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Mante Zelvyte
Observed name:
Zelvyte, Mante
Institution:
University College London
Observed institution:
University College London
OpenAlex ID:
A5046940241
Bayesian backtesting for counterparty risk models
2023
·
Mante Zelvyte
, Matthias Arnsdorf
·
The Journal of Risk Model Validation
·
2
A Multiplex Network Hawkes Model for Systemic Risk Measurement
2026
·
Zelvyte, Mante
, Griffin, Jim E.
·
arXiv (Cornell University)
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Works count:
4
Citation count:
2
H-index:
1
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