Hamed Amini

University of Florida

University of Florida

Gainesville, FL 32611

United States

  • University of Florida

SCHOLARLY PAPERS

22

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8,758

SSRN CITATIONS
Rank 7,648

SSRN RANKINGS

Top 7,648

in Total Papers Citations

95

CROSSREF CITATIONS

84

Scholarly Papers (22)

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1.

Systemic Risk and Central Clearing Counterparty Design

Downloads 2,151 (11,149)
Citation 15

Systemic Risk and Central Clearing Counterparty Design

Swiss Finance Institute Research Paper No. 13-34
Number of pages: 46 Posted: 09 Jun 2013 Last Revised: 01 Mar 2017
Hamed Amini, Damir Filipović and Andreea Minca
University of Florida, Ecole Polytechnique Fédérale de Lausanne and Cornell University
Downloads 2,020 (12,119)
Citation 13

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Over the Counter Markets, Central Counterparty Clearing, Market Design, Financial Network, Contagion, Systemic Risk, Credit Default Swap Markets

Systemic Risk in Networks with a Central Node

Forthcoming, SIAM Journal on Financial Mathematics, Swiss Finance Institute Research Paper No. 20-04
Number of pages: 43 Posted: 24 Jan 2020
Hamed Amini, Damir Filipović and Andreea Minca
University of Florida, Ecole Polytechnique Fédérale de Lausanne and Cornell University
Downloads 131 (333,331)
Citation 4

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Star-shaped Networks, Central Node, Market Design, Financial Network, Contagion, Systemic Risk, Credit Default Swap Markets

2.

Stress Testing the Resilience of Financial Networks

Number of pages: 19 Posted: 25 Dec 2010 Last Revised: 28 Dec 2010
Hamed Amini, Rama Cont and Andreea Minca
University of Florida, University of Oxford and Cornell University
Downloads 1,513 (19,277)
Citation 10

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systemic risk, banking network, stress test, counterparty risk, macro-prudential regulation, complex network, scale-free network

3.

Resilience to Contagion in Financial Networks

Number of pages: 40 Posted: 19 Jun 2011 Last Revised: 06 Oct 2012
Hamed Amini, Rama Cont and Andreea Minca
University of Florida, University of Oxford and Cornell University
Downloads 1,465 (20,259)
Citation 32

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systemic risk, contagion, default, macroprudential regulation, financial stability, random graph, network model, financial networks, interconnectedness, balance-sheet contagion

4.

Mathematical Modeling of Systemic Risk

ADVANCES IN NETWORK ANALYSIS AND ITS APPLICATIONS, E. Kranakis, ed., Springer Verlag, 2012
Number of pages: 20 Posted: 08 Mar 2012
Andreea Minca and Hamed Amini
Cornell University and University of Florida
Downloads 585 (72,645)

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Systemic risk, Financial networks

5.

Optimal Equity Infusions in Interbank Networks

Number of pages: 35 Posted: 13 Aug 2012 Last Revised: 13 Feb 2013
Hamed Amini, Andreea Minca and Agnes Sulem
University of Florida, Cornell University and INRIA Paris
Downloads 489 (90,647)
Citation 3

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systemic risk, liquidity risk, financial contagion, Markov decision process, optimal interventions

6.

Inhomogeneous Financial Networks and Contagious Links

Number of pages: 28 Posted: 07 Nov 2014
Hamed Amini and Andreea Minca
University of Florida and Cornell University
Downloads 432 (104,909)
Citation 6

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Systemic risk, Default contagion, Financial stability, Contagious links, Phase transitions, Complex networks, Inhomogeneous random graphs.

7.

To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting

Operations Research, Forthcoming, Swiss Finance Institute Research Paper No. 14-63
Number of pages: 22 Posted: 01 Nov 2014 Last Revised: 18 Jan 2016
Hamed Amini, Damir Filipović and Andreea Minca
University of Florida, Ecole Polytechnique Fédérale de Lausanne and Cornell University
Downloads 307 (153,226)
Citation 14

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Over the Counter Markets, Financial Network, Partial Multilateral Netting

8.

Blockchain Adoption and Optimal Reinsurance Design

Number of pages: 37 Posted: 01 Sep 2021 Last Revised: 02 Feb 2023
Hamed Amini, Romain Deguest, Engin Iyidogan and Andreea Minca
University of Florida, World Bank, SKEMA Business School - Univ Cote d'Azur and Cornell University
Downloads 225 (209,100)

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Blockchain, Nash Equilibrium, Insurance-Reinsurance, Technology Adoption, FinTech

9.

Uniqueness of Equilibrium in a Payment System with Liquidation Costs

Operations Research Letters, Forthcoming, Swiss Finance Institute Research Paper No. 15-20
Number of pages: 11 Posted: 18 Jun 2015 Last Revised: 18 Jan 2016
Hamed Amini, Damir Filipović and Andreea Minca
University of Florida, Ecole Polytechnique Fédérale de Lausanne and Cornell University
Downloads 224 (209,992)
Citation 15

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Financial Network, Systemic Risk, Eiseberg Noe Model, Asset Price Contagion

10.

