2 papers
q-fin.PM2025
Deep Declarative Risk Budgeting Portfolios
Manuel Parra-Diaz, Carlos Castro-Iragorri
Recent advances in deep learning have spurred the development of end-to-end frameworks for portfolio optimization that utilize implicit layers. However, many such implementations a…
q-fin.GN2021
Financial intermediation and risk in decentralized lending protocols
Carlos Castro-Iragorri, Julian Ramirez, Sebastian Velez
We provide an overview of decentralized protocols like Compound and Aave that offer collateralized loans for cryptoasset investors. Compound and Aave are two of the most important…