1 citations · 2 across the 3 of their papers we have counts for
3 papers
q-fin.RM2024
On Vulnerability Conditional Risk Measures: Comparisons and Applications in Cryptocurrency Market
Tong Pu, Yunran Wei, Yiying Zhang
We introduce a novel class of systemic risk measures, the Vulnerability Conditional risk measures, which try to capture the "tail risk" of a risky position in scenarios where one o…
q-fin.RM2024★ 1 cited
Self-protection and insurance demand with convex premium principles
Qiqi Li, Wei Wang, Yiying Zhang
In economic analysis, rational decision-makers often take actions to reduce their risk exposure. These actions include purchasing market insurance and implementing prevention measu…
cs.CR2024★ 1 cited
AuditGPT: Auditing Smart Contracts with ChatGPT
Shihao Xia, Shuai Shao, Mengting He +3
To govern smart contracts running on Ethereum, multiple Ethereum Request for Comment (ERC) standards have been developed, each containing a set of rules to guide the behaviors of s…