Results 51 to 60 of about 356 (109)

Endogenous Distress Contagion in a Dynamic Interbank Model: How Possible Future Losses May Spell Doom Today

Mathematical Finance, Volume 36, Issue 3, Page 595-619, July 2026.
ABSTRACT We introduce a dynamic and stochastic interbank model with an endogenous notion of distress contagion, arising from rational worries about future defaults and ensuing losses. This entails a mark‐to‐market valuation adjustment for interbank claims, leading to a forward‐backward approach to the equilibrium dynamics whereby future default ...
Zachary Feinstein, Andreas Søjmark
wiley   +1 more source

Sparse Warcasting

Scottish Journal of Political Economy, Volume 73, Issue 3, July 2026.
ABSTRACT Forecasting economic activity during institutional collapse requires nowcasts derived exclusively from alternative data sources. Such sources are abundant yet theoretically unanchored and potentially weakly informative. This study examines whether sparse supervised dimension reduction extracts reliable signals in a context rich in data but ...
Mihnea Constantinescu
wiley   +1 more source

Fasys: Visible-Light-Based Communication and Positioning Services towards Smart Cities. [PDF]

Sensors (Basel), 2023
Yu B, Liu X, Guo L, Wei X, Song S.
europepmc   +1 more source

Wild bootstrap for counting process-based statistics: a martingale theory-based approach. [PDF]

Lifetime Data Anal
Dietrich MT, Dobler D, de Gunst MCM.
europepmc   +1 more source

Non-commutative L p spaces and Grassmann stochastic analysis. [PDF]

Probab Theory Relat Fields
De Vecchi F, Fresta L, Gordina M, Gubinelli M.   +3 more
europepmc   +1 more source

Epidemiological model calibration via graybox Bayesian optimization. [PDF]

Infect Dis Model
Niu P, Yoon BJ, Qian X.
europepmc   +1 more source

Infinite-server systems with Hawkes arrivals and Hawkes services. [PDF]

Queueing Syst, 2022
Selvamuthu D, Tardelli P.
europepmc   +1 more source

Estimating endogenous treatments effects under long-range dependency without untreated controls. [PDF]

PLoS One
Hao S.
europepmc   +1 more source

The Scaling Limit of the Volume of Loop-<i>O</i>(<i>n</i>) Quadrangulations. [PDF]

Commun Math Phys
Aïdékon É, Da Silva W, Hu X.
europepmc   +1 more source

Phenotypic plasticity trade-offs in an age-structured model of bacterial growth under stress. [PDF]

J Math Biol
El Karoui M, Madrid I, Méléard S.
europepmc   +1 more source