Zobrazeno 1 - 10
of 23
pro vyhledávání: '"Siebenbrunner, Christoph"'
Autor:
Ou, Han-Ching, Siebenbrunner, Christoph, Killian, Jackson, Brooks, Meredith B, Kempe, David, Vorobeychik, Yevgeniy, Tambe, Milind
Motivated by a broad class of mobile intervention problems, we propose and study restless multi-armed bandits (RMABs) with network effects. In our model, arms are partially recharging and connected through a graph, so that pulling one arm also improv
Externí odkaz:
http://arxiv.org/abs/2201.12408
Publikováno v:
In Journal of Financial Stability April 2024 71
Publikováno v:
In Journal of Financial Stability April 2024 71
We propose Streaming Bandits, a Restless Multi Armed Bandit (RMAB) framework in which heterogeneous arms may arrive and leave the system after staying on for a finite lifetime. Streaming Bandits naturally capture the health intervention planning prob
Externí odkaz:
http://arxiv.org/abs/2103.04730
We show that, under mild assumptions, some unimaginable events - which we refer to as Black Swan events - must necessarily occur. It follows as a corollary of our theorem that any computational model of decision-making under uncertainty is incomplete
Externí odkaz:
http://arxiv.org/abs/1803.02570
Autor:
Siebenbrunner, Christoph
I show that the solution of a standard clearing model commonly used in contagion analyses for financial systems can be expressed as a specific form of a generalized Katz centrality measure under conditions that correspond to a system-wide shock. This
Externí odkaz:
http://arxiv.org/abs/1706.00284
Autor:
Siebenbrunner, Christoph1 (AUTHOR) christoph.siebenbrunner@maths.ox.ac.uk, Sigmund, Michael2 (AUTHOR), Kerbl, Stefan2 (AUTHOR)
Publikováno v:
Quantitative Finance. Dec2017, Vol. 17 Issue 12, p1805-1832. 28p. 19 Charts, 3 Graphs.
Akademický článek
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Publikováno v:
In Panel Data Econometrics 2019:639-664