User profiles for Jussi Keppo
Jussi KeppoProfessor, NUS Business School Verified email at nus.edu.sg Cited by 1992 |
Managing electricity market price risk
I Vehviläinen, J Keppo - European Journal of Operational Research, 2003 - Elsevier
This paper introduces an application of financial risk management methods to the deregulated
electricity markets. A framework for the Monte Carlo performance simulation of a power …
electricity markets. A framework for the Monte Carlo performance simulation of a power …
Optimal bank capital with costly recapitalization
S Peura, J Keppo - The Journal of Business, 2006 - JSTOR
We study optimal bank capital choice as a dynamic trade‐off between the opportunity cost of
equity, the loss of franchise value following a regulatory minimum capital violation, and the …
equity, the loss of franchise value following a regulatory minimum capital violation, and the …
Project IDentif. AI: harnessing artificial intelligence to rapidly optimize combination therapy development for infectious disease intervention
…, F Parekh, R Soriano, GG Olinger, J Keppo… - Advanced …, 2020 - Wiley Online Library
In 2019/2020, the emergence of coronavirus disease 2019 (COVID‐19) resulted in rapid
increases in infection rates as well as patient mortality. Treatment options addressing COVID‐…
increases in infection rates as well as patient mortality. Treatment options addressing COVID‐…
Optimal consumption and portfolio decisions with partially observed real prices
A Bensoussan, J Keppo… - Mathematical Finance: An …, 2009 - Wiley Online Library
We consider optimal consumption and portfolio investment problems of an investor who is
interested in maximizing his utilities from consumption and terminal wealth subject to a …
interested in maximizing his utilities from consumption and terminal wealth subject to a …
Devrf: Fast deformable voxel radiance fields for dynamic scenes
Modeling dynamic scenes is important for many applications such as virtual reality and
telepresence. Despite achieving unprecedented fidelity for novel view synthesis in dynamic …
telepresence. Despite achieving unprecedented fidelity for novel view synthesis in dynamic …
Hosnerf: Dynamic human-object-scene neural radiance fields from a single video
We introduce HOSNeRF, a novel 360deg free-viewpoint rendering method that reconstructs
neural radiance fields for dynamic human-object-scene from a single monocular in-the-wild …
neural radiance fields for dynamic human-object-scene from a single monocular in-the-wild …
[BOOK][B] Risk, financing and the optimal number of suppliers
Should firms in developed economies work with more or fewer suppliers than firms in
developing economies? More generally, how does the number of suppliers for a firm depend on …
developing economies? More generally, how does the number of suppliers for a firm depend on …
STPrivacy: Spatio-temporal privacy-preserving action recognition
Existing methods of privacy-preserving action recognition (PPAR) mainly focus on frame-level
(spatial) privacy removal through 2D CNNs. Unfortunately, they have two major drawbacks…
(spatial) privacy removal through 2D CNNs. Unfortunately, they have two major drawbacks…
[PDF][PDF] Pricing of electricity swing options
J Keppo - Journal of Derivatives, 2004 - Citeseer
We consider the pricing of electricity swing options that hedge the electricity price risk and
also partly the risks in the option owner’s load pattern. The swing derivative sets boundaries …
also partly the risks in the option owner’s load pattern. The swing derivative sets boundaries …
[PDF][PDF] The behavioral SIR model, with applications to the swine flu and COVID-19 pandemics
The 1927 SIR contagion model assumes an infection passes in random pairwise meetings,
and derives a linear dynamical system. We propose and test a log-linear modification that …
and derives a linear dynamical system. We propose and test a log-linear modification that …