3 papers
q-fin.MF2025
Group Survival Probability under Contagion in Microlending
Héctor Jasso-Fuentes, Alejandra Quintos, Xinta Yang
In the context of micro-finance, a group of individuals undertake business projects that may interfere with one another. A contagious default happens if one person's project failur…
cs.LG2024
Robust Reinforcement Learning under Diffusion Models for Data with Jumps
Chenyang Jiang, Donggyu Kim, Alejandra Quintos +1
Reinforcement Learning (RL) has proven effective in solving complex decision-making tasks across various domains, but challenges remain in continuous-time settings, particularly wh…
q-fin.MF2020
Optimal Group Size in Microlending
Philip Protter, Alejandra Quintos
Microlending, where a bank lends to a small group of people without credit histories, began with the Grameen Bank in Bangladesh, and is widely seen as the creation of Muhammad Yunu…