1 citations · 2 across the 3 of their papers we have counts for
4 papers
Rank-One Signal Recovery in Sparse Wishart Noise
Preben Forer, Urte Adomaityte, Pierpaolo Vivo
We study the high-dimensional recovery of a signal vector in the presence of sparse Wishart-like noise. We define an matrix $A = J+(θ/N)\mathbf{xx}^{\top}…
Financial instability transition under heterogeneous investments and portfolio diversification
Preben Forer, Barak Budnick, Pierpaolo Vivo +3
We analyze the stability of financial investment networks, where financial institutions hold overlapping portfolios of assets. We consider the effect of portfolio diversification a…
Top eigenpair statistics of diluted Wishart matrices
Barak Budnick, Preben Forer, Pierpaolo Vivo +3
Using the replica method, we compute the statistics of the top eigenpair of diluted covariance matrices of the form , where is a…
Phase transitions in debt recycling
Sabrina Aufiero, Preben Forer, Pierpaolo Vivo +2
Debt recycling is an aggressive equity extraction strategy that potentially permits faster repayment of a mortgage. While equity progressively builds up as the mortgage is repaid m…