Andreea Minca

28 papers A* 1B 1Journal 24Unranked 2
YearRankTypeTitle / Venue / Authors
2024 J jnl
Blockchain adoption and optimal reinsurance design.
Eur. J. Oper. Res.
Hamed Amini, Romain Deguest, Engin Iyidogan, Andreea Minca
2024 — conf
Model Based Simulation vs Generative Modeling in Limit Order Books.
CIFEr
Umur Cetin, Andreea Minca
2024 J jnl
Social distancing game and insurance investment in a pandemic.
Ann. Oper. Res.
Hamed Amini, Andreea Minca
2023 J jnl
Reinforcement Learning for SBM Graphon Games with Re-Sampling.
CoRR
Peihan Huo, Oscar Peralta, Junyu Guo, Qiaomin Xie, Andreea Minca
2022 J jnl
A Dynamic Contagion Risk Model with Recovery Features.
Math. Oper. Res.
Hamed Amini, Andreea Minca, Agnès Sulem
2022 — conf
Decentralized Governance of Stablecoins with Closed Form Valuation.
MARBLE
Lucy Huo, Ariah Klages-Mundt, Andreea Minca, Frederik Christian Münter, Mads Rude Wind
2022 J jnl
Epidemic Spreading and Equilibrium Social Distancing in Heterogeneous Networks.
Dyn. Games Appl.
Hamed Amini, Andreea Minca
2022 J jnl
Optimal intervention in economic networks using influence maximization methods.
Eur. J. Oper. Res.
Ariah Klages-Mundt, Andreea Minca
2021 J jnl
Decentralized Governance of Stablecoins with Option Pricing.
CoRR
Lucy Huo, Ariah Klages-Mundt, Andreea Minca, Frederik Christian Münter, Mads Rude Wind
2021 A* conf
Learning While Playing in Mean-Field Games: Convergence and Optimality.
ICML
Qiaomin Xie, Zhuoran Yang, Zhaoran Wang, Andreea Minca
2021 J jnl
Optimal Intervention in Economic Networks using Influence Maximization Methods.
CoRR
Ariah Klages-Mundt, Andreea Minca
2020 J jnl
Cascading Losses in Reinsurance Networks.
Manag. Sci.
Ariah Klages-Mundt, Andreea Minca
2020 J jnl
Dynamic Leveraging-Deleveraging Games.
Oper. Res.
Andreea Minca, Johannes Wissel
2020 J jnl
Information avoidance and overvaluation under epistemic constraints: Principles and implications for regulatory policies.
Reliab. Eng. Syst. Saf.
Matteo Pozzi, Carl Malings, Andreea Minca
2020 J jnl
Pandemic Risks and Equilibrium Social Distancing in Heterogeneous Networks.
CoRR
Hamed Amini, Andreea Minca
2020 J jnl
Provable Fictitious Play for General Mean-Field Games.
CoRR
Qiaomin Xie, Zhuoran Yang, Zhaoran Wang, Andreea Minca
2020 B conf
Stablecoins 2.0: Economic Foundations and Risk-based Models.
AFT
Ariah Klages-Mundt, Dominik Harz, Lewis Gudgeon, Jun-You Liu, Andreea Minca
2020 J jnl
Stablecoins 2.0: Economic Foundations and Risk-based Models.
CoRR
Ariah Klages-Mundt, Dominik Harz, Lewis Gudgeon, Jun-You Liu, Andreea Minca
2020 J jnl
Systemic Risk in Networks with a Central Node.
SIAM J. Financial Math.
Hamed Amini, Damir Filipovic, Andreea Minca
2020 J jnl
While Stability Lasts: A Stochastic Model of Stablecoins.
CoRR
Ariah Klages-Mundt, Andreea Minca
2019 J jnl
(In)Stability for the Blockchain: Deleveraging Spirals and Stablecoin Attacks.
CoRR
Ariah Klages-Mundt, Andreea Minca
2019 J jnl
Clustering Degree-Corrected Stochastic Block Model with Outliers.
CoRR
Xin Qian, Yudong Chen, Andreea Minca
2016 J jnl
Credit default swaps and systemic risk.
Ann. Oper. Res.
Rama Cont, Andreea Minca
2016 J jnl
Inhomogeneous Financial Networks and Contagious Links.
Oper. Res.
Hamed Amini, Andreea Minca
2016 J jnl
To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting.
Oper. Res.
Hamed Amini, Damir Filipovic, Andreea Minca
2016 J jnl
Uniqueness of equilibrium in a payment system with liquidation costs.
Oper. Res. Lett.
Hamed Amini, Damir Filipovic, Andreea Minca
2015 J jnl
Control of Interbank Contagion Under Partial Information.
SIAM J. Financial Math.
Hamed Amini, Andreea Minca, Agnès Sulem
2015 J jnl
When do creditors with heterogeneous beliefs agree to run?
Finance Stochastics
Andrey Krishenik, Andreea Minca, Johannes Wissel