5 citations · 6 across the 6 of their papers we have counts for
7 papers
A Temporal Multiplex Graph Neural Network for Systemic Risk Transmission in Global Banking
Nneka Umeorah, Tolulope Fadina
This paper develops a unified framework for assessing systemic risk and identifying contagion channels in the global banking system using a Temporal Heterogeneous Multiplex Graph N…
When fairness metrics fail: A utility-based perspective on -fairness
Tolulope Fadina, Thorsten Schmidt
Fairness in decision-making processes is often quantified using probabilistic metrics. However, these metrics need not reflect the consequences of decisions for the affected indivi…
A Framework for Measures of Risk under Uncertainty
Tolulope Fadina, Yang Liu, Ruodu Wang
A risk analyst assesses potential financial losses based on multiple sources of information. Often, the assessment does not only depend on the specification of the loss random vari…
Parametric measures of variability induced by risk measures
Fabio Bellini, Tolulope Fadina, Ruodu Wang +1
We present a general framework for a comparative theory of variability measures, with a particular focus on the recently introduced one-parameter families of inter-Expected Shortfa…
Hyperfinite Construction of -expectation
Tolulope Fadina, Frederik Herzberg
The hyperfinite -expectation is a nonstandard discrete analogue of -expectation (in the sense of Robinsonian nonstandard analysis). A lifting of a continuous-time -expecta…
Affine processes under parameter uncertainty
Tolulope Fadina, Ariel Neufeld, Thorsten Schmidt
We develop a one-dimensional notion of affine processes under parameter uncertainty, which we call non-linear affine processes. This is done as follows: given a set of parameters f…
Ambiguity in defaultable term structure models
Tolulope Fadina, Thorsten Schmidt
We introduce the concept of no-arbitrage in a credit risk market under ambiguity considering an intensity-based framework. We assume the default intensity is not exactly known but…