Publications des institutions partenaires

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What is the “duration” of Swiss direct real estate?

Purpose – Computing the duration of real estate assets is a challenging task due to the particularities of the property market. This paper aims to develop an empirical model to compute the interest-rate sensitivity of direct real estate assets in the Swiss multifamily housing market.

Design/methodology/approach – An aggregated total return index is used to empirically estimate...

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English / 01/01/2010

Testing the Usability of Information Visualization Techniques in Interactive 3D Virtual Environments: a Toolkit

Augmenting 3D virtual environments (3DVEs) with additional abstract information, with different data types (such as numbers, texts, images and videos) amplifies and enhances the user's spatial cognition and understanding of geometrical objects in order to perform specific tasks which require both abstract information and a 3D scene. Many interactive information visualization...

Institution partenaire

Université de Genève

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English / 01/01/2010

Mobile user experience beyond the laboratory: Towards methodology for QoE-QoS evaluation in natural user environments

Inevitably, mobile applications and services on a growing scale assist us in our daily life situations, fulfilling our needs for leisure, entertainment, communication or information. However, user acceptance of a mobile application depends on the application's perceived quality of experience (QoE) and it also includes the criticality of the application to the user's context...

Institution partenaire

Université de Genève

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English / 01/01/2010

Disentangling Market Access Effects of Preferential Trading Arrangements with an Application for ASEAN Members under an ASEAN–EU FTA

The paper develops two synthetic measures at the HS-10 level to depict effective market access for a country receiving preferential access and applies these to the market access ASEAN members would receive following the implementation of an FTA with the EU. First, the measures show that current effective market access for ASEAN EBA members is cut in half by the preferences granted by...

Institution partenaire

Université de Genève

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English / 01/01/2010

Experience Report in Developing and Applying a Method for Self-Organisation to Agile Manufacturing

The design and implementation of distributed, self-organising and self-adaptive systems are challenging. This article details our experience gained during the development of self-organising assembly systems, which provide solutions for user-friendly agile manufacturing systems. More specifically, we describe how both a development method for self-organising systems, called MetaSelf,...

Institution partenaire

Université de Genève

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English / 01/01/2010

Towards mobile/wearable device electrosmog reduction through careful network selection : 1st Augmented Human International Conference

There is some concern regarding the effect of smart phones and other wearable devices using wireless communication and worn by the users very closely to their body. In this paper, we propose a new network switching selection model and its algorithms that minimize the non-ionizing radiation of these devices during use. We validate the model and its algorithms with a proof-of-concept...

Institution partenaire

Université de Genève

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English / 01/01/2010

emoBAN: Improving Quality of Life via Psychophysiological Mobile Computing

Our daily affective states are a key element in the analyse is of our quality of life (QoL). Yet, to date a reliable and accurate solution for an affect analysis in our daily environments does not exist. This paper draws a research path towards a development of a Body Area Network (emoBAN) that enables long-term monitoring and analysis of affective states, as well as provision of...

Institution partenaire

Université de Genève

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English / 01/01/2010

Long distance care

As mobile devices pave the way for mobile healthcare services that put long-distance patients at the helm of their own diagnoses and treatment, its important to evalue user requirements and expectations.

Institution partenaire

Université de Genève

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English / 01/01/2010

Hovering Information: A Self-Organising Infrastructure-Free Information Storage and Retrieval Service

This paper introduces the Spatial Memory concept which defines any geographical location as a memory where information can be stored and retrieval by user-applications. The Hovering Information Middleware is also introduced as a constrained implementation of the Spatial Memory concept. This middleware is based on results presented on previous works related with Hovering Information....

Institution partenaire

Université de Genève

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English / 01/01/2010

Innovations, rents and risk

We offer a rational expectations model of the dynamics of innovative industries. The fundamentalvalue of innovations is uncertain and one must learn whether they are solid or fragile. Also, when theindustry is new, it is difficult to monitor managers and make sure they exert the effort necessary toreduce default risk. This gives rise to moral hazard. In this context, initial...

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English / 01/01/2010

Banking competition, monitoring incentives and financial stability

This paper addresses the desirability of competition in banking industry. In a model where banks compete on both deposit and loan markets and where banks can use monitoring technology to control entrepreneurs' behavior, we investigate three questions: what are the effects of competition on banks' monitoring incentives? Does competition hurt banks' stability? What can...

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English / 01/01/2010

Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset

This paper introduces and analyzes an evolutionary model of a financial market with a risk-free asset. Focus is on the study of local stability of the wealth dynamics through the application of recent results on the linearization and stability of random dynamical systems (Evstigneev, Pirogov and Schenk-Hoppé, Proceedings of the American Mathematical Society 139, 1061-1072, 2011)....

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English / 01/01/2010

Money and liquidity in financial markets

We argue that there is a connection between the interbank market for liquidity and the broader financial markets, which has its basis in demand for liquidity by banks. Tightness in the interbank market for liquidity leads banks to engage in what we term “liquidity pull-back,” which involves selling financial assets either by banks directly or by levered investors. Empirical tests...

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English / 01/01/2010

Over-indebtedness and microfinance: Constructing an early warning index

This study examines a method to collect and explore data on the conditions that could lead to crises due to microfinance clients’ over-indebtedness. A simplified version of one of the main approaches to early warning systems, the “signaling approach”, is proposed to construct a composite index for predicting over-indebtedness crises in the microfinance industry. The index is built...

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English / 01/01/2010

Large risks, limited liability, and dynamic moral hazard

We study a continuous-time principal–agent model in which a risk-neutral agent withlimited liability must exert unobservable effort to reduce the likelihood of large but rel- atively infrequent losses. Firm size can be decreased at no cost or increased subject to adjustment costs. In the optimal contract, investment takes place only if a long enough period of time elapses with no...

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English / 01/01/2010

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