Publications des institutions partenaires

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Isotone additive latent variable models

For manifest variables with additive noise and for a given number of latent variables with an assumed distribution, we propose to nonparametrically estimate the association between latent and manifest variables. Our estimation is a two step procedure: first it employs standard factor analysis to estimate the latent variables as theoretical quantiles of the assumed distribution;...

Institution partenaire

Université de Genève

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English / 01/01/2011

Constrained Expectation-Maximization Algorithm for Stochastic Inertial Error Modeling: Study of Feasibility

Stochastic modeling is a challenging task for low-cost sensors which errors can have complex spectral structures. This makes the tuning process of the INS/GNSS Kalman filter often sensitive and diffcult. For example, first-order Gauss-Markov processes are very often used in inertial sensor models. But the estimation of their parameters is a non-trivial task if the error structure is...

Institution partenaire

Université de Genève

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English / 01/01/2011

Generalized Method of Wavelet Moments

This paper presents a new estimation method for the parameters of a model generating times series. Given some conditions on the form of the power spectral density associated to the process, it is possible to indirectly recover pa- rameter estimates from wavelet variances (WV) associated to the process. We propose an optimization criterion based on a standardized distance between the...

Institution partenaire

Université de Genève

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English / 01/01/2011

Statistical modelling of radio audience data: a parametric approach

In this thesis, we develop models to analyze zero-inflated truncated heavy-tailed dependent data to fit radio audience data in Switzerland. These models are able to explain, by means of covariates, both the probability of observing a positive outcome and the mean of the positive outcomes, which respectively correspond to the audience indicators of reach and of time spent listening....

Institution partenaire

Université de Genève

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English / 01/01/2011

Robust VIF Regression

The sophisticated and automated means of data collection used by an increasing number of institutions and companies leads to extremely large datasets. Subset selection in regression is essential when a huge number of covariates can potentially explain a response variable of interest. The recent statistical literature has seen an emergence of new selection methods that provide some...

Institution partenaire

Université de Genève

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English / 01/01/2011

Improving Modeling of MEMS-IMUs Operating in GNSS-denied Conditions

Stochastic modeling is a challenging task for lowcost inertial sensors whose errors can have complex spectral structures. This makes the tuning process of the INS/GNSS Kalman filter often sensitive and difficult. We are currently investigating two approaches for bounding the errors in the mechanization. The first is an improved modeling of stochastic errors through the superposition...

Institution partenaire

Université de Genève

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English / 01/01/2011

Le trust de common law et l'exécution forcée en Suisse

La présente thèse de doctorat étudie le trust de common law sous l'angle de l'exécution forcée suisse. Les incidences d'un trust sur les droits des créanciers sont nombreuses et les questions qui en résultent souvent délicates. L'ouvrage examine la situation des créanciers respectifs des parties au trust (settlor, trustee à titre personnel et en cette qualité,...

Institution partenaire

Université de Genève

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Français / 01/01/2011

Optimal enough?

Institution partenaire

Université de Genève

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English / 01/01/2011

Acute appendicitis: prospective evaluation of a diagnostic algorithm integrating ultrasound and low-dose CT to reduce the need of standard CT.

To evaluate an algorithm integrating ultrasound and low-dose unenhanced CT with oral contrast medium (LDCT) in the assessment of acute appendicitis, to reduce the need of conventional CT.

Institution partenaire

Université de Genève

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English / 01/01/2011

Social Network Analysis and Qualitative Comparative Analysis: Their mutual benefit for the explanation of policy network structures

By switching the level of analysis and aggregating data from the micro-level of individual cases to the macro-level, quantitative data can be analysed within a more case-based approach. This paper presents such an approach in two steps: In a first step, it discusses the combination of Social Network Analysis (SNA) and Qualitative Comparative Analysis (QCA) in a sequential mixed-...

Institution partenaire

Université de Genève

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English / 01/01/2011

A New Measure of Tariff Preference Margins Adjusted for Import and Domestic Competition

This paper provides a new theoretically-derived measure of preference margins at the product level, that takes into account competition across exporters as well as competition with domestic producers on a given market. This indicator is derived for differentiated goods under imperfect competition, in a frame-work extended from Ottaviano, Tabuchi and Thisse (2002). We compute our...

Institution partenaire

Université de Genève

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English / 01/01/2011

Global versus Local Asset Pricing: A New Test of Market Integration

Should capital cost calculations be based on a global or local market benchmark? The December 2000 redefinition of the Morgan Stanley Capital International (MSCI) global equity index was a natural experiment addressing this question. It is argued that this event triggered a portfolio shift (by index funds) large enough to affect the residual asset supplies constituting the global and...

Institution partenaire

Université de Genève

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Français / 01/01/2011

Specialized organizations and ambidextrous clusters in the open innovation paradigm

By comparing Lucent Technologies and Cisco Systems over twenty years, one illustrates that a firm that outsources exploration through an Acquisition and Development (A&D) strategy of start-ups and exploitation specialization can be more innovative and competitive than an ambidextrous organization. The success of an A&D strategy depends on the embeddedness of the firm in the...

Institution partenaire

Université de Genève

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English / 01/01/2011

A primer on weather derivatives

Institution partenaire

Université de Genève

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English / 01/01/2010

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