Axel Gandy

Imperial College London - Department of Mathematics

South Kensington Campus

Imperial College

LONDON, SW7 2AZ

United Kingdom

SCHOLARLY PAPERS

5

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CITATIONS
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16

Scholarly Papers (5)

1.

A Bayesian Methodology for Systemic Risk Assessment in Financial Networks

Number of pages: 42 Posted: 21 Mar 2015 Last Revised: 03 May 2016
Axel Gandy and Luitgard A. M. Veraart
Imperial College London - Department of Mathematics and London School of Economics & Political Science (LSE) - Department of Mathematics
Downloads 840 (27,653)
Citation 8

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Unknown interbank liabilities, systemic risk, Gibbs sampler

2.

Adjustable Network Reconstruction with Applications to CDS Exposures

Number of pages: 21 Posted: 10 Jan 2017 Last Revised: 27 Apr 2018
Axel Gandy and Luitgard A. M. Veraart
Imperial College London - Department of Mathematics and London School of Economics & Political Science (LSE) - Department of Mathematics
Downloads 232 (130,991)
Citation 5

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Bayesian methods, random graphs, matrix balancing, systemic risk

3.

Does the Success of a Grant Application Depend on Gender, Nationality, or Ethnicity? An Observational Study

Number of pages: 12 Posted: 16 Nov 2018
Axel Gandy, Ragnhild Noven and Georg Hahn
Imperial College London - Department of Mathematics, Imperial College London - Department of Mathematics and Lancaster University
Downloads 48 (393,121)

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Academic profession, gender discrimination, grant applications, research funding

4.

Compound Poisson Models for Financial Networks

Number of pages: 20 Posted: 18 Jun 2019
Axel Gandy and Luitgard A. M. Veraart
Imperial College London - Department of Mathematics and London School of Economics & Political Science (LSE) - Department of Mathematics
Downloads 26 (485,240)

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Financial Networks, Compound Poisson Distribution, Regression, Subnetwork Prediction, Systemic Risk

5.

The Effect of Estimation in High‚ÄźDimensional Portfolios

Mathematical Finance, Vol. 23, Issue 3, pp. 531-559, 2013
Number of pages: 29 Posted: 09 Jun 2013
Axel Gandy and Luitgard A. M. Veraart
Imperial College London - Department of Mathematics and London School of Economics & Political Science (LSE) - Department of Mathematics
Downloads 0 (666,709)
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optimal investment, continuous time, estimation effects, lasso, shrinkage, vast portfolios