| Incorporating contagion in portfolio credit risk models using network theory I Anagnostou, S Sourabh, D Kandhai Complexity 2018 (1), 6076173, 2018 | 27 | 2018 |
| Contagious defaults in a credit portfolio: A Bayesian network approach I Anagnostou, J Sánchez Rivero, S Sourabh, D Kandhai Available at SSRN 3446615, 2019 | 10 | 2019 |
| Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling I Anagnostou, T Squartini, D Kandhai, D Garlaschelli Quantitative Finance 21 (9), 1501-1518, 2021 | 7 | 2021 |
| Risk factor evolution for counterparty credit risk under a hidden markov model I Anagnostou, D Kandhai Risks 7 (2), 66, 2019 | 5 | 2019 |
| How Does Diversity of Media Coverage Influence Firms’ Risk Exposure? M Torkar, Y Zeng January 2019, 133, 2019 | 1 | 2019 |
| Calibrating the mean-reversion parameter in the hull-white model using neural networks G Moysiadis, I Anagnostou, D Kandhai ECML PKDD 2018 Workshops: MIDAS 2018 and PAP 2018, Dublin, Ireland …, 2019 | 1 | 2019 |
| Risk management in trading activities through the lens of complex systems theory I Anagnostou Universiteit van Amsterdam, 2020 | | 2020 |
| Research Article Incorporating Contagion in Portfolio Credit Risk Models Using Network Theory I Anagnostou, S Sourabh, D Kandhai | | 2018 |
| UNCERTAINTY ANALYSIS OF PREDICTIONS BY RECOMMENDER SYSTEMS BASED ON MATRIX FACTORIZATION MODELS S NAZAROVA, F JANSEN, D KANDHAI, V KRZHIZHANOVSKAYA, ... | | 2016 |
| Deliverable 4.5 MSCA-ITN Training for Big Data in Financial Research and Risk Management “BigDataFinance” I Anagnostou, S Sourabh, D Kandhai | | |
D. KandhaiProfessor - Data-driven Computational Finance, University of Amsterdam在 uva.nl 的电子邮件经过验证
D. KandhaiProfessor - Data-driven Computational Finance, University of Amsterdam在 uva.nl 的电子邮件经过验证
Sumit SourabhUniversity of Amsterdam在 uva.nl 的电子邮件经过验证