284 citations · 535 across the 21 of their papers we have counts for
Showing 2015Show all
2 papers · 1 filter
q-fin.GN2015★ 1 cited
The Intrafirm Complexity of Systemically Important Financial Institutions
Robin L. Lumsdaine, Daniel N. Rockmore, Nicholas Foti +2
In November, 2011, the Financial Stability Board, in collaboration with the International Monetary Fund, published a list of 29 "systemically important financial institutions" (SIF…
stat.ME2015★ 9 cited
Bayesian Structure Learning for Stationary Time Series
Alex Tank, Nicholas Foti, Emily Fox
While much work has explored probabilistic graphical models for independent data, less attention has been paid to time series. The goal in this setting is to determine conditional…