no code implementations • 7 Sep 2021 • Tathagata Banerjee, Matthew Kollada, Pablo Gersberg, Oscar Rodriguez, Jane Tiller, Andrew E Jaffe, John Reynders
We developed a novel, interpretable multimodal classification method to identify symptoms of mood disorders viz.
no code implementations • 20 Dec 2019 • Matthew Kollada, Qingzhu Gao, Monika S Mellem, Tathagata Banerjee, William J Martin
To address this, we propose a novel approach entitled "FMRI preprocessing Log mining for Automated, Generalizable Quality Control" (FLAG-QC), in which features derived from mining runtime logs are used to train the classifier.
no code implementations • 26 Oct 2019 • Tathagata Banerjee, Zachary Feinstein
We develop a framework for price-mediated contagion in financial systems where banks are forced to liquidate assets to satisfy a risk-weight based capital adequacy requirement.
no code implementations • 2 Oct 2018 • Tathagata Banerjee, Zachary Feinstein
In this paper we present formulas for the valuation of debt and equity of firms in a financial network under comonotonic endowments.
1 code implementation • 22 May 2018 • Tathagata Banerjee, Zachary Feinstein
In this paper we study the implications of contingent payments on the clearing wealth in a network model of financial contagion.
Mathematical Finance Risk Management
1 code implementation • 6 Jan 2018 • Tathagata Banerjee, Alex Bernstein, Zachary Feinstein
In this paper we introduce a generalized extension of the Eisenberg-Noe model of financial contagion to allow for time dynamics of the interbank liabilities, including a dynamic examination of default risk.
