3 papers
q-fin.CP2026
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…
q-fin.MF2018
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…
math.PR2018
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…