Search results
Results: 15
Number of items: 15
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Boersma, M., Wolsink, J., Sourabh, S., Hoogduin, L. A., & Kandhai, D. (2023). Measure cross-sectoral structural similarities from financial networks. Scientific Reports, 13, Article 7124. https://doi.org/10.1038/s41598-023-34034-w -
Anagnostou, I., Sanchez Rivero, J., Sourabh, S., & Kandhai, D. (2020). Contagious defaults in a credit portfolio: a Bayesian network approach. Journal of Credit Risk, 16(1), 1-26. https://doi.org/10.2139/ssrn.3446615, https://doi.org/10.21314/JCR.2020.257
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Boersma, M., Maliutin, A., Sourabh, S., Hoogduin, L. A., & Kandhai, D. (2020). Reducing the complexity of financial networks using network embeddings. Scientific Reports, 10, Article 17045. https://doi.org/10.1038/s41598-020-74010-2
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Sourabh, S., Hofer, M., & Kandhai, D. (2020). Quantifying systemic risk using Bayesian networks. Web publication or website, Risk.net. https://www.risk.net/7462701
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Boersma, M., Sourabh, S., Hoogduin, L., & Kandhai, D. (2018). Financial statement networks: an application of network theory in audit. The Journal of Network Theory in Finance, 4(4), 59-85. https://doi.org/10.21314/JNTF.2018.048
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Sourabh, S., Hofer, M., & Kandhai, D. (2018). Liquidity risk in derivatives valuation: an improved credit proxy method. Quantitative Finance, 18(3), 467-481 . https://doi.org/10.1080/14697688.2017.1315166
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Enqvist, S., & Sourabh, S. (2018). Bisimulations for coalgebras on Stone spaces. Journal of Logic and Computation, 28(6), 991-1010. https://doi.org/10.1093/logcom/exy001
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Anagnostou, I., Sourabh, S., & Kandhai, D. (2018). Incorporating Contagion in Portfolio Credit Risk Models Using Network Theory. Complexity, 2018, Article 6076173. https://doi.org/10.1155/2018/6076173
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Bezhanishvili, N., & Sourabh, S. (2017). Sahlqvist preservation for topological fixed-point logic. Journal of Logic and Computation, 27(3), 679-703. https://doi.org/10.1093/logcom/exv010
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Palmigiano, A., Sourabh, S., & Zhao, Z. (2017). Jónsson-style canonicity for ALBA-inequalities. Journal of Logic and Computation, 27(3), 817-865. https://doi.org/10.1093/logcom/exv041
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