31 citations · 41 across the 6 of their papers we have counts for
9 papers
-extreme points of positive operator valued measures and unital completely positive maps
Tathagata Banerjee, B V Rajarama Bhat, Manish Kumar
We study the quantum () convexity structure of normalized positive operator valued measures (POVMs) on measurable spaces. In particular, it is seen that unlike extreme points…
A Generalizable Method for Automated Quality Control of Functional Neuroimaging Datasets
Matthew Kollada, Qingzhu Gao, Monika S Mellem +2
Over the last twenty five years, advances in the collection and analysis of fMRI data have enabled new insights into the brain basis of human health and disease. Individual behavio…
Price mediated contagion through capital ratio requirements with VWAP liquidation prices
Tathagata Banerjee, Zachary Feinstein
We develop a framework for price-mediated contagion in financial systems where banks are forced to liquidate assets to satisfy a risk-weight based capital adequacy requirement. In…
Pricing of debt and equity in a financial network with comonotonic endowments
Tathagata Banerjee, Zachary Feinstein
In this paper we present formulas for the valuation of debt and equity of firms in a financial network under comonotonic endowments. We demonstrate that the comonotonic setting pro…
Impact of Contingent Payments on Systemic Risk in Financial Networks
Tathagata Banerjee, Zachary Feinstein
In this paper we study the implications of contingent payments on the clearing wealth in a network model of financial contagion. We consider an extension of the Eisenberg-Noe finan…
Dynamic Clearing and Contagion in Financial Networks
Tathagata Banerjee, Alex Bernstein, Zachary Feinstein
In this paper we introduce a generalized extension of the Eisenberg-Noe model of financial contagion to allow for time dynamics of the interbank liabilities, including a dynamic ex…