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34 results on '"Amini, Hamed"'

10. Evaluation of cell-free DNA approaches for multi-cancer early detection

Author

Jamshidi, Arash, primary, Liu, Minetta C., additional, Klein, Eric A., additional, Venn, Oliver, additional, Hubbell, Earl, additional, Beausang, John F., additional, Gross, Samuel, additional, Melton, Collin, additional, Fields, Alexander P., additional, Liu, Qinwen, additional, Zhang, Nan, additional, Fung, Eric T., additional, Kurtzman, Kathryn N., additional, Amini, Hamed, additional, Betts, Craig, additional, Civello, Daniel, additional, Freese, Peter, additional, Calef, Robert, additional, Davydov, Konstantin, additional, Fayzullina, Saniya, additional, Hou, Chenlu, additional, Jiang, Roger, additional, Jung, Byoungsok, additional, Tang, Susan, additional, Demas, Vasiliki, additional, Newman, Joshua, additional, Sakarya, Onur, additional, Scott, Eric, additional, Shenoy, Archana, additional, Shojaee, Seyedmehdi, additional, Steffen, Kristan K., additional, Nicula, Virgil, additional, Chien, Tom C., additional, Bagaria, Siddhartha, additional, Hunkapiller, Nathan, additional, Desai, Mohini, additional, Dong, Zhao, additional, Richards, Donald A., additional, Yeatman, Timothy J., additional, Cohn, Allen L., additional, Thiel, David D., additional, Berry, Donald A., additional, Tummala, Mohan K., additional, McIntyre, Kristi, additional, Sekeres, Mikkael A., additional, Bryce, Alan, additional, Aravanis, Alexander M., additional, Seiden, Michael V., additional, and Swanton, Charles, additional

Published
2022
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13. Limit Theorems for Default Contagion and Systemic Risk

Author

Amini, Hamed, Cao, Zhongyuan, Sulem, Agnès, Georgia State University, University System of Georgia (USG), Mathematical Risk Handling (MATHRISK), Université Paris-Est Marne-la-Vallée (UPEM)-École des Ponts ParisTech (ENPC)-Inria de Paris, and Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)

Subjects
Financial Networks, Systemic Risk, History, Polymers and Plastics, Probability (math.PR), 91G45, 91B05, 05C80, Default Contagion, Industrial and Manufacturing Engineering, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], FOS: Economics and business, Random Graphs, Risk Management (q-fin.RM), Economics - Theoretical Economics, FOS: Mathematics, Theoretical Economics (econ.TH), Business and International Management, Mathematics - Probability, Quantitative Finance - Risk Management
Abstract

We consider a general tractable model for default contagion and systemic risk in a heterogeneous financial network, subject to an exogenous macroeconomic shock. We show that, under some regularity assumptions, the default cascade model could be transferred to a death process problem represented by balls-and-bins model. We also reduce the dimension of the problem by classifying banks according to different types, in an appropriate type space. These types may be calibrated to real-world data by using machine learning techniques. We then state various limit theorems regarding the final size of default cascade over different types. In particular, under suitable assumptions on the degree and threshold distributions, we show that the final size of default cascade has asymptotically Gaussian fluctuations. We next state limit theorems for different system-wide wealth aggregation functions and show how the systemic risk measure, in a given stress test scenario, could be related to the structure and heterogeneity of financial networks. We finally show how these results could be used by a social planner to optimally target interventions during a financial crisis, with a budget constraint and under partial information of the financial network., Comment: 54 pages

