Hamed Amini

University of Florida

University of Florida

Gainesville, FL 32611

United States

SCHOLARLY PAPERS

26

DOWNLOADS
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Top 8,796

in Total Papers Downloads

9,902

SSRN CITATIONS
Rank 7,579

SSRN RANKINGS

Top 7,579

in Total Papers Citations

150

CROSSREF CITATIONS

83

Scholarly Papers (26)

1.
Downloads 2,304 (12,370)
Citation 18

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, École Polytechnique Fédérale de Lausanne and Cornell University
Downloads 2,124 (13,845)
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, École Polytechnique Fédérale de Lausanne and Cornell University
Downloads 180 (310,895)
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 1,584 (22,284)
Citation 9

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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 1,528 (23,527)
Citation 33

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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 626 (81,560)

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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 532 (99,670)
Citation 6

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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 470 (115,738)
Citation 14

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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, École Polytechnique Fédérale de Lausanne and Cornell University
Downloads 354 (160,028)
Citation 14

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Over the Counter Markets, Financial Network, Partial Multilateral Netting

8.

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, École Polytechnique Fédérale de Lausanne and Cornell University
Downloads 275 (208,663)
Citation 15

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

9.

Blockchain Adoption and Optimal Reinsurance Design

Number of pages: 37 Posted: 01 Sep 2021 Last Revised: 02 Feb 2023
University of Florida, World Bank, SKEMA Business School - Univ Cote d'Azur and Cornell University
Downloads 234 (245,748)

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

10.

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 174 (320,802)
Citation 1

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collective risk theory, systemic risk, default contagion

11.

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 168 (330,758)
Citation 4

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

12.

Fire Sales, Default Cascades and Complex Financial Networks

Number of pages: 33 Posted: 05 Oct 2021 Last Revised: 26 Dec 2023
Hamed Amini, Zhongyuan Cao and Agnes Sulem
University of Florida, INRIA Paris and INRIA Paris
Downloads 148 (367,720)
Citation 1

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

13.

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, State University of New York (SUNY) - Buffalo and Stevens Institute of Technology - School of Business
Downloads 145 (373,835)

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

14.

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

Number of pages: 37 Posted: 24 Jul 2022 Last Revised: 07 Apr 2023
Hamed Amini, Zhongyuan Cao and Agnes Sulem
University of Florida, INRIA Paris and INRIA Paris
Downloads 142 (382,136)

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

15.

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 137 (390,752)

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Clustering, community detection, financial networks, overlapping portfolios.

16.

The Default Cascade Process in Stochastic Financial Networks

Number of pages: 15 Posted: 30 Jan 2022 Last Revised: 19 Jul 2023
Hamed Amini, Zhongyuan Cao and Agnes Sulem
University of Florida, INRIA Paris and INRIA Paris
Downloads 133 (400,101)
Citation 5

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

17.

Limit Theorems for Default Contagion and Systemic Risk

Number of pages: 45 Posted: 24 Mar 2021 Last Revised: 16 Apr 2023
Hamed Amini, Zhongyuan Cao and Agnes Sulem
University of Florida, INRIA Paris and INRIA Paris
Downloads 125 (419,406)

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

18.

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 118 (437,972)
Citation 3

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

19.

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 118 (440,840)
Citation 3

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Systemic Risk, Financial Network, Central Clearing, Portfolio Compression

20.

Ruin Probabilities for Risk Processes in Stochastic Networks

Number of pages: 35 Posted: 14 Feb 2023 Last Revised: 14 Nov 2023
University of Florida, INRIA Paris, Cornell University and INRIA Paris
Downloads 111 (458,442)

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Risk processes, ruin probabilities, stochastic networks.

21.

Contagion Risks and Security Investment in Directed Networks

Number of pages: 38 Posted: 08 Sep 2020 Last Revised: 26 Apr 2023
Hamed Amini
University of Florida
Downloads 106 (473,868)
Citation 4

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

22.

Stochastic Graphon Games with Jumps and Approximate Nash Equilibria

Number of pages: 37 Posted: 18 Apr 2023 Last Revised: 03 Aug 2023
Hamed Amini, Zhongyuan Cao and Agnes Sulem
University of Florida, INRIA Paris and INRIA Paris
Downloads 105 (477,260)

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Graphons, mean field games, jump measures, heterogenous interactions, controlled dynamics, approximate Nash equilbria

23.

Dynamics of Cascading Losses in Locally Tree-Like Networks

Number of pages: 31 Posted: 21 Mar 2024 Last Revised: 11 Apr 2024
Hamed Amini and Erfan Salavati
University of Florida and Independent
Downloads 80 (567,538)

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Risk processes, financial networks, systemic risk, ruin probabilities, random graphs

24.

Decentralized Prediction Markets and Sports Books

Number of pages: 30 Posted: 24 Jul 2023 Last Revised: 03 Aug 2023
Hamed Amini, Maxim Bichuch and Zachary Feinstein
University of Florida, State University of New York (SUNY) - Buffalo and Stevens Institute of Technology - School of Business
Downloads 70 (611,571)

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Decentralized Finance, FinTech, Decentralized Exchange, Automated Market Makers, Prediction Market, Sports Book.

25.

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 64 (641,004)
Citation 5

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systemic risk, financial networks, portfolio compression, genetic algorithm

26.

Central Limit Theorems for Price-Mediated Contagion in Stochastic Financial Networks

Number of pages: 39 Posted: 02 Feb 2024
Hamed Amini, Zhongyuan Cao and Agnes Sulem
University of Florida, INRIA Paris and INRIA Paris
Downloads 51 (713,785)

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