Turbulent structure of a simplified urban fluid flow studied through stereoscopic particle image velocimetry
Stereoscopic particle image velocimetry was used to provide a three-dimensional
characterization of the flow around a simplified urban model defined by a 5 by 7 array of blocks, …
characterization of the flow around a simplified urban model defined by a 5 by 7 array of blocks, …
ESG investments: filtering versus machine learning approaches
…, C Geissler, C De Franco, B Monnier - Applied Economics and …, 2021 - ideas.repec.org
We designed a machine learning algorithm that identifies patterns between ESG profiles
and financial performances for companies in a large investment universe. The algorithm …
and financial performances for companies in a large investment universe. The algorithm …
Esg investments: Filtering versus machine learning approaches
…, C Geissler, V Margot, B Monnier - arXiv preprint arXiv …, 2020 - arxiv.org
We designed a machine learning algorithm that identifies patterns between ESG profiles
and financial performances for companies in a large investment universe. The algorithm …
and financial performances for companies in a large investment universe. The algorithm …
Stereoscopic particle image velocimetry measurements in an urban-type boundary layer: Insight into flow regimes and incidence angle effect
B Monnier, B Neiswander, C Wark - Boundary-layer meteorology, 2010 - Springer
An experimental investigation of the three-dimensional flow through an urban-type array (four
rows of three cuboid Plexiglas blocks) in a laboratory modelled neutrally stratified …
rows of three cuboid Plexiglas blocks) in a laboratory modelled neutrally stratified …
Separated flow response to single pulse actuation
T Albrecht, T Weier, G Gerbeth, B Monnier, DR Williams - AIAA Journal, 2015 - arc.aiaa.org
The response of a separated flow over a two-dimensional wing to short-duration disturbances
from a Lorentz force leading-edge actuator is presented. At a chord Reynolds number of R …
from a Lorentz force leading-edge actuator is presented. At a chord Reynolds number of R …
Interest rate exposure of volatility portfolios
C De Franco, B Monnier, K Rulik - The Journal of Index …, 2017 - search.proquest.com
The authors assess the exposure of stock portfolios sorted by total volatility to interest rate
risk and determine whether this nonequity risk can explain differences in risk and risk-adjusted …
risk and determine whether this nonequity risk can explain differences in risk and risk-adjusted …
The robustness of the volatility factor: Linear versus nonlinear factor model
…, M Guidolin, B Monnier - The Journal of Index …, 2017 - search.proquest.com
This article investigates the trade-off between an extension of the standard three-factor model
including a new volatility factor compared to a parsimonious Markov switching model in …
including a new volatility factor compared to a parsimonious Markov switching model in …
Comparison of a separated flow response to localized and global-type disturbances
B Monnier, DR Williams, T Weier, T Albrecht - Experiments in Fluids, 2016 - Springer
The flow structure and lift response of a separated flow over an airfoil that is subjected to an
impulsive type of pitching motion are compared to the response produced by a localized …
impulsive type of pitching motion are compared to the response produced by a localized …
Investigation of the wake vortex pattern of rigid and flexible airfoils undergoing harmonic pitch oscillation
B Monnier, A Naguib, M Koochesfahani - 51st AIAA Aerospace …, 2013 - arc.aiaa.org
I. Introduction icro air vehicles (MAVs), in low count or swarms, will likely become indispensible
in the future in addressing a wide range of existing applications such as search and …
in the future in addressing a wide range of existing applications such as search and …
How Different Are Alternative Beta Strategies?
C De Franco, B Monnier, J Nicolle… - The Journal of Index …, 2016 - search.proquest.com
In this article, the authors use a quantitative approach to compare different alternative beta
strategies, based on statistical relationships among their returns. Using correlations, principal …
strategies, based on statistical relationships among their returns. Using correlations, principal …