SciPy 1.0: fundamental algorithms for scientific computing in Python P Virtanen, R Gommers, TE Oliphant, M Haberland, T Reddy, ... Nature Methods 17, 261–272, 2020 | 29391 | 2020 |
An artificial intelligence approach to regulating systemic risk S O'Halloran, N Nowaczyk Frontiers in Artificial Intelligence 2, 7, 2019 | 35 | 2019 |
Forecasting initial margin requirements: A model evaluation P Caspers, P Giltinan, R Lichters, N Nowaczyk Journal of Risk Management in Financial Institutions 10 (4), 365-394, 2017 | 23 | 2017 |
Big data and graph theoretic models: simulating the impact of collateralization on a financial system S O'Halloran, N Nowaczyk, D Gallagher Proceedings of the 2017 IEEE/ACM International Conference on Advances in …, 2017 | 11 | 2017 |
A universal spinor bundle and the Einstein–Dirac–Maxwell equation as a variational theory O Müller, N Nowaczyk Letters in Mathematical Physics 107, 933-961, 2017 | 11 | 2017 |
Continuity of Dirac spectra N Nowaczyk Annals of Global Analysis and Geometry 44 (4), 541-563, 2013 | 11 | 2013 |
After the crash: financial crises and regulatory responses S O’Halloran, T Groll Columbia University Press, 2019 | 9 | 2019 |
Dynamic initial margin estimation based on quantiles of johnson distributions T McWalter, J Kienitz, N Nowaczyk, R Rudd, SK Acar Available at SSRN 3147811, 2018 | 8 | 2018 |
Dirac eigenvalues of higher multiplicity N Nowaczyk arXiv preprint arXiv:1501.04045, 2015 | 6 | 2015 |
A data science approach to predict the impact of collateralization on systemic risk S O’Halloran, N Nowaczyk, D Gallagher, V Subramaniam From security to community detection in social networking platforms, 171-192, 2019 | 4 | 2019 |
Deep option pricing-term structure models J Kienitz, SK Acar, Q Liang, N Nowaczyk Available at SSRN 3498398, 2019 | 3 | 2019 |
Forecasting Initial Margin Requirements-A Model Evaluation.(February 3, 2017) P Caspers, P Giltinan, R Lichters, N Nowaczyk Available at SSRN 2911167, 0 | 3 | |
How deep is your model? Network topology selection from a model validation perspective N Nowaczyk, J Kienitz, SK Acar, Q Liang Journal of Mathematics in Industry 12 (1), 1, 2022 | 1 | 2022 |
Existence of Dirac eigenvalues of higher multiplicity N Nowaczyk Mathematische Zeitschrift 284, 285-307, 2016 | 1 | 2016 |
Computing the impact of central clearing on systemic risk N Nowaczyk, S O'Halloran Frontiers in Artificial Intelligence 7, 1138611, 2024 | | 2024 |
Central Clearing and Systemic Risk N Nowaczyk, S O'Halloran Front. Artif. Intell. 7, 2024 | | 2024 |
Backtesting Correlated Quantities N Nowaczyk, V Piterbarg Available at SSRN 4571812, 2023 | | 2023 |
Gabor Filter Selection and Computational Processing for Emotion Recognition E Coşkun, T Elson, S Lim, J Mathews, G Morris, N Nowaczyk, R Prońko, ... | | 2021 |
Dynamically Controlled Kernel Estimation J Kienitz, N Nowaczyk, NQ Geng Available at SSRN 3829701, 2021 | | 2021 |
How Deep are Financial Models? N Nowaczyk, J Kienitz, SK Acar, Q Liang Available at SSRN 3634232, 2020 | | 2020 |