Search Results for author: Zhiyu Cao

Found 2 papers, 0 papers with code

Price-mediated contagion with endogenous market liquidity

no code implementations10 Nov 2023 Zhiyu Cao, Zachary Feinstein

Price-mediated contagion occurs when a positive feedback loop develops following a drop in asset prices which forces banks and other financial institutions to sell their holdings.

Modeling Inverse Demand Function with Explainable Dual Neural Networks

no code implementations26 Jul 2023 Zhiyu Cao, Zihan Chen, Prerna Mishra, Hamed Amini, Zachary Feinstein

Financial contagion has been widely recognized as a fundamental risk to the financial system.

Cannot find the paper you are looking for? You can Submit a new open access paper.