Zachary Feinstein

According to our database, Zachary Feinstein authored at least 27 papers between 2015 and 2025.

Collaborative distances:

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

2025

Dynamic clearing and contagion in financial networks.

Tathagata Banerjee, Alex Bernstein, Zachary Feinstein

Eur. J. Oper. Res., 2025

2024

Deep learning the efficient frontier of convex vector optimization problems.

Zachary Feinstein, Birgit Rudloff

J. Glob. Optim., October, 2024

Short Communication: On the Separability of Vector-Valued Risk Measures.

Çagin Ararat, Zachary Feinstein

SIAM J. Financial Math., 2024

Technical Note - Characterizing and Computing the Set of Nash Equilibria via Vector Optimization.

Zachary Feinstein, Birgit Rudloff

Oper. Res., 2024

Large Language Model in Financial Regulatory Interpretation.

Zhiyu Cao, Zachary Feinstein

CoRR, 2024

2023

Decentralized payment clearing using blockchain and optimal bidding.

Hamed Amini, Maxim Bichuch, Zachary Feinstein

Eur. J. Oper. Res., August, 2023

Contingent Convertible Obligations and Financial Stability.

Zachary Feinstein, Thomas R. Hurd

SIAM J. Financial Math., March, 2023

Optimal network compression.

Hamed Amini, Zachary Feinstein

Eur. J. Oper. Res., 2023

Stochastic Cell Transmission Models of Traffic Networks.

Zachary Feinstein, Marcel Kleiber, Stefan Weber

CoRR, 2023

Modeling Inverse Demand Function with Explainable Dual Neural Networks.

Zhiyu Cao, Zihan Chen, Prerna Mishra, Hamed Amini, Zachary Feinstein

Proceedings of the 4th ACM International Conference on AI in Finance, 2023

2022

Short Communication: Clearing Prices under Margin Calls and the Short Squeeze.

Zachary Feinstein

SIAM J. Financial Math., 2022

Dynamic Set Values for Nonzero-Sum Games with Multiple Equilibriums.

Zachary Feinstein, Birgit Rudloff, Jianfeng Zhang

Math. Oper. Res., 2022

Scalar Multivariate Risk Measures with a Single Eligible Asset.

Zachary Feinstein, Birgit Rudloff

Math. Oper. Res., 2022

Endogenous Inverse Demand Functions.

Maxim Bichuch, Zachary Feinstein

Oper. Res., 2022

Pricing of Debt and Equity in a Financial Network with Comonotonic Endowments.

Tathagata Banerjee, Zachary Feinstein

Oper. Res., 2022

A repo model of fire sales with VWAP and LOB pricing mechanisms.

Maxim Bichuch, Zachary Feinstein

Eur. J. Oper. Res., 2022

2021

Short Communication: Dynamic Default Contagion in Heterogeneous Interbank Systems.

Zachary Feinstein, Andreas Søjmark

SIAM J. Financial Math., 2021

Price mediated contagion through capital ratio requirements with VWAP liquidation prices.

Tathagata Banerjee, Zachary Feinstein

Eur. J. Oper. Res., 2021

2020

A machine learning efficient frontier.

Brian Clark, Zachary Feinstein, Majeed Simaan

Oper. Res. Lett., 2020

Capital regulation under price impacts and dynamic financial contagion.

Zachary Feinstein

Eur. J. Oper. Res., 2020

2019

Obligations with Physical Delivery in a Multilayered Financial Network.

Zachary Feinstein

SIAM J. Financial Math., 2019

Optimization of Fire Sales and Borrowing in Systemic Risk.

Maxim Bichuch, Zachary Feinstein

SIAM J. Financial Math., 2019

2018

Sensitivity of the Eisenberg-Noe Clearing Vector to Individual Interbank Liabilities.

Zachary Feinstein, Weijie Pang, Birgit Rudloff, Eric Schaanning, Stephan Sturm, Mackenzie Wildman

SIAM J. Financial Math., 2018

2017

Measures of Systemic Risk.

Zachary Feinstein, Birgit Rudloff, Stefan Weber

SIAM J. Financial Math., 2017

Financial contagion and asset liquidation strategies.

Zachary Feinstein

Oper. Res. Lett., 2017

A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle.

Zachary Feinstein, Birgit Rudloff

J. Glob. Optim., 2017

2015

Multi-portfolio time consistency for set-valued convex and coherent risk measures.

Zachary Feinstein, Birgit Rudloff

Finance Stochastics, 2015