Cheuk Yin Mo

Stevens Institute of Technology - School of Business

Hoboken, NJ 07030

United States

SCHOLARLY PAPERS

2

DOWNLOADS

68

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Interbank Market Formation through Reinforcement Learning and Risk Aversion

Stevens Institute of Technology School of Business Research Paper
Number of pages: 30 Posted: 29 Jun 2017 Last Revised: 26 Jul 2017
Cardiff University - School of Mathematics, Stevens Institute of Technology - School of Business, Government of the United States of America - Office of Financial Research and Stevens Institute of Technology
Downloads 55 (371,856)

Abstract:

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Interbank Lending Market, Contagion Risk, Multi-Agent System, Reinforcement Learning Agent

2.

Bank Contagion Risk Through Fire-Sales: A Heterogeneous Agent Model

Number of pages: 8 Posted: 16 Jan 2019
Xingjia Zhang, Cheuk Yin Mo and Steve Y. Yang
Stevens Institute of Technology, Stevens Institute of Technology - School of Business and Stevens Institute of Technology
Downloads 13 (563,308)

Abstract:

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Interbank Lending Market, Fire Sale, Liquidity Risk, Agent-Based Simulation, Contagion Risk, Network Topology