Published
2021

18. Sensitive and specific multi-cancer detection and localization using methylation signatures in cell-free DNA

Author

Liu, M.C., primary, Oxnard, G.R., additional, Klein, E.A., additional, Swanton, C., additional, Seiden, M.V., additional, Liu, Minetta C., additional, Oxnard, Geoffrey R., additional, Klein, Eric A., additional, Smith, David, additional, Richards, Donald, additional, Yeatman, Timothy J., additional, Cohn, Allen L., additional, Lapham, Rosanna, additional, Clement, Jessica, additional, Parker, Alexander S., additional, Tummala, Mohan K., additional, McIntyre, Kristi, additional, Sekeres, Mikkael A., additional, Bryce, Alan H., additional, Siegel, Robert, additional, Wang, Xuezhong, additional, Cosgrove, David P., additional, Abu-Rustum, Nadeem R., additional, Trent, Jonathan, additional, Thiel, David D., additional, Becerra, Carlos, additional, Agrawal, Manish, additional, Garbo, Lawrence E., additional, Giguere, Jeffrey K., additional, Michels, Ross M., additional, Harris, Ronald P., additional, Richey, Stephen L., additional, McCarthy, Timothy A., additional, Waterhouse, David M., additional, Couch, Fergus J., additional, Wilks, Sharon T., additional, Krie, Amy K., additional, Balaraman, Rama, additional, Restrepo, Alvaro, additional, Meshad, Michael W., additional, Rieger-Christ, Kimberly, additional, Sullivan, Travis, additional, Lee, Christine M., additional, Greenwald, Daniel R., additional, Oh, William, additional, Tsao, Che-Kai, additional, Fleshner, Neil, additional, Kennecke, Hagen F., additional, Khalil, Maged F., additional, Spigel, David R., additional, Manhas, Atisha P., additional, Ulrich, Brian K., additional, Kovoor, Philip A., additional, Stokoe, Christopher, additional, Courtright, Jay G., additional, Yimer, Habte A., additional, Larson, Timothy G., additional, Swanton, Charles, additional, Seiden, Michael V., additional, Cummings, Steven R., additional, Absalan, Farnaz, additional, Alexander, Gregory, additional, Allen, Brian, additional, Amini, Hamed, additional, Aravanis, Alexander M., additional, Bagaria, Siddhartha, additional, Bazargan, Leila, additional, Beausang, John F., additional, Berman, Jennifer, additional, Betts, Craig, additional, Blocker, Alexander, additional, Bredno, Joerg, additional, Calef, Robert, additional, Cann, Gordon, additional, Carter, Jeremy, additional, Chang, Christopher, additional, Chawla, Hemanshi, additional, Chen, Xiaoji, additional, Chien, Tom C., additional, Civello, Daniel, additional, Davydov, Konstantin, additional, Demas, Vasiliki, additional, Desai, Mohini, additional, Dong, Zhao, additional, Fayzullina, Saniya, additional, Fields, Alexander P., additional, Filippova, Darya, additional, Freese, Peter, additional, Fung, Eric T., additional, Gnerre, Sante, additional, Gross, Samuel, additional, Halks-Miller, Meredith, additional, Hall, Megan P., additional, Hartman, Anne-Renee, additional, Hou, Chenlu, additional, Hubbell, Earl, additional, Hunkapiller, Nathan, additional, Jagadeesh, Karthik, additional, Jamshidi, Arash, additional, Jiang, Roger, additional, Jung, Byoungsok, additional, Kim, TaeHyung, additional, Klausner, Richard D., additional, Kurtzman, Kathryn N., additional, Lee, Mark, additional, Lin, Wendy, additional, Lipson, Jafi, additional, Liu, Hai, additional, Liu, Qinwen, additional, Lopatin, Margarita, additional, Maddala, Tara, additional, Maher, M. Cyrus, additional, Melton, Collin, additional, Mich, Andrea, additional, Nautiyal, Shivani, additional, Newman, Jonathan, additional, Newman, Joshua, additional, Nicula, Virgil, additional, Nicolaou, Cosmos, additional, Nikolic, Ongjen, additional, Pan, Wenying, additional, Patel, Shilpen, additional, Prins, Sarah A., additional, Rava, Richard, additional, Ronaghi, Neda, additional, Sakarya, Onur, additional, Satya, Ravi Vijaya, additional, Schellenberger, Jan, additional, Scott, Eric, additional, Sehnert, Amy J., additional, Shaknovich, Rita, additional, Shanmugam, Avinash, additional, Shashidhar, K.C., additional, Shen, Ling, additional, Shenoy, Archana, additional, Shojaee, Seyedmehdi, additional, Singh, Pranav, additional, Steffen, Kristan K., additional, Tang, Susan, additional, Toung, Jonathan M., additional, Valouev, Anton, additional, Venn, Oliver, additional, Williams, Richard T., additional, Wu, Tony, additional, Xu, Hui H., additional, Yakym, Christopher, additional, Yang, Xiao, additional, Yecies, Jessica, additional, Yip, Alexander S., additional, Youngren, Jack, additional, Yue, Jeanne, additional, Zhang, Jingyang, additional, Zhang, Lily, additional, Zhang, Lori (Quan), additional, Zhang, Nan, additional, Curtis, Christina, additional, and Berry, Donald A., additional

Published
2020
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