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Zachary Feinstein
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2020 – today
- 2024
- [i4]Zhiyu Cao, Zachary Feinstein:
Large Language Model in Financial Regulatory Interpretation. CoRR abs/2405.06808 (2024) - 2023
- [j20]Hamed Amini
, Zachary Feinstein
:
Optimal network compression. Eur. J. Oper. Res. 306(3): 1439-1455 (2023) - [j19]Hamed Amini
, Maxim Bichuch
, Zachary Feinstein
:
Decentralized payment clearing using blockchain and optimal bidding. Eur. J. Oper. Res. 309(1): 409-420 (2023) - [j18]Zachary Feinstein
, Thomas R. Hurd:
Contingent Convertible Obligations and Financial Stability. SIAM J. Financial Math. 14(1): 158-187 (2023) - [c1]Zhiyu Cao
, Zihan Chen
, Prerna Mishra
, Hamed Amini
, Zachary Feinstein
:
Modeling Inverse Demand Function with Explainable Dual Neural Networks. ICAIF 2023: 108-115 - [i3]Zachary Feinstein, Marcel Kleiber, Stefan Weber:
Stochastic Cell Transmission Models of Traffic Networks. CoRR abs/2304.11654 (2023) - [i2]Zhiyu Cao, Zihan Chen, Prerna Mishra, Hamed Amini, Zachary Feinstein:
Modeling Inverse Demand Function with Explainable Dual Neural Networks. CoRR abs/2307.14322 (2023) - 2022
- [j17]Maxim Bichuch
, Zachary Feinstein
:
A repo model of fire sales with VWAP and LOB pricing mechanisms. Eur. J. Oper. Res. 296(1): 353-367 (2022) - [j16]Tathagata Banerjee, Zachary Feinstein
:
Pricing of Debt and Equity in a Financial Network with Comonotonic Endowments. Oper. Res. 70(4): 2085-2100 (2022) - [j15]Maxim Bichuch
, Zachary Feinstein
:
Endogenous Inverse Demand Functions. Oper. Res. 70(5): 2702-2714 (2022) - [j14]Zachary Feinstein
, Birgit Rudloff
, Jianfeng Zhang
:
Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums. Math. Oper. Res. 47(1): 616-642 (2022) - [j13]Zachary Feinstein
, Birgit Rudloff
:
Scalar Multivariate Risk Measures with a Single Eligible Asset. Math. Oper. Res. 47(2): 899-922 (2022) - [j12]Zachary Feinstein
:
Short Communication: Clearing Prices under Margin Calls and the Short Squeeze. SIAM J. Financial Math. 13(4): 113- (2022) - 2021
- [j11]Tathagata Banerjee, Zachary Feinstein
:
Price mediated contagion through capital ratio requirements with VWAP liquidation prices. Eur. J. Oper. Res. 295(3): 1147-1160 (2021) - [j10]Zachary Feinstein
, Andreas Søjmark:
Short Communication: Dynamic Default Contagion in Heterogeneous Interbank Systems. SIAM J. Financial Math. 12(4) (2021) - 2020
- [j9]Zachary Feinstein
:
Capital regulation under price impacts and dynamic financial contagion. Eur. J. Oper. Res. 281(2): 449-463 (2020) - [j8]Brian Clark, Zachary Feinstein
, Majeed Simaan
:
A machine learning efficient frontier. Oper. Res. Lett. 48(5): 630-634 (2020) - [i1]Hamed Amini, Zachary Feinstein:
Optimal Network Compression. CoRR abs/2008.08733 (2020)
2010 – 2019
- 2019
- [j7]Maxim Bichuch
, Zachary Feinstein
:
Optimization of Fire Sales and Borrowing in Systemic Risk. SIAM J. Financial Math. 10(1): 68-88 (2019) - [j6]Zachary Feinstein
:
Obligations with Physical Delivery in a Multilayered Financial Network. SIAM J. Financial Math. 10(4): 877-906 (2019) - 2018
- [j5]Zachary Feinstein
, Weijie Pang
, Birgit Rudloff
, Eric Schaanning
, Stephan Sturm
, Mackenzie Wildman
:
Sensitivity of the Eisenberg-Noe Clearing Vector to Individual Interbank Liabilities. SIAM J. Financial Math. 9(4): 1286-1325 (2018) - 2017
- [j4]Zachary Feinstein
, Birgit Rudloff
:
A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle. J. Glob. Optim. 68(1): 47-69 (2017) - [j3]Zachary Feinstein
:
Financial contagion and asset liquidation strategies. Oper. Res. Lett. 45(2): 109-114 (2017) - [j2]Zachary Feinstein
, Birgit Rudloff
, Stefan Weber
:
Measures of Systemic Risk. SIAM J. Financial Math. 8(1): 672-708 (2017) - 2015
- [j1]Zachary Feinstein
, Birgit Rudloff
:
Multi-portfolio time consistency for set-valued convex and coherent risk measures. Finance Stochastics 19(1): 67-107 (2015)
Coauthor Index
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last updated on 2024-06-25 21:51 CEST by the dblp team
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