1 citations · 1 across the 1 of their papers we have counts for
3 papers
TILES-2018, a longitudinal physiologic and behavioral data set of hospital workers
Karel Mundnich, Brandon M. Booth, Michelle L'Hommedieu +11
We present a novel longitudinal multimodal corpus of physiological and behavioral data collected from direct clinical providers in a hospital workplace. We designed the study to in…
Sensitivity of the Eisenberg-Noe clearing vector to individual interbank liabilities
Zachary Feinstein, Weijie Pang, Birgit Rudloff +3
We quantify the sensitivity of the Eisenberg-Noe clearing vector to estimation errors in the bilateral liabilities of a financial system in a stylized setting. The interbank liabil…
A Gaussian Markov alternative to fractional Brownian motion for pricing financial derivatives
Daniel Conus, Mackenzie Wildman
Replacing Black-Scholes' driving process, Brownian motion, with fractional Brownian motion allows for incorporation of a past dependency of stock prices but faces a few major downf…