Focal Interest
Focal Interest

Complex Systems and Time Series Analysis

External reference: https://openalex.org/T11270

  1. Rapid carbon pricing can create macro-financial instability
    Integrated modeling shows rapid decarbonization via carbon pricing creates macro-financial risks, treatable through coordinated climate and economic stabilization policies.
  2. The Dynamics Of Private Equity Funds When Drawdowns, Performances and Distributions are Correlated
    A stochastic modeling framework for private equity fund dynamics using correlated diffusion processes for drawdowns, performance, and distributions, with adjustment for reporting biases.