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Why banks want to be complex
(2015)
We investigate whether and how bank complexity affects performance and systemic risk. We base the analysis on a complexity measure that captures diversification and diversity, controlling for size and other bank characteristics. ...
Robust traffic density estimation using discontinuous Galerkin formulation of a macroscopic model
(IEEE, 2015)
In this paper, we develop a data-assimilation algorithm for a macroscopic model of traffic flow. The algorithm is based on the Discontinuous Galerkin Method and Minimax Estimation, and is applied to a macroscopic model ...