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ORCIDZachary Feinstein
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2020 – today
- 2025
[j24]Tathagata Banerjee, Alex Bernstein, Zachary Feinstein
:
Dynamic clearing and contagion in financial networks. Eur. J. Oper. Res. 321(2): 664-675 (2025)- 2024
- [j23]Zachary Feinstein, Birgit Rudloff:
Technical Note - Characterizing and Computing the Set of Nash Equilibria via Vector Optimization. Oper. Res. 72(5): 2082-2096 (2024) - [j22]Zachary Feinstein, Birgit Rudloff:
Deep learning the efficient frontier of convex vector optimization problems. J. Glob. Optim. 90(2): 429-458 (2024) - [j21]Çagin Ararat, Zachary Feinstein:
Short Communication: On the Separability of Vector-Valued Risk Measures. SIAM J. Financial Math. 15(4): 68- (2024) - [c2]Zhiyu Cao, Zachary Feinstein:
Large Language Model in Financial Regulatory Interpretation. CIFEr 2024: 1-7 - [i4]Zhiyu Cao, Zachary Feinstein:
Large Language Model in Financial Regulatory Interpretation. CoRR abs/2405.06808 (2024) - 2023
- [j20]Hamed Amini, Zachary Feinstein:
Optimal network compression. Eur. J. Oper. Res. 306(3): 1439-1455 (2023) - [j19]Hamed Amini, Maxim Bichuch, Zachary Feinstein:
Decentralized payment clearing using blockchain and optimal bidding. Eur. J. Oper. Res. 309(1): 409-420 (2023) - [j18]Zachary Feinstein, Thomas R. Hurd:
Contingent Convertible Obligations and Financial Stability. SIAM J. Financial Math. 14(1): 158-187 (2023) - [c1]Zhiyu Cao, Zihan Chen, Prerna Mishra, Hamed Amini, Zachary Feinstein:
Modeling Inverse Demand Function with Explainable Dual Neural Networks. ICAIF 2023: 108-115 - [i3]Zachary Feinstein, Marcel Kleiber, Stefan Weber:
Stochastic Cell Transmission Models of Traffic Networks. CoRR abs/2304.11654 (2023) - [i2]Zhiyu Cao, Zihan Chen, Prerna Mishra, Hamed Amini, Zachary Feinstein:
Modeling Inverse Demand Function with Explainable Dual Neural Networks. CoRR abs/2307.14322 (2023) - 2022
- [j17]Maxim Bichuch, Zachary Feinstein:
A repo model of fire sales with VWAP and LOB pricing mechanisms. Eur. J. Oper. Res. 296(1): 353-367 (2022) - [j16]Tathagata Banerjee, Zachary Feinstein:
Pricing of Debt and Equity in a Financial Network with Comonotonic Endowments. Oper. Res. 70(4): 2085-2100 (2022) - [j15]Maxim Bichuch, Zachary Feinstein:
Endogenous Inverse Demand Functions. Oper. Res. 70(5): 2702-2714 (2022) - [j14]Zachary Feinstein, Birgit Rudloff, Jianfeng Zhang:
Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums. Math. Oper. Res. 47(1): 616-642 (2022) - [j13]Zachary Feinstein, Birgit Rudloff:
Scalar Multivariate Risk Measures with a Single Eligible Asset. Math. Oper. Res. 47(2): 899-922 (2022) - [j12]Zachary Feinstein:
Short Communication: Clearing Prices under Margin Calls and the Short Squeeze. SIAM J. Financial Math. 13(4): 113- (2022) - 2021
- [j11]Tathagata Banerjee, Zachary Feinstein:
Price mediated contagion through capital ratio requirements with VWAP liquidation prices. Eur. J. Oper. Res. 295(3): 1147-1160 (2021) - [j10]Zachary Feinstein, Andreas Søjmark:
Short Communication: Dynamic Default Contagion in Heterogeneous Interbank Systems. SIAM J. Financial Math. 12(4) (2021) - 2020
- [j9]Zachary Feinstein:
Capital regulation under price impacts and dynamic financial contagion. Eur. J. Oper. Res. 281(2): 449-463 (2020) - [j8]Brian Clark, Zachary Feinstein, Majeed Simaan:
A machine learning efficient frontier. Oper. Res. Lett. 48(5): 630-634 (2020) - [i1]Hamed Amini, Zachary Feinstein:
Optimal Network Compression. CoRR abs/2008.08733 (2020)
2010 – 2019
- 2019
- [j7]Maxim Bichuch, Zachary Feinstein:
Optimization of Fire Sales and Borrowing in Systemic Risk. SIAM J. Financial Math. 10(1): 68-88 (2019) - [j6]Zachary Feinstein:
Obligations with Physical Delivery in a Multilayered Financial Network. SIAM J. Financial Math. 10(4): 877-906 (2019) - 2018
- [j5]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): 1286-1325 (2018) - 2017
- [j4]Zachary Feinstein, Birgit Rudloff:
A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle. J. Glob. Optim. 68(1): 47-69 (2017) - [j3]Zachary Feinstein:
Financial contagion and asset liquidation strategies. Oper. Res. Lett. 45(2): 109-114 (2017) - [j2]Zachary Feinstein, Birgit Rudloff, Stefan Weber:
Measures of Systemic Risk. SIAM J. Financial Math. 8(1): 672-708 (2017) - 2015
- [j1]Zachary Feinstein, Birgit Rudloff:
Multi-portfolio time consistency for set-valued convex and coherent risk measures. Finance Stochastics 19(1): 67-107 (2015)
Coauthor Index
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