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Fingerprint Fingerprint is based on mining the text of the experts' scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

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Complex networks Engineering & Materials Science
information flow Physics & Astronomy
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Topology Engineering & Materials Science
Impulse noise Engineering & Materials Science
acoustic measurement Physics & Astronomy
Information theory Engineering & Materials Science
Adaptive systems Engineering & Materials Science

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Research Output 1997 2019

Complex interbank network estimation: sparsity-clustering threshold

Bundi, N. & Khashanah, K., Jan 1 2019, Complex Networks and Their Applications VII - Volume 2 Proceedings The 7th International Conference on Complex Networks and Their Applications COMPLEX NETWORKS 2018. Aiello, L. M., Cherifi, H., Lió, P., Rocha, L. M., Cherifi, C. & Lambiotte, R. (eds.). Springer Verlag, p. 487-498 12 p. (Studies in Computational Intelligence; vol. 813).

Stevens Institute of Technology

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Complex networks
Circuit theory
Topology
Economics
Industry
Open systems
Ordinary differential equations
Dynamic models

A slightly depressing jump model: intraday volatility pattern simulation

Khashanah, K., Chen, J. & Hawkes, A., Feb 1 2018, In : Quantitative Finance. 18, 2, p. 213-224 12 p.

Stevens Institute of Technology

Research output: Contribution to journalArticle

Simulation
Jump
Intraday volatility
Process model
Immigration

Editors’ foreword: Special issue of Quantitative Finance on ‘Hawkes Processes in Finance’

Chen, M., Hawkes, A., Khashanah, K., McMillan, D., Rosenbaum, M., Scalas, E. & Yang, S., Feb 1 2018, In : Quantitative Finance. 18, 2, p. 191-192 2 p.

Stevens Institute of Technology

Research output: Contribution to journalEditorial

Analysis of systemic risk: A dynamic vine copula-based ARMA-EGARCH model

Chen, K. H. & Khashanah, K., Feb 4 2017, Transactions on Engineering Technologies: World Congress on Engineering and Computer Science 2015. Springer Singapore, p. 15-30 16 p.

Stevens Institute of Technology

Research output: Chapter in Book/Report/Conference proceedingChapter