An artificial intelligence approach to regulating systemic risk
S O'Halloran, N Nowaczyk - Frontiers in Artificial Intelligence, 2019 - frontiersin.org
We apply an artificial intelligence approach to simulate the impact of financial market
regulations on systemic risk—a topic vigorously discussed since the financial crash of 2007 …
regulations on systemic risk—a topic vigorously discussed since the financial crash of 2007 …
Efficient and flexible compression of very sparse networks of big data
In the current era of big data, huge amounts of valuable data and information have been
generated and collected at a very rapid rate from a wide variety of rich data sources. Social …
generated and collected at a very rapid rate from a wide variety of rich data sources. Social …
Dynamic initial margin estimation based on quantiles of johnson distributions
The estimation of dynamic initial margin (DIM) is a challenging problem. We describe an
accurate new approach using Johnson-type distributions, which are fitted to conditional …
accurate new approach using Johnson-type distributions, which are fitted to conditional …
The Impact of Regulation on Systemic Risk
S O'Halloran, N Nowaczyk - After the Crash: Financial Crises and …, 2019 - degruyter.com
The 2007 to 2009 financial crisis was the perfect storm of failures: Wall Street, regulators,
hedge funds, all played a part. Governments responded by introducing a number of new …
hedge funds, all played a part. Governments responded by introducing a number of new …