Items where Author is "Gandy, Axel"

Item Type No Grouping

Adjustable network reconstruction with applications to CDS exposures. Gandy, Axel; Veraart, Luitgard A. M.

A Bayesian methodology for systemic risk assessment in financial networks. Gandy, Axel; Veraart, Luitgard A. M.

Compound poisson models for weighted networks with applications in finance. Gandy, Axel; Veraart, Luitgard A. M. picture_as_pdf

The effect of estimation in high-dimensional portfolios. Gandy, Axel; Veraart, Luitgard A. M.