Decentralized Payment Clearing using Blockchain and Optimal Bidding

Number of pages: 32 Posted: 02 Sep 2021 Last Revised: 10 Jan 2022
Hamed Amini, Maxim Bichuch and Zachary Feinstein
University of Florida, University at Buffalo, SUNY and Stevens Institute of Technology - School of Business
Downloads 143 (310,420)

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blockchain; decentralized finance; decentralized clearing; default contagion; systemic risk

11.

Fire Sales, Default Cascades and Complex Financial Networks

Number of pages: 50 Posted: 05 Oct 2021 Last Revised: 20 Oct 2022
Hamed Amini, Zhongyuan Cao and Agnes Sulem
University of Florida, INRIA Paris and INRIA Paris
Downloads 142 (312,141)
Citation 1

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Fire Sales, Default Contagion, Financial Networks, Systemic Risk.

12.

A Dynamic Contagion Risk Model With Recovery Features

Number of pages: 49 Posted: 13 Aug 2019 Last Revised: 04 Aug 2020
Hamed Amini, Andreea Minca and Agnes Sulem
University of Florida, Cornell University and INRIA Paris
Downloads 142 (312,141)
Citation 1

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collective risk theory, systemic risk, default contagion

13.

Graphon Mean-Field Backward Stochastic Differential Equations With Jumps and Associated Dynamic Risk Measures

Number of pages: 37 Posted: 24 Jul 2022 Last Revised: 20 Oct 2022
Hamed Amini, Zhongyuan Cao and Agnes Sulem
University of Florida, INRIA Paris and INRIA Paris
Downloads 132 (330,300)

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Mean-field BSDEs with jumps, graphon particle systems, dynamic risk measures

14.

Limit Theorems for Default Contagion and Systemic Risk

Number of pages: 45 Posted: 24 Mar 2021 Last Revised: 01 Feb 2023
Hamed Amini, Zhongyuan Cao and Agnes Sulem
University of Florida, INRIA Paris and INRIA Paris
Downloads 123 (348,172)

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Systemic Risk, Default Contagion, Financial Networks, Limit Theorems.

15.

Social Distancing Game and Insurance Investment in a Pandemic

Number of pages: 33 Posted: 29 Jul 2020 Last Revised: 08 Feb 2022
Hamed Amini and Andreea Minca
University of Florida and Cornell University
Downloads 117 (360,904)
Citation 3

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Social distancing game, epidemic risks, cohort effects, insurance investment

16.

Contagion Risks and Security Investment in Directed Networks

Number of pages: 37 Posted: 08 Sep 2020 Last Revised: 12 May 2022
Hamed Amini
University of Florida
Downloads 101 (399,778)
Citation 3

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contagion, systemic risk, economic epidemiology, self-protection, security investment, cyber-insurance, heterogeneous networks

17.

Control of Interbank Contagion Under Partial Information

Number of pages: 26 Posted: 22 May 2015
Hamed Amini, Andreea Minca and Agnes Sulem
University of Florida, Cornell University and INRIA Paris
Downloads 96 (413,332)
Citation 2

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Systemic risk, Optimal control, Financial networks, Lender of last resort

18.

Clustering Heterogeneous Financial Networks

Number of pages: 44 Posted: 12 Jan 2023
Hamed Amini, Yudong Chen, Andreea Minca and Xin Qian
University of Florida, University of Wisconsin - Madison - Department of Computer Sciences, Cornell University and Northwestern University - Department of Industrial Engineering and Management Sciences
Downloads 88 (436,795)

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Clustering, community detection, financial networks, overlapping portfolios.

19.

Ruin Probabilities for Risk Processes in Stochastic Networks

Number of pages: 32 Posted: 14 Feb 2023
Hamed Amini, Zhongyuan Cao, Andreea Minca and Agnes Sulem
University of Florida, INRIA Paris, Cornell University and INRIA Paris
Downloads 83 (452,366)

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Risk processes, ruin probabilities, stochastic networks.

20.

Clearing Financial Networks: Impact on Equilibrium Asset Prices and Seniority of Claims

Number of pages: 28 Posted: 21 Jul 2020
Hamed Amini and Andreea Minca
University of Florida and Cornell University
Downloads 82 (455,705)
Citation 1

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Systemic Risk, Financial Network, Central Clearing, Portfolio Compression

21.

The Default Cascade Process in Stochastic Financial Networks

Number of pages: 12 Posted: 30 Jan 2022 Last Revised: 07 Sep 2022
Hamed Amini, Zhongyuan Cao and Agnes Sulem
University of Florida, INRIA Paris and INRIA Paris
Downloads 74 (483,469)

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Financial Networks, Systemic Risk, Default Cascade Process, Limit Theorems.

22.

Optimal Network Compression

Number of pages: 32 Posted: 08 Oct 2020 Last Revised: 03 Feb 2022
Hamed Amini and Zachary Feinstein
University of Florida and Stevens Institute of Technology - School of Business
Downloads 44 (616,726)
Citation 3

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systemic risk, financial networks, portfolio compression, genetic algorithm