Gubiec, Tomasz
- Multi-phase long-term autocorrelated diffusion: Stationary continuous-time Weierstrass walk vs. flight
2019/07/24 by Tomasz Gubiec, Gubiec, Tomasz, Jarosław Klamut +3 · 1 citation
Computer Science · Physics and Astronomy · #FOS: Physical sciences #Statistical Mechanics (cond-mat.stat-mech) #Target Tracking and Data Fusion in Sensor Networks #cond-mat.stat-mech
- Can banks default overnight? Modeling endogenous contagion on O/N interbank market
2016/03/16 by Paweł Smaga, Smaga, Paweł, Mateusz Wiliński +7 · 1 citation
Economics, Econometrics and Finance · #Asset (computer security) #Banking stability, regulation, efficiency #Business #Complex Systems and Time Series Analysis #Default #Economic theories and models #Economics #FOS: Economics and business #FOS: Physical sciences #Finance #Financial crisis #Financial system #General Economics (econ.GN) #Interbank lending market #Liquidity crisis #Liquidity risk #Market liquidity #Monetary economics #Physics and Society (physics.soc-ph) #Psychological resilience #Risk Management (q-fin.RM) #Systemic risk