Maissen Pascal/Felber Pascal/Kropf Peter/Schiavoni Valerio, FaaSdom: a benchmark suite for serverless computing, DEBS’20: Proceedings of the 14th ACM International Conference on Distributed and Event-based Systems, 2020, p. 73-84.
Rocha Isabelly/Morris Nathaniel/Chen Lydia/Felber Pascal/Birke Robert/Schiavoni Valerio, PipeTune: Pipeline parallelism of hyper and system parameters tuning for deep learning clusters, Middleware’20: Proceedings of the 21st International Middleware Conference, 2020, p. 89-104.
Birke Robert/Rocha Isabelly/Pérez Juan Fernando/Schiavoni Valerio/Felber Pascal/Chen Lydia, Differential approximation and sprinting for multi-priority big data engines, Middleware’19: Proceedings of the 20th International Middleware Conference, December 2019, p. 202-214.
Ghiassi Amirmasoud/Younesian Taraneh/Zhao Zilong/Birke Robert/Schiavoni Valerio/Chen Lydia, Robust (Deep) Learning Models Against Dirty Labels, Proceedings of IEEE TPS 2019, International Conference on Trust, Privacy and Security in Intelligent Systems, and Applications, Los Angeles 2019.
Bali Turan G. / Beckmeyer Heiner / Moerke Mathis / Weigert Florian, Option return predictability with machine learning and big data, 2021.
Ammann Manuel/Fischer Sebastian/Weigert Florian, Factor exposure variation and mutual fund performance, Financial Analysts Journal, 2020, p. 101-118.
Burri Marc/Kaufmann Daniel, A daily fever curve for the Swiss economy, Swiss Journal of Economics and Statistics, 2020.
Moro Arielle/Holzer Adrian, A framework to predict consumption sustainability levels of individuals, Sustainability, 2020.
Ungeheuer Michael/Ruenzi Stephan/Weigert Florian, Joint extreme events in equity returns and liquidity and their cross-sectional pricing implications, Journal of Banking and Finance, 2020.
Moro Arielle/Holzer Adrian, A framework to predict fine-grained sustainable consumption behavior levels of individuals, International Conference on Information Systems (ICIS), 2019.
Pignard-Cheynel Nathalie/Standaert Olivier/Van Dievoet Lara/Ballarini Loïc, Experimenting how Facebook’s algorithm works. Feedback on a case study with journalism students, 5th World Journalism Education Congress, Paris 2019.
Chabi-Yo Fousseni/Ruenzi Stefan/Weigert Florian, Crash sensitivity and the cross section of expected stock returns, Journal of Financial and Quantitative Analysis, 2018, p. 1059-1100.
Ruenzi Stefan/Weigert Florian, Momentum and crash sensitivity, Economics Letters, 2018, p. 77-81.
Agarwal Vikas/Ruenzi Stefan/Weigert Florian, Tail risk in hedge funds : A unique view from portfolio holdings, Journal of Financial Economics, 2017, p. 610-636.
Weigert Florian, Crash aversion and the cross-section of expected stock returns worldwide, The Review of Asset Pricing Studies, 2016, p. 135-178.