293 citations · 487 across the 20 of their papers we have counts for
Showing 2019Show all
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q-fin.TR2019★ 4 cited
Systemic Risk: Fire-Walling Financial Systems Using Network-Based Approaches
V. Sasidevan, Nils Bertschinger
The latest financial crisis has painfully revealed the dangers arising from a globally interconnected financial system. Conventional approaches based on the notion of the existence…
cs.GT2019
Flow Allocation Games
Nils Bertschinger, Martin Hoefer, Daniel Schmand
We study a game-theoretic variant of the maximum circulation problem. In a flow allocation game, we are given a directed flow network. Each node is a rational agent and can strateg…
stat.ML2019★ 4 cited
Rotation Invariant Householder Parameterization for Bayesian PCA
Rajbir S. Nirwan, Nils Bertschinger
We consider probabilistic PCA and related factor models from a Bayesian perspective. These models are in general not identifiable as the likelihood has a rotational symmetry. This…