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researcher

Vincent W. C. Tan

3 papers hereh-index 460 citations9 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author2

Across the 2 of 3 papers where every author was matched, so the position is known.

fields
  • econ.GN1
  • q-fin.PM1
  • stat.ML1

identity via Semantic Scholar / OpenAlex

activity
20152022
most citedEstimation of Large Financial Covariances: A Cross-Validation Approach

2 citations · 2 across the 2 of their papers we have counts for

collaborators
Showing econ.GNShow all

1 paper · 1 filter

econ.GN2015

Taming the Basel Leverage Cycle

Christoph Aymanns, Fabio Caccioli, J. Doyne Farmer +1

Effective risk control must make a tradeoff between the microprudential risk of exogenous shocks to individual institutions and the macroprudential risks caused by their systemic i…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.