, Hans ; Scheidegger, Andreas

In: Statistics and Computing, 2015, vol. 25, no. 6, p. 1217-1232

Efficient computational strategies for doubly intractable problems with applications to Bayesian social networks

Caimo, Alberto ; Mira, Antonietta

In: Statistics and Computing, 2015, vol. 25, no. 1, p. 113-125

Statistical solutions for regressions-type models with big spatial data

Ghiringhelli, Chiara ; Mira, Antonietta (Dir.) ; Arbia, Giuseppe (Codir.)

Thèse de doctorat : Università della Svizzera italiana, 2020 ; 2020ECO011.

These last decades have witnessed an explosion of data collection and diffusion in all fields of human society. In many scientific fields researchers are becoming aware of a big data problem and of the need to manage it properly, combining the tools offered by statistics, computer, data science and informatics. This is particularly true for geo-located data, which can be collected in a...

The Dynamic Reorganization of Cortical Network Interactions during Visual Selective Attention

Pagnotta, Mattia ; Plomp, Gijs (Dir.)

Thèse de doctorat : Université de Fribourg, 2020.

Visual selective attention prioritizes the processing of behaviorally relevant over irrelevant information, to optimize the use of limited cognitive resources in the brain. These selective mechanisms preferentially route relevant neuronal representations through a network of distributed brain regions. Previous studies suggested that selective information routing in the attention network may...

The Generalized Lognormal Distribution and the Stieltjes Moment Problem

Kleiber, Christian

In: Journal of Theoretical Probability, 2014, vol. 27, no. 4, p. 1167-1177

A Monte Carlo permutation test for co-occurrence data

Kovács, Balázs

In: Quality & Quantity, 2014, vol. 48, no. 2, p. 955-960

Theory of photoinduced ultrafast switching to a spin-orbital ordered hidden phase

Li, Jiajun ; Strand, Hugo U.R. ; Werner, Philipp ; Eckstein, Martin

In: Nature Communications, 2018, vol. 9, no. 1, p. 4581

Photo-induced hidden phases are often observed in materials with intertwined orders. Understanding the formation of these non-thermal phases is challenging and requires a resolution of the cooperative interplay between different orders on the ultra-short timescale. In this work, we demonstrate that non-equilibrium photo-excitations can induce a state with spin-orbital orders entirely...

Nonthermal switching of charge order: Dynamical slowing down and optimal control

Schüler, Michael ; Murakami, Yuta ; Werner, Philipp

In: Physical Review B, 2018, vol. 97, no. 15, p. 155136

We investigate the laser-induced dynamics of electronically driven charge-density- wave (CDW) order. A comprehensive mean-field analysis of the attractive Hubbard model in the weak-coupling regime reveals ultrafast switching and ultrafast melting of the order via a nonthermal pathway. The resulting nonequilibrium phase diagram exhibits multiple distinct regimes of the order parameter dynamics...

Testing spatial autocorrelation in weighted networks: the modes permutation test

Bavaud, François

In: Journal of Geographical Systems, 2013, vol. 15, no. 3, p. 233-247