2 papers
econ.GN2026
Sovereign risk mitigation mechanism in emerging markets
Ekaterina Bakhmeteva, Alexey Ponomarenko
This paper explores a mechanism for mitigating sovereign risk in emerging markets without risks mutualization. The mechanism involves pooling diversified portfolios of sovereign bo…
econ.EM2023
Amortized neural networks for agent-based model forecasting
Denis Koshelev, Alexey Ponomarenko, Sergei Seleznev
In this paper, we propose a new procedure for unconditional and conditional forecasting in agent-based models. The proposed algorithm is based on the application of amortized neura…