Andreea Minca

Publication Activity (10 Years)

Years Active: 2015-2024
Publications (10 Years): 27

Top Topics

Heterogeneous Networks

Influence Maximization

Nash Equilibria

Top Venues

Eur. J. Oper. Res.

Ann. Oper. Res.

Publications

Hamed Amini, Andreea Minca
Social distancing game and insurance investment in a pandemic. Ann. Oper. Res. 336 (3) (2024)
Hamed Amini, Romain Deguest, Engin Iyidogan, Andreea Minca
Blockchain adoption and optimal reinsurance design. Eur. J. Oper. Res. 318 (1) (2024)
Peihan Huo, Oscar Peralta, Junyu Guo, Qiaomin Xie, Andreea Minca
Reinforcement Learning for SBM Graphon Games with Re-Sampling. CoRR (2023)
Hamed Amini, Andreea Minca, Agnès Sulem
A Dynamic Contagion Risk Model with Recovery Features. Math. Oper. Res. 47 (2) (2022)
Lucy Huo, Ariah Klages-Mundt, Andreea Minca, Frederik Christian Münter, Mads Rude Wind
Decentralized Governance of Stablecoins with Closed Form Valuation. MARBLE (2022)
Hamed Amini, Andreea Minca
Epidemic Spreading and Equilibrium Social Distancing in Heterogeneous Networks. Dyn. Games Appl. 12 (1) (2022)
Ariah Klages-Mundt, Andreea Minca
Optimal intervention in economic networks using influence maximization methods. Eur. J. Oper. Res. 300 (3) (2022)
Lucy Huo, Ariah Klages-Mundt, Andreea Minca, Frederik Christian Münter, Mads Rude Wind
Decentralized Governance of Stablecoins with Option Pricing. CoRR (2021)
Ariah Klages-Mundt, Andreea Minca
Optimal Intervention in Economic Networks using Influence Maximization Methods. CoRR (2021)
Qiaomin Xie, Zhuoran Yang, Zhaoran Wang, Andreea Minca
Learning While Playing in Mean-Field Games: Convergence and Optimality. ICML (2021)
Qiaomin Xie, Zhuoran Yang, Zhaoran Wang, Andreea Minca
Provable Fictitious Play for General Mean-Field Games. CoRR (2020)
Ariah Klages-Mundt, Dominik Harz, Lewis Gudgeon, Jun-You Liu, Andreea Minca
Stablecoins 2.0: Economic Foundations and Risk-based Models. CoRR (2020)
Ariah Klages-Mundt, Andreea Minca
While Stability Lasts: A Stochastic Model of Stablecoins. CoRR (2020)
Andreea Minca, Johannes Wissel
Dynamic Leveraging-Deleveraging Games. Oper. Res. 68 (1) (2020)
Ariah Klages-Mundt, Andreea Minca
Cascading Losses in Reinsurance Networks. Manag. Sci. 66 (9) (2020)
Hamed Amini, Damir Filipovic, Andreea Minca
Systemic Risk in Networks with a Central Node. SIAM J. Financial Math. 11 (1) (2020)
Hamed Amini, Andreea Minca
Pandemic Risks and Equilibrium Social Distancing in Heterogeneous Networks. CoRR (2020)
Ariah Klages-Mundt, Dominik Harz, Lewis Gudgeon, Jun-You Liu, Andreea Minca
Stablecoins 2.0: Economic Foundations and Risk-based Models. AFT (2020)
Matteo Pozzi, Carl Malings, Andreea Minca
Information avoidance and overvaluation under epistemic constraints: Principles and implications for regulatory policies. Reliab. Eng. Syst. Saf. 197 (2020)
Xin Qian, Yudong Chen, Andreea Minca
Clustering Degree-Corrected Stochastic Block Model with Outliers. CoRR (2019)
Ariah Klages-Mundt, Andreea Minca
(In)Stability for the Blockchain: Deleveraging Spirals and Stablecoin Attacks. CoRR (2019)
Hamed Amini, Damir Filipovic, Andreea Minca
Uniqueness of equilibrium in a payment system with liquidation costs. Oper. Res. Lett. 44 (1) (2016)
Hamed Amini, Andreea Minca
Inhomogeneous Financial Networks and Contagious Links. Oper. Res. 64 (5) (2016)
Hamed Amini, Damir Filipovic, Andreea Minca
To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting. Oper. Res. 64 (5) (2016)
Rama Cont, Andreea Minca
Credit default swaps and systemic risk. Ann. Oper. Res. 247 (2) (2016)
Hamed Amini, Andreea Minca, Agnès Sulem
Control of Interbank Contagion Under Partial Information. SIAM J. Financial Math. 6 (1) (2015)
Andrey Krishenik, Andreea Minca, Johannes Wissel
When do creditors with heterogeneous beliefs agree to run? Finance Stochastics 19 (2) (2015)