Zobrazeno 1 - 10
of 20
pro vyhledávání: '"Nikolai Nowaczyk"'
Autor:
Nikolai Nowaczyk, Sharyn O'Halloran
Publikováno v:
Frontiers in Artificial Intelligence, Vol 7 (2024)
The paper uses a graph model to examine the effects of financial market regulations on systemic risk. Focusing on central clearing, we model the financial system as a multigraph of trade and risk relations among banks. We then study the impact of cen
Externí odkaz:
https://doaj.org/article/3a37b131630048c49f34d0efb70fd0b1
Publikováno v:
Journal of Mathematics in Industry, Vol 12, Iss 1, Pp 1-19 (2022)
Abstract Deep learning is a powerful tool, which is becoming increasingly popular in financial modeling. However, model validation requirements such as SR 11-7 pose a significant obstacle to the deployment of neural networks in a bank’s production
Externí odkaz:
https://doaj.org/article/acffc18c8f3943c18289ae80b5a802dd
Publikováno v:
Journal of Credit Risk.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::be7241a172dadd72c8369eec3ce09f61
https://doi.org/10.21314/jcr.2022.012
https://doi.org/10.21314/jcr.2022.012
Autor:
Erhan Coşkun, Torran Elson, Sean Lim, James Mathews, Gruff Morris, Nikolai Nowaczyk, Rafal Prońko, Patrick Nima Raanes, David Kofoed Wind
CrowdEmotion produce software to measure a person’s emotions based on analysis of microfacial expressions detected using a webcam. The technology relies on a machine learning algorithm to recognize which features correspond with which emotions; it
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::be602ba9a0fc783c9cec6da6e8dc7449
https://doi.org/10.33774/miir-2021-5q5j6
https://doi.org/10.33774/miir-2021-5q5j6
Publikováno v:
SSRN Electronic Journal.
We introduce a data driven and model free approach for computing conditional expectations. The new method is based on classical techniques combined with machine learning methods. In particular, we consider kernel density estimation based on simulated
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3e54a0bee52eef08051a915a0d8e567f
https://doi.org/10.2139/ssrn.3829701
https://doi.org/10.2139/ssrn.3829701
Publikováno v:
SSRN Electronic Journal.
We consider the application of a control variate technique for Deep Learning. In analogy to applications for Monte Carlo simulation or Fourier integration methods, this technique improves the quality of deep learning applied to option pricing problem
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ead41061102bc570f9d3dd5c73457fee
https://doi.org/10.2139/ssrn.3527314
https://doi.org/10.2139/ssrn.3527314
Autor:
Sharyn O'Halloran, Nikolai Nowaczyk
Publikováno v:
After the Crash
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b6c2d7c91ff9eb391044f8271816b0ba
https://doi.org/10.7312/ohal19284-015
https://doi.org/10.7312/ohal19284-015
Autor:
Nikolai Nowaczyk, Sharyn O'Halloran
Publikováno v:
Frontiers in Artificial Intelligence
We apply an artificial intelligence approach to simulate the impact of financial market regulations on systemic risk - a topic vigorously discussed since the financial crash of 2007–09. Experts often disagree on the efficacy of these regulations to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6f40226e3bf755808d951515c472cb59
https://doi.org/10.3389/frai.2019.00007
https://doi.org/10.3389/frai.2019.00007
Autor:
Nikolai Nowaczyk, Sharyn O'Halloran
Publikováno v:
SSRN Electronic Journal.
The G20's push towards central clearing changed the shape of the world's financial system: all standardized derivative contracts must now be cleared through central counterparties (CCPs). Despite considerable debate, the impact of central clearing no
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::34c5225bcac9823762b7a865b6d3da56
https://doi.org/10.2139/ssrn.3500442
https://doi.org/10.2139/ssrn.3500442
Publikováno v:
Lecture Notes in Social Networks ISBN: 9783030112851
In this chapter, we simulate and analyze the impact of financial regulations concerning the collateralization of derivative trades on systemic risk—a topic that has been vigorously discussed since the financial crisis in 2007/08. Experts often disa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::07f3e5cae4994dd3a9c907cb6639d88f
https://doi.org/10.1007/978-3-030-11286-8_8
https://doi.org/10.1007/978-3-030-11286-8_8