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Andreea Minca
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2020 – today
- 2024
- [j15]Hamed Amini, Andreea Minca
:
Social distancing game and insurance investment in a pandemic. Ann. Oper. Res. 336(3): 2009-2036 (2024) - [j14]Hamed Amini
, Romain Deguest
, Engin Iyidogan
, Andreea Minca
:
Blockchain adoption and optimal reinsurance design. Eur. J. Oper. Res. 318(1): 341-353 (2024) - [c4]Umur Cetin, Andreea Minca:
Model Based Simulation vs Generative Modeling in Limit Order Books. CIFEr 2024: 1-6 - 2023
- [i9]Peihan Huo, Oscar Peralta, Junyu Guo, Qiaomin Xie, Andreea Minca:
Reinforcement Learning for SBM Graphon Games with Re-Sampling. CoRR abs/2310.16326 (2023) - 2022
- [j13]Hamed Amini
, Andreea Minca
:
Epidemic Spreading and Equilibrium Social Distancing in Heterogeneous Networks. Dyn. Games Appl. 12(1): 258-287 (2022) - [j12]Ariah Klages-Mundt
, Andreea Minca
:
Optimal intervention in economic networks using influence maximization methods. Eur. J. Oper. Res. 300(3): 1136-1148 (2022) - [j11]Hamed Amini, Andreea Minca
, Agnès Sulem:
A Dynamic Contagion Risk Model with Recovery Features. Math. Oper. Res. 47(2): 1412-1442 (2022) - [c3]Lucy Huo, Ariah Klages-Mundt, Andreea Minca, Frederik Christian Münter, Mads Rude Wind:
Decentralized Governance of Stablecoins with Closed Form Valuation. MARBLE 2022: 59-73 - 2021
- [c2]Qiaomin Xie, Zhuoran Yang, Zhaoran Wang, Andreea Minca:
Learning While Playing in Mean-Field Games: Convergence and Optimality. ICML 2021: 11436-11447 - [i8]Ariah Klages-Mundt, Andreea Minca:
Optimal Intervention in Economic Networks using Influence Maximization Methods. CoRR abs/2102.01800 (2021) - [i7]Lucy Huo, Ariah Klages-Mundt, Andreea Minca, Frederik Christian Münter, Mads Rude Wind:
Decentralized Governance of Stablecoins with Option Pricing. CoRR abs/2109.08939 (2021) - 2020
- [j10]Andreea Minca
, Johannes Wissel:
Dynamic Leveraging-Deleveraging Games. Oper. Res. 68(1): 93-114 (2020) - [j9]Ariah Klages-Mundt, Andreea Minca
:
Cascading Losses in Reinsurance Networks. Manag. Sci. 66(9): 4246-4268 (2020) - [j8]Matteo Pozzi
, Carl Malings, Andreea Minca
:
Information avoidance and overvaluation under epistemic constraints: Principles and implications for regulatory policies. Reliab. Eng. Syst. Saf. 197: 106814 (2020) - [j7]Hamed Amini, Damir Filipovic
, Andreea Minca
:
Systemic Risk in Networks with a Central Node. SIAM J. Financial Math. 11(1): 60-98 (2020) - [c1]Ariah Klages-Mundt, Dominik Harz, Lewis Gudgeon, Jun-You Liu, Andreea Minca
:
Stablecoins 2.0: Economic Foundations and Risk-based Models. AFT 2020: 59-79 - [i6]Ariah Klages-Mundt, Andreea Minca:
While Stability Lasts: A Stochastic Model of Stablecoins. CoRR abs/2004.01304 (2020) - [i5]Ariah Klages-Mundt, Dominik Harz, Lewis Gudgeon, Jun-You Liu, Andreea Minca:
Stablecoins 2.0: Economic Foundations and Risk-based Models. CoRR abs/2006.12388 (2020) - [i4]Hamed Amini, Andreea Minca:
Pandemic Risks and Equilibrium Social Distancing in Heterogeneous Networks. CoRR abs/2007.04210 (2020) - [i3]Qiaomin Xie, Zhuoran Yang, Zhaoran Wang, Andreea Minca:
Provable Fictitious Play for General Mean-Field Games. CoRR abs/2010.04211 (2020)
2010 – 2019
- 2019
- [i2]Ariah Klages-Mundt, Andreea Minca:
(In)Stability for the Blockchain: Deleveraging Spirals and Stablecoin Attacks. CoRR abs/1906.02152 (2019) - [i1]Xin Qian, Yudong Chen, Andreea Minca:
Clustering Degree-Corrected Stochastic Block Model with Outliers. CoRR abs/1906.03305 (2019) - 2016
- [j6]Rama Cont, Andreea Minca
:
Credit default swaps and systemic risk. Ann. Oper. Res. 247(2): 523-547 (2016) - [j5]Hamed Amini, Andreea Minca
:
Inhomogeneous Financial Networks and Contagious Links. Oper. Res. 64(5): 1109-1120 (2016) - [j4]Hamed Amini, Damir Filipovic
, Andreea Minca
:
To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting. Oper. Res. 64(5): 1135-1142 (2016) - [j3]Hamed Amini, Damir Filipovic
, Andreea Minca
:
Uniqueness of equilibrium in a payment system with liquidation costs. Oper. Res. Lett. 44(1): 1-5 (2016) - 2015
- [j2]Andrey Krishenik, Andreea Minca
, Johannes Wissel:
When do creditors with heterogeneous beliefs agree to run? Finance Stochastics 19(2): 233-259 (2015) - [j1]Hamed Amini, Andreea Minca
, Agnès Sulem:
Control of Interbank Contagion Under Partial Information. SIAM J. Financial Math. 6(1): 1195-1219 (2015)
Coauthor Index
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