most citedModeling Inverse Demand Function with Explainable Dual Neural Networks

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q-fin.CP2023★ 1 cited

Modeling Inverse Demand Function with Explainable Dual Neural Networks

Zhiyu Cao, Zihan Chen, Prerna Mishra +2

Financial contagion has been widely recognized as a fundamental risk to the financial system. Particularly potent is price-mediated contagion, wherein forced liquidations by firms…