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Ioannis Anagnostou
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Cited by
Year
Incorporating contagion in portfolio credit risk models using network theory
I Anagnostou, S Sourabh, D Kandhai
Complexity 2018, 1-15, 2018
242018
Contagious defaults in a credit portfolio: a Bayesian network approach
I Anagnostou, J Sánchez Rivero, S Sourabh, D Kandhai
Available at SSRN 3446615, 2019
102019
Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
I Anagnostou, T Squartini, D Kandhai, D Garlaschelli
Quantitative Finance 21 (9), 1501-1518, 2021
62021
Risk factor evolution for counterparty credit risk under a hidden markov model
I Anagnostou, D Kandhai
Risks 7 (2), 66, 2019
52019
How Does Diversity of Media Coverage Influence Firms’ Risk Exposure?
M Torkar, Y Zeng
January 2019, 133, 2019
12019
Calibrating the mean-reversion parameter in the hull-white model using neural networks
G Moysiadis, I Anagnostou, D Kandhai
ECML PKDD 2018 Workshops: MIDAS 2018 and PAP 2018, Dublin, Ireland …, 2019
12019
Risk management in trading activities through the lens of complex systems theory
I Anagnostou
Universiteit van Amsterdam, 2020
2020
Research Article Incorporating Contagion in Portfolio Credit Risk Models Using Network Theory
I Anagnostou, S Sourabh, D Kandhai
2018
UNCERTAINTY ANALYSIS OF PREDICTIONS BY RECOMMENDER SYSTEMS BASED ON MATRIX FACTORIZATION MODELS
S NAZAROVA, F JANSEN, D KANDHAI, V KRZHIZHANOVSKAYA, ...
2016
Deliverable 4.5 MSCA-ITN Training for Big Data in Financial Research and Risk Management “BigDataFinance”
I Anagnostou, S Sourabh, D Kandhai
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Articles 1–10