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Economics and Finance

D-Index
38
Citations
6817
World Ranking
2539
National Ranking
1425

Overview

Kay Giesecke is affiliated with Stanford University in the United States. Their research spans several interconnected fields including Finance, Information Systems, Management Information Systems, Management Science and Operations Research, and Statistics and Probability.

Their research topics cover a range of areas with a focus on stochastic and statistical methods applied in finance and technology. Key topics include:

  • Stochastic processes and financial applications
  • Blockchain Technology Applications and Security
  • Statistical Methods and Inference
  • FinTech, Crowdfunding, Digital Finance
  • Digital Platforms and Economics
  • Big Data and Business Intelligence
  • Probability and Risk Models

Kay Giesecke has contributed to several research publications, mainly appearing in these venues:

  • Management Science
  • SSRN Electronic Journal
  • Mathematics of Operations Research
  • arXiv (Cornell University)

Among the recent papers authored or co-authored by Giesecke are:

  • "Introduction to the Special Section on Data-Driven Prescriptive Analytics" (2022, Management Science)
  • "Reducing Bias in Event Time Simulations via Measure Changes" (2022, Mathematics of Operations Research)

Other notable papers connected with their research context include "Advances in Blockchain and Crypto Economics" (2023, Management Science) and calls for papers related to AI for finance and blockchains in Management Science.

Frequent co-authors collaborating with Kay Giesecke include:

  • Lin William Cong
  • Bruno Biais
  • Agostino Capponi
  • Vishal Gaur
  • Chung-Piaw Teo

Best Publications

  • Affine Point Processes and Portfolio Credit Risk

    Eymen Errais;Kay Giesecke;Lisa R. Goldberg

  • CORRELATED DEFAULT WITH INCOMPLETE INFORMATION

    Kay Giesecke

  • Corporate bond default risk: A 150-year perspective

    Kay Giesecke;Francis A. Longstaff;Stephen Schaefer;Ilya Strebulaev

  • Default and information

    Kay Giesecke

  • Cyclical correlations, credit contagion, and portfolio losses

    Kay Giesecke;Stefan Weber

  • Exploring the sources of default clustering

    S Azizpour;K. Giesecke;G. Schwenkler

  • Credit contagion and aggregate losses

    Kay Giesecke;Stefan Weber

  • A Top-Down Approach to Multiname Credit

    Kay Giesecke;Lisa R. Goldberg;Xiaowei Ding

  • Credit risk modeling and valuation: An introduction

    Kay Giesecke

  • Systemic Risk: What Defaults Are Telling Us

    Kay Giesecke;Baeho Kim

  • A Simple Exponential Model for Dependent Defaults

    Kay Giesecke

  • CREDIT RISK MODELING AND VALUATION: AN INTRODUCTION

    Kay Giesecke

  • A TOP DOWN APPROACH TO MULTI-NAME CREDIT

    Kay Giesecke;Lisa R. Goldberg

  • Handbook on systemic risk

    Jean-Pierre Fouque;Joseph A. Langsam

  • FORECASTING DEFAULT IN THE FACE OF UNCERTAINTY

    Kay Giesecke;Lisa R. Goldberg

  • Deep Learning for Mortgage Risk

    Justin Sirignano;Apaar Sadhwani;Kay Giesecke

  • Sequential defaults and incomplete information

    Kay Giesecke;Lisa Goldberg

  • Pricing Credit from the Top Down with Affine Point Processes

    Eymen Errais;Kay Giesecke;Lisa R. Goldberg

  • Macroeconomic effects of corporate default crisis: A long-term perspective

    Kay Giesecke;Francis A. Longstaff;Stephen Schaefer;Ilya A. Strebulaev

  • Method and apparatus for an incomplete information model of credit risk

    Lisa Robin Goldberg;Kay Giesecke

  • Assessing the Systemic Implications of Financial Linkages

    Jorge A. Chan-Lau;Marco Espinosa;Kay Giesecke;Juan A. Solé

  • Corporate Bond Default Risk: A 150-Year Perspective

    Kay Giesecke;Francis A. Longstaff;Francis A. Longstaff;Stephen M. Schaefer;Ilya A. Strebulaev;Ilya A. Strebulaev

  • Forecasting Default in the Face of Uncertainty

    Lisa R. Goldberg;Kay Giesecke

Frequent Co-Authors

Francis A. Longstaff
Francis A. Longstaff University of California, Los Angeles
Xiaowei Zhang
Xiaowei Zhang Nanjing University
Peter W. Glynn
Peter W. Glynn Stanford University
J. George Shanthikumar
J. George Shanthikumar Purdue University West Lafayette
Chung-Piaw Teo
Chung-Piaw Teo National University of Singapore
Bruno Biais
Bruno Biais Hautes Etudes Commerciales de Paris

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