142 citations · 280 across the 34 of their papers we have counts for
5 papers · 1 filter
Price-mediated contagion with endogenous market liquidity
Zhiyu Cao, Zachary Feinstein
Price-mediated contagion occurs when a positive feedback loop develops following a drop in asset prices which forces banks and other financial institutions to sell their holdings.…
Approximating the set of Nash equilibria for convex games
Zachary Feinstein, Niklas Hey, Birgit Rudloff
In Feinstein and Rudloff (2023), it was shown that the set of Nash equilibria for any non-cooperative player game coincides with the set of Pareto optimal points of a certain v…
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…
Decentralized Prediction Markets and Sports Books
Hamed Amini, Maxim Bichuch, Zachary Feinstein
Prediction markets allow traders to bet on potential future outcomes. These markets exist for weather, political, sports, and economic forecasting. Within this work we consider a d…
Stochastic Cell Transmission Models of Traffic Networks
Zachary Feinstein, Marcel Kleiber, Stefan Weber
We introduce a rigorous framework for stochastic cell transmission models for general traffic networks. The performance of traffic systems is evaluated based on preference function…