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Helder Rojas

University of São Paulo (USP)

Sao Paulo, Sao Paulo

Brazil

Santander Bank, Brazil

Sao Paulo

Brazil

  • Santander Bank, Brazil

SCHOLARLY PAPERS

4

DOWNLOADS

368

TOTAL CITATIONS

1

Scholarly Papers (4)

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1.

Transmission of Macroeconomic Shocks to Risk Parameters: Their Uses in Stress Testing

Number of pages: 34 Posted: 22 Oct 2018 Last Revised: 28 Jun 2019
Helder Rojas and David Dias
University of São Paulo (USP) and Santander Brazil
Downloads 135 (540,814)
Citation 1

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Transmission of Shocks; Stress Testing; Risk Parameters; General Transfer Function Models; Bayesian Approach

2.

Order book dynamics with liquidity fluctuations: limit theorems and large deviations

Number of pages: 21 Posted: 28 Apr 2020 Last Revised: 06 Jan 2021
Helder Rojas, Artem Logachov and Anatoly Yambartsev
University of São Paulo (USP), Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Science, Russia and Federal University of São Paulo (UNIFESP)
Downloads 108 (649,907)

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Limit order book, Liquidity fluctuations, Markov chains, Limit theorems, Large Deviations, Flash crash.

3.

Stress Testing Network Reconstruction via Graphical Causal Model

Number of pages: 13 Posted: 28 Jun 2019 Last Revised: 14 Apr 2020
Helder Rojas and David Dias
University of São Paulo (USP) and Santander Brazil
Downloads 81 (796,622)

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Stress Testing, Network Reconstruction, Graphical Causality, Regularization Methods

4.

Probabilistic Model for Population Dynamics With Uniform Catastrophes

Number of pages: 4 Posted: 08 Mar 2021
Helder Rojas and Kevin Fernandez
University of São Paulo (USP) and Universidad Peruana de Ciencias Aplicadas - Faculty of Civil Engineering
Downloads 44 (1,133,231)

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