Zachary Feinstein

Publication Activity (10 Years)

Years Active: 2015-2024
Publications (10 Years): 25

Top Topics

Top Venues

SIAM J. Financial Math.

Eur. J. Oper. Res.

Oper. Res. Lett.

Publications

Zhiyu Cao, Zachary Feinstein
Large Language Model in Financial Regulatory Interpretation. CoRR (2024)
Hamed Amini, Zachary Feinstein
Optimal network compression. Eur. J. Oper. Res. 306 (3) (2023)
Zhiyu Cao, Zihan Chen, Prerna Mishra, Hamed Amini, Zachary Feinstein
Modeling Inverse Demand Function with Explainable Dual Neural Networks. CoRR (2023)
Zachary Feinstein, Thomas R. Hurd
Contingent Convertible Obligations and Financial Stability. SIAM J. Financial Math. 14 (1) (2023)
Zachary Feinstein, Marcel Kleiber, Stefan Weber
Stochastic Cell Transmission Models of Traffic Networks. CoRR (2023)
Zhiyu Cao, Zihan Chen, Prerna Mishra, Hamed Amini, Zachary Feinstein
Modeling Inverse Demand Function with Explainable Dual Neural Networks. ICAIF (2023)
Hamed Amini, Maxim Bichuch, Zachary Feinstein
Decentralized payment clearing using blockchain and optimal bidding. Eur. J. Oper. Res. 309 (1) (2023)
Tathagata Banerjee, Zachary Feinstein
Pricing of Debt and Equity in a Financial Network with Comonotonic Endowments. Oper. Res. 70 (4) (2022)
Zachary Feinstein
Short Communication: Clearing Prices under Margin Calls and the Short Squeeze. SIAM J. Financial Math. 13 (4) (2022)
Zachary Feinstein, Birgit Rudloff
Scalar Multivariate Risk Measures with a Single Eligible Asset. Math. Oper. Res. 47 (2) (2022)
Maxim Bichuch, Zachary Feinstein
Endogenous Inverse Demand Functions. Oper. Res. 70 (5) (2022)
Maxim Bichuch, Zachary Feinstein
A repo model of fire sales with VWAP and LOB pricing mechanisms. Eur. J. Oper. Res. 296 (1) (2022)
Zachary Feinstein, Birgit Rudloff, Jianfeng Zhang
Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums. Math. Oper. Res. 47 (1) (2022)
Zachary Feinstein, Andreas Søjmark
Short Communication: Dynamic Default Contagion in Heterogeneous Interbank Systems. SIAM J. Financial Math. 12 (4) (2021)
Tathagata Banerjee, Zachary Feinstein
Price mediated contagion through capital ratio requirements with VWAP liquidation prices. Eur. J. Oper. Res. 295 (3) (2021)
Brian Clark, Zachary Feinstein, Majeed Simaan
A machine learning efficient frontier. Oper. Res. Lett. 48 (5) (2020)
Hamed Amini, Zachary Feinstein
Optimal Network Compression. CoRR (2020)
Zachary Feinstein
Capital regulation under price impacts and dynamic financial contagion. Eur. J. Oper. Res. 281 (2) (2020)
Maxim Bichuch, Zachary Feinstein
Optimization of Fire Sales and Borrowing in Systemic Risk. SIAM J. Financial Math. 10 (1) (2019)
Zachary Feinstein
Obligations with Physical Delivery in a Multilayered Financial Network. SIAM J. Financial Math. 10 (4) (2019)
Zachary Feinstein, Weijie Pang, Birgit Rudloff, Eric Schaanning, Stephan Sturm, Mackenzie Wildman
Sensitivity of the Eisenberg-Noe Clearing Vector to Individual Interbank Liabilities. SIAM J. Financial Math. 9 (4) (2018)
Zachary Feinstein, Birgit Rudloff
A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle. J. Glob. Optim. 68 (1) (2017)
Zachary Feinstein
Financial contagion and asset liquidation strategies. Oper. Res. Lett. 45 (2) (2017)
Zachary Feinstein, Birgit Rudloff, Stefan Weber
Measures of Systemic Risk. SIAM J. Financial Math. 8 (1) (2017)
Zachary Feinstein, Birgit Rudloff
Multi-portfolio time consistency for set-valued convex and coherent risk measures. Finance Stochastics 19 (1) (2015)