activity
20072021
most citedResilience to Contagion in Financial Networks

250 citations · 391 across the 13 of their papers we have counts for

collaborators

17 papers

q-fin.RM2021

Decentralized Payment Clearing using Blockchain and Optimal Bidding

Hamed Amini, Maxim Bichuch, Zachary Feinstein

In this paper, we construct a decentralized clearing mechanism which endogenously and automatically provides a claims resolution procedure. This mechanism can be used to clear a ne…

q-fin.RM2021

Limit Theorems for Default Contagion and Systemic Risk

Hamed Amini, Zhongyuan Cao, Agnes Sulem

We consider a general tractable model for default contagion and systemic risk in a heterogeneous financial network, subject to an exogenous macroeconomic shock. We show that, under…

math.PR2021★ 1 cited

A Central Limit Theorem for Diffusion in Sparse Random Graphs

Hamed Amini, Erhan Bayraktar, Suman Chakraborty

We consider bootstrap percolation and diffusion in sparse random graphs with fixed degrees, constructed by configuration model. Every node has two states: it is either active or in…

q-fin.RM2020

Optimal Network Compression

Hamed Amini, Zachary Feinstein

This paper introduces a formulation of the optimal network compression problem for financial systems. This general formulation is presented for different levels of network compress…

physics.soc-ph2020★ 3 cited

Epidemic Spreading and Equilibrium Social Distancing in Heterogeneous Networks

Hamed Amini, Andreea Minca

We study a multi-type SIR epidemic process among a heterogeneous population that interacts through a network. When we base social contact on a random graph with given vertex degree…

physics.geo-ph2019★ 3 cited

Including Physics in Deep Learning -- An example from 4D seismic pressure saturation inversion

Jesper Sören Dramsch, Gustavo Corte, Hamed Amini +2

Geoscience data often have to rely on strong priors in the face of uncertainty. Additionally, we often try to detect or model anomalous sparse data that can appear as an outlier in…