Andreea Minca

According to our database, Andreea Minca authored at least 26 papers between 2015 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Social distancing game and insurance investment in a pandemic.

Hamed Amini, Andreea Minca

Ann. Oper. Res., May, 2024

Blockchain adoption and optimal reinsurance design.

Hamed Amini, Romain Deguest, Engin Iyidogan, Andreea Minca

Eur. J. Oper. Res., 2024

Model Based Simulation vs Generative Modeling in Limit Order Books.

Umur Cetin, Andreea Minca

Proceedings of the IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, 2024

2023

Reinforcement Learning for SBM Graphon Games with Re-Sampling.

Peihan Huo, Oscar Peralta, Junyu Guo, Qiaomin Xie, Andreea Minca

CoRR, 2023

2022

A Dynamic Contagion Risk Model with Recovery Features.

Hamed Amini, Andreea Minca, Agnès Sulem

Math. Oper. Res., 2022

Optimal intervention in economic networks using influence maximization methods.

Ariah Klages-Mundt, Andreea Minca

Eur. J. Oper. Res., 2022

Epidemic Spreading and Equilibrium Social Distancing in Heterogeneous Networks.

Hamed Amini, Andreea Minca

Dyn. Games Appl., 2022

Decentralized Governance of Stablecoins with Closed Form Valuation.

Lucy Huo, Ariah Klages-Mundt, Andreea Minca, Frederik Christian Münter, Mads Rude Wind

Proceedings of the 3rd International Conference on Mathematical Research for Blockchain Economy, 2022

2021

Decentralized Governance of Stablecoins with Option Pricing.

Lucy Huo, Ariah Klages-Mundt, Andreea Minca, Frederik Christian Münter, Mads Rude Wind

CoRR, 2021

Learning While Playing in Mean-Field Games: Convergence and Optimality.

Qiaomin Xie, Zhuoran Yang, Zhaoran Wang, Andreea Minca

Proceedings of the 38th International Conference on Machine Learning, 2021

2020

Systemic Risk in Networks with a Central Node.

Hamed Amini, Damir Filipovic, Andreea Minca

SIAM J. Financial Math., 2020

Information avoidance and overvaluation under epistemic constraints: Principles and implications for regulatory policies.

Matteo Pozzi, Carl Malings, Andreea Minca

Reliab. Eng. Syst. Saf., 2020

Cascading Losses in Reinsurance Networks.

Ariah Klages-Mundt, Andreea Minca

Manag. Sci., 2020

Dynamic Leveraging-Deleveraging Games.

Andreea Minca, Johannes Wissel

Oper. Res., 2020

Provable Fictitious Play for General Mean-Field Games.

Qiaomin Xie, Zhuoran Yang, Zhaoran Wang, Andreea Minca

CoRR, 2020

Pandemic Risks and Equilibrium Social Distancing in Heterogeneous Networks.

Hamed Amini, Andreea Minca

CoRR, 2020

While Stability Lasts: A Stochastic Model of Stablecoins.

Ariah Klages-Mundt, Andreea Minca

CoRR, 2020

Stablecoins 2.0: Economic Foundations and Risk-based Models.

Ariah Klages-Mundt, Dominik Harz, Lewis Gudgeon, Jun-You Liu, Andreea Minca

Proceedings of the AFT '20: 2nd ACM Conference on Advances in Financial Technologies, 2020

2019

Clustering Degree-Corrected Stochastic Block Model with Outliers.

Xin Qian, Yudong Chen, Andreea Minca

CoRR, 2019

(In)Stability for the Blockchain: Deleveraging Spirals and Stablecoin Attacks.

Ariah Klages-Mundt, Andreea Minca

CoRR, 2019

2016

Uniqueness of equilibrium in a payment system with liquidation costs.

Hamed Amini, Damir Filipovic, Andreea Minca

Oper. Res. Lett., 2016

Inhomogeneous Financial Networks and Contagious Links.

Hamed Amini, Andreea Minca

Oper. Res., 2016

To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting.

Hamed Amini, Damir Filipovic, Andreea Minca

Oper. Res., 2016

Credit default swaps and systemic risk.

Rama Cont, Andreea Minca

Ann. Oper. Res., 2016

2015

Control of Interbank Contagion Under Partial Information.

Hamed Amini, Andreea Minca, Agnès Sulem

SIAM J. Financial Math., 2015

When do creditors with heterogeneous beliefs agree to run?

Andrey Krishenik, Andreea Minca, Johannes Wissel

Finance Stochastics, 2015