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Found 6 papers, 1 papers with code
Modeling Inverse Demand Function with Explainable Dual Neural Networks
Financial contagion has been widely recognized as a fundamental risk to the financial system.
Decentralized Prediction Markets and Sports Books
Importantly, we study how liquidity can be pooled or withdrawn from the AMM and the resulting implications to the market behavior.
Decentralized Payment Clearing using Blockchain and Optimal Bidding
Finally, we consider the optimal bidding strategies for each firm in the network so that all firms are utility maximizers with respect to their terminal wealths.
Limit Theorems for Default Contagion and Systemic Risk
We consider a general tractable model for default contagion and systemic risk in a heterogeneous financial network, subject to an exogenous macroeconomic shock.
Optimal Network Compression
This paper introduces a formulation of the optimal network compression problem for financial systems.
Including Physics in Deep Learning -- An example from 4D seismic pressure saturation inversion
Approaching these problems can benefit from including prior information from physics models or transforming data to a beneficial domain.
