[WWW 2022] Supplementary Code for "Allocating Stimulus Checks in Times of Crisis"
optimization information-network fairness financial-contagion bailouts eisenberg-noe access-to-opportunity
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Jan 17, 2022 - Python
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financial-contagion
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Sep 6, 2019 - R
"Financial Contagion in a Multi-layer Network", IMF Working paper
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Dec 1, 2020 - Jupyter Notebook
Graph-attention networks for predicting cross-asset stablecoin contagion on real minute-level multi-venue data (ICAIF 2026)
reproducible-research graph-attention-networks graph-neural-networks defi financial-contagion systemic-risk stablecoins
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Jun 22, 2026 - Python
Analysis of diversification breakdown during Bitcoin crash events. Found 89.5% compression in correlation gap between defensive and high-beta equities.
python data-science machine-learning bitcoin tensorflow quantitative-finance risk-management correlation-analysis portfolio-management financial-contagion systemic-risk cyrptocurrency
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Jan 8, 2026 - Jupyter Notebook
Provenance-gated analysis of when on-chain Curve flow signals stablecoin stress propagation (ICAIF 2026)
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Jun 22, 2026 - Python
π Explore cross-asset contagion during stress regimes, analyzing Bitcoin's impact on equity correlations from 2020 to 2025 for smarter investment strategies.
python data-science machine-learning bitcoin tensorflow quantitative-finance risk-management correlation-analysis portfolio-management financial-contagion systemic-risk cyrptocurrency
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Sep 7, 2026 - Jupyter Notebook
Monte Carlo simulation of shock propagation in financial cross-holding networks, with reproducible experiments and tests.
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Sep 5, 2026 - Python
End-to-End Python implementation of Feng's (2026) scalable systemic-risk analytics engine. Implements: exact rank-K reduction of finite-N interbank networks to macroscopic feedback ODEs, directed graphon limits with Wasserstein stability bounds, and indicator-loss well-posedness theory for scalable, provably convergent, auditable risk analytics.
python reproducible-research jupyter-notebook network-science stress-testing monte-carlo-simulation dynamical-systems mathematical-finance numerical-analysis singular-value-decomposition low-rank-approximation financial-contagion systemic-risk early-warning-indicators wasserstein-distance measure-theoretic-probability financial-networks graphon-theory empirical-process-theory sovereign-exposure
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Aug 8, 2026 - Jupyter Notebook
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