Zachary Feinstein

31 papers Journal 29Unranked 2
YearRankTypeTitle / 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