3 papers
q-fin.MF2026
Group Survival Probability under Contagion in Microlending
Héctor Jasso-Fuentes, Alejandra Quintos, Xinta Yang
In the context of micro-finance, a group of individuals undertake business projects that may interfere with one another. A contagious default happens if one person's project failur…
cs.LG2025
Robust Reinforcement Learning under Diffusion Models for Data with Jumps
Chenyang Jiang, Donggyu Kim, Alejandra Quintos +1
Reinforcement Learning (RL) has proven effective in solving complex decision-making tasks across various domains, but challenges remain in continuous-time settings, particularly wh…
math.PR2024
Stopping Times Occurring Simultaneously
Philip Protter, Alejandra Quintos
Stopping times are used in applications to model random arrivals. A standard assumption in many models is that they are conditionally independent, given an underlying filtration. T…