Large Language Model in Financial Regulatory Interpretation

Authors: Cao, Zhiyu, Feinstein, Zachary

Source: 2024 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics (CIFEr) Computational Intelligence for Financial Engineering and Economics (CIFEr), 2024 IEEE Symposium on. :1-7 Oct, 2024

Relation: 2024 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics (CIFEr)

DeFi Arbitrage in Hedged Liquidity Tokens

Authors: Bichuch, Maxim, Feinstein, Zachary

Subject Terms: Quantitative Finance - Mathematical Finance, Quantitative Finance - Pricing of Securities, Quantitative Finance - Risk Management

Access URL: http://arxiv.org/abs/2409.11339

On the Separability of Vector-Valued Risk Measures

Authors: Ararat, Çağın, Feinstein, Zachary

Subject Terms: Quantitative Finance - Risk Management, 26E25, 46A20, 46N10, 91G45, 91G70

Access URL: http://arxiv.org/abs/2407.16878

The not-so-hidden risks of 'hidden-to-maturity' accounting: on depositor runs and bank resilience

Authors: Feinstein, Zachary, Halaj, Grzegorz, Sojmark, Andreas

Subject Terms: Quantitative Finance - Risk Management, Quantitative Finance - Mathematical Finance

Access URL: http://arxiv.org/abs/2407.03285

Statistical Validation of Contagion Centrality in Financial Networks

Authors: Sadeghi, Agathe, Feinstein, Zachary

Subject Terms: Quantitative Finance - Mathematical Finance, Quantitative Finance - Risk Management, Statistics - Applications

Access URL: http://arxiv.org/abs/2404.14337

Price-mediated contagion with endogenous market liquidity

Authors: Cao, Zhiyu, Feinstein, Zachary

Subject Terms: Quantitative Finance - Risk Management, Quantitative Finance - Mathematical Finance

Access URL: http://arxiv.org/abs/2311.05977

Approximating the set of Nash equilibria for convex games

Authors: Feinstein, Zachary, Hey, Niklas, Rudloff, Birgit

Subject Terms: Mathematics - Optimization and Control, Economics - General Economics

Access URL: http://arxiv.org/abs/2310.04176

Modeling Inverse Demand Function with Explainable Dual Neural Networks

Authors: Cao, Zhiyu, Chen, Zihan, Mishra, Prerna, Amini, Hamed, Feinstein, Zachary

Subject Terms: Quantitative Finance - Computational Finance, Computer Science - Computational Engineering, Finance, and Science, Computer Science - Neural and Evolutionary Computing, J.1, I.2.6

Access URL: http://arxiv.org/abs/2307.14322

Decentralized Prediction Markets and Sports Books

Authors: Amini, Hamed, Bichuch, Maxim, Feinstein, Zachary

Subject Terms: Quantitative Finance - Mathematical Finance, Quantitative Finance - Trading and Market Microstructure

Access URL: http://arxiv.org/abs/2307.08768

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Stochastic Cell Transmission Models of Traffic Networks

Authors: Feinstein, Zachary, Kleiber, Marcel, Weber, Stefan

Subject Terms: Computer Science - Machine Learning, Electrical Engineering and Systems Science - Systems and Control, Statistics - Machine Learning

Access URL: http://arxiv.org/abs/2304.11654

Endogenous distress contagion in a dynamic interbank model: how possible future losses may spell doom today

Authors: Feinstein, Zachary, Sojmark, Andreas

Subject Terms: Quantitative Finance - Mathematical Finance, Mathematics - Probability, Quantitative Finance - General Finance, Quantitative Finance - Risk Management

Access URL: http://arxiv.org/abs/2211.15431

Axioms for Automated Market Makers: A Mathematical Framework in FinTech and Decentralized Finance

Authors: Bichuch, Maxim, Feinstein, Zachary

Subject Terms: Quantitative Finance - Mathematical Finance, Quantitative Finance - Trading and Market Microstructure

Access URL: http://arxiv.org/abs/2210.01227

Deep Learning the Efficient Frontier of Convex Vector Optimization Problems

Authors: Feinstein, Zachary, Rudloff, Birgit

Subject Terms: Mathematics - Optimization and Control, Quantitative Finance - Mathematical Finance, Quantitative Finance - Risk Management

Access URL: http://arxiv.org/abs/2205.07077

Characterizing and Computing the Set of Nash Equilibria via Vector Optimization

Authors: Feinstein, Zachary, Rudloff, Birgit

Subject Terms: Mathematics - Optimization and Control, Economics - General Economics, Quantitative Finance - Mathematical Finance

Access URL: http://arxiv.org/abs/2109.14932

Decentralized Payment Clearing using Blockchain and Optimal Bidding

Authors: Amini, Hamed, Bichuch, Maxim, Feinstein, Zachary

Subject Terms: Quantitative Finance - Risk Management, Economics - General Economics, Quantitative Finance - General Finance

Access URL: http://arxiv.org/abs/2109.00446

Contagious McKean-Vlasov systems with heterogeneous impact and exposure

Authors: Feinstein, Zachary, Sojmark, Andreas

Subject Terms: Mathematics - Probability, Quantitative Finance - Mathematical Finance, Quantitative Finance - Risk Management, 60F17, 60H10, 82C22, 91G40

Access URL: http://arxiv.org/abs/2104.06776

Set-Valued Dynamic Risk Measures for Processes and Vectors

Authors: Chen, Yanhong, Feinstein, Zachary

Subject Terms: Quantitative Finance - Risk Management, Quantitative Finance - Mathematical Finance, 26E25, 46A20, 46N10, 91B05, 91G05

Access URL: http://arxiv.org/abs/2103.00905

Clearing prices under margin calls and the short squeeze

Authors: Feinstein, Zachary

Subject Terms: Quantitative Finance - Mathematical Finance, Quantitative Finance - General Finance, Quantitative Finance - Risk Management

Access URL: http://arxiv.org/abs/2102.02176