3 citations · 4 across the 4 of their papers we have counts for
Showing q-fin.CPShow all
2 papers · 1 filter
q-fin.CP2026
A Temporal Multiplex Graph Neural Network for Systemic Risk Transmission in Global Banking
Nneka Umeorah, Tolulope Fadina
This paper develops a unified framework for assessing systemic risk and identifying contagion channels in the global banking system using a Temporal Heterogeneous Multiplex Graph N…
q-fin.CP2022★ 1 cited
Deep learning and American options via free boundary framework
Chinonso Nwankwo, Nneka Umeorah, Tony Ware +1
We propose a deep learning method for solving the American options model with a free boundary feature. To extract the free boundary known as the early exercise boundary from our pr…