Troy, NY 12180
United States
Rensselaer Polytechnic Institute (RPI)
SSRN RANKINGS
in Total Papers Downloads
Solar energy, risk management, natural hedge, cross hedge, weather derivatives, locational basis risk
Risk Management, Machine Learning, Interpretability, Predictive Analytics
Risk culture, machine learning, text mining, cluster analysis
OR in Banking, Financial Networks, Liquidity Risk Management, Systemic Risk, Hidden Markov Models
Financial Innovation, Derivative Instruments, Derivative Pricing Models, Fractional Brownian Motion
network analysis, multiplex network, board of director, firm characteristics
Risk management, Hedge, Network, Optimal hedging strategy
Contingent Convertible Debt, Network Model, Systemic Risk, 13-F Filing
asset price dynamics, non-stationarity, network structures, correlation dynamics
Renewable generation risk, risk-free tranche, pricing framework
asset prices, jump diffusion, jump correlation, contagion dynamics, network analysis
Contagion, Bond Defaults, Factor Models, Firm-Level Risk Assessment
