19 citations · 25 across the 4 of their papers we have counts for
5 papers
Credit Valuation Adjustment in Financial Networks
Irena Barjašić, Stefano Battiston, Vinko Zlatić
Credit Valuation Adjustment captures the difference in the value of derivative contracts when the counterparty default probability is taken into account. However, in the context of…
Causal motifs and existence of endogenous cascades in directed networks with application to company defaults
Irena Barjašić, Hrvoje Štefančić, Vedrana Pribičević +1
Motivated by the detection of cascades of defaults in economy, we developed a detection framework for an endogenous spreading based on causal motifs we define in this paper. We ass…
Bi-stability of SUDR+K model of epidemics and test kits applied to COVID-19
Vinko Zlatić, Irena Barjašić, Andrea Kadović +2
Motivated with various responses of world governments to COVID-19, here we develop a toy model of the dependence epidemics spreading on the availability of tests for disease. Our m…
Time-varying volatility in Bitcoin market and information flow at minute-level frequency
Irena Barjašić, Nino Antulov-Fantulin
In this paper, we analyze the time-series of minute price returns on the Bitcoin market through the statistical models of generalized autoregressive conditional heteroskedasticity…
On symmetry inheritance of nonminimally coupled scalar fields
Irena Barjašić, Ivica Smolić
We present the first symmetry inheritance analysis of fields nonminimally coupled to gravity. In this work we are focused on the real scalar field with nonminimal coupling of t…