Zachary Feinstein

31 papers Journal 29Unranked 2

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	Approximating the Set of Nash Equilibria for Convex Games. Oper. Res. Zachary Feinstein, Niklas Hey, Birgit Rudloff
2025	J	`jnl`	Dynamic clearing and contagion in financial networks. Eur. J. Oper. Res. Tathagata Banerjee, Alex Bernstein, Zachary Feinstein
2024	J	`jnl`	Deep learning the efficient frontier of convex vector optimization problems. J. Glob. Optim. Zachary Feinstein, Birgit Rudloff
2024	—	`conf`	Large Language Model in Financial Regulatory Interpretation. CIFEr Zhiyu Cao, Zachary Feinstein
2024	J	`jnl`	Large Language Model in Financial Regulatory Interpretation. CoRR Zhiyu Cao, Zachary Feinstein
2024	J	`jnl`	Short Communication: On the Separability of Vector-Valued Risk Measures. SIAM J. Financial Math. Çagin Ararat, Zachary Feinstein
2024	J	`jnl`	Technical Note - Characterizing and Computing the Set of Nash Equilibria via Vector Optimization. Oper. Res. Zachary Feinstein, Birgit Rudloff
2023	J	`jnl`	Contingent Convertible Obligations and Financial Stability. SIAM J. Financial Math. Zachary Feinstein, Thomas R. Hurd
2023	J	`jnl`	Decentralized payment clearing using blockchain and optimal bidding. Eur. J. Oper. Res. Hamed Amini, Maxim Bichuch, Zachary Feinstein
2023	—	`conf`	Modeling Inverse Demand Function with Explainable Dual Neural Networks. ICAIF Zhiyu Cao, Zihan Chen, Prerna Mishra, Hamed Amini, Zachary Feinstein
2023	J	`jnl`	Modeling Inverse Demand Function with Explainable Dual Neural Networks. CoRR Zhiyu Cao, Zihan Chen, Prerna Mishra, Hamed Amini, Zachary Feinstein
2023	J	`jnl`	Optimal network compression. Eur. J. Oper. Res. Hamed Amini, Zachary Feinstein
2023	J	`jnl`	Stochastic Cell Transmission Models of Traffic Networks. CoRR Zachary Feinstein, Marcel Kleiber, Stefan Weber
2022	J	`jnl`	A repo model of fire sales with VWAP and LOB pricing mechanisms. Eur. J. Oper. Res. Maxim Bichuch, Zachary Feinstein
2022	J	`jnl`	Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums. Math. Oper. Res. Zachary Feinstein, Birgit Rudloff, Jianfeng Zhang
2022	J	`jnl`	Endogenous Inverse Demand Functions. Oper. Res. Maxim Bichuch, Zachary Feinstein
2022	J	`jnl`	Pricing of Debt and Equity in a Financial Network with Comonotonic Endowments. Oper. Res. Tathagata Banerjee, Zachary Feinstein
2022	J	`jnl`	Scalar Multivariate Risk Measures with a Single Eligible Asset. Math. Oper. Res. Zachary Feinstein, Birgit Rudloff
2022	J	`jnl`	Short Communication: Clearing Prices under Margin Calls and the Short Squeeze. SIAM J. Financial Math. Zachary Feinstein
2021	J	`jnl`	Price mediated contagion through capital ratio requirements with VWAP liquidation prices. Eur. J. Oper. Res. Tathagata Banerjee, Zachary Feinstein
2021	J	`jnl`	Short Communication: Dynamic Default Contagion in Heterogeneous Interbank Systems. SIAM J. Financial Math. Zachary Feinstein, Andreas Søjmark
2020	J	`jnl`	A machine learning efficient frontier. Oper. Res. Lett. Brian Clark, Zachary Feinstein, Majeed Simaan
2020	J	`jnl`	Capital regulation under price impacts and dynamic financial contagion. Eur. J. Oper. Res. Zachary Feinstein
2020	J	`jnl`	Optimal Network Compression. CoRR Hamed Amini, Zachary Feinstein
2019	J	`jnl`	Obligations with Physical Delivery in a Multilayered Financial Network. SIAM J. Financial Math. Zachary Feinstein
2019	J	`jnl`	Optimization of Fire Sales and Borrowing in Systemic Risk. SIAM J. Financial Math. Maxim Bichuch, Zachary Feinstein
2018	J	`jnl`	Sensitivity of the Eisenberg-Noe Clearing Vector to Individual Interbank Liabilities. SIAM J. Financial Math. Zachary Feinstein, Weijie Pang, Birgit Rudloff, Eric Schaanning, Stephan Sturm, Mackenzie Wildman
2017	J	`jnl`	A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle. J. Glob. Optim. Zachary Feinstein, Birgit Rudloff
2017	J	`jnl`	Financial contagion and asset liquidation strategies. Oper. Res. Lett. Zachary Feinstein
2017	J	`jnl`	Measures of Systemic Risk. SIAM J. Financial Math. Zachary Feinstein, Birgit Rudloff, Stefan Weber
2015	J	`jnl`	Multi-portfolio time consistency for set-valued convex and coherent risk measures. Finance Stochastics Zachary Feinstein, Birgit Rudloff