Research Day 2018
News from Management of Technology and Entrepreneurship
The contribution of immigrant inventors to Swiss innovation
Our researchers Prof. Dominique Foray and PhD Student Gabriele Cristelli together with Francesco Lissoni have written a column in Le Temps.
New Robust Identification Method for Controlled Hawkes Processes
Michael Mark and Prof. Thomas Weber’s recent research on “Robust Identification of Controlled Hawkes Processes,” published in the Physical Review E of the American Physical Society, introduces a new method to estimate controlled self-exciting point processes. This class of processes has many applications, for example, in credit collections, financial markets, advertising, social networks, and—traditionally—earthquake prediction. The main idea is to leverage the internal branching representation of the process. The convergence properties of the method are significantly better than what can be achieved with traditional maximum-likelihood estimation methods.
New SHS course: Foundations in financial economics
Starting in September, EPFL Bachelor students can discover the new SHS-MGT courses in Management & Finance. One of the course offered will tackle foundations in financial economics. Learn more about it from the teachers, professors Fahlenbrach, Hugonnier and Collin-Dufresne.