Central Limit Theorems for Price-Mediated Contagion in Stochastic Financial Networks
(with Zhongyuan Cao and Agnès Sulem)
SIAM Journal on Financial Mathematics, 16(3), 1058–1103, 2025.

Fire Sales, Default Cascades and Complex Financial Networks
(with Zhongyuan Cao and Agnès Sulem)
Mathematics and Financial Economics, 19, 225–260, 2025.

Limit Theorems for Default Contagion and Systemic Risk
(with Zhongyuan Cao and Agnès Sulem)
Mathematics of Operations Research, 49(4), 2652–2683, 2024.

The Default Cascade Process in Stochastic Financial Networks
(with Zhongyuan Cao and Agnès Sulem)
Proc. ACM International Conference on AI in Finance (ICAIF’23), 2023.

Contagion Risks and Security Investment in Directed Networks
Mathematics and Financial Economics, 17, 247–283, 2023.

Systemic Risk in Networks with a Central Node
(with Damir Filipović and Andreea Minca)
SIAM Journal on Financial Mathematics, 11(1), 60–98, 2020.

Optimal Equity Infusions in Interbank Networks
(with Andreea Minca and Agnès Sulem)
Journal of Financial Stability, 31, 1–17, 2017.

Resilience to Contagion in Financial Networks
(with Rama Cont and Andreea Minca)
Mathematical Finance, 26(2), 329–365, 2016.

Inhomogeneous Financial Networks and Contagious Links
(with Andreea Minca)
Operations Research, 64(5), 1109–1120, 2016.

Control of Interbank Contagion under Partial Information
(with Andreea Minca and Agnès Sulem)
SIAM Journal on Financial Mathematics, 6(1), 1195–1219, 2015.

Mathematical Modeling of Systemic Risk
(with Andreea Minca)
In Advances in Network Analysis and its Applications, Mathematics in Industry, Vol. 18, 3–26, Springer, 2013.

Stress Testing the Resilience of Financial Networks
(with Rama Cont and Andreea Minca)
International Journal of Theoretical and Applied Finance, 15(1), 2012.

Bootstrap Percolation in Inhomogeneous Random Graphs
(with Nikolaos Fountoulakis and Konstantinos Panagiotou)
Advances in Applied Probability, 56(1), 156–204, 2024.

A Central Limit Theorem for Diffusion in Sparse Random Graphs
(with Erhan Bayraktar and Suman Chakraborty)
Journal of Statistical Physics, 190(3), 57, 2023.

Epidemic Spreading and Equilibrium Social Distancing in Heterogeneous Networks
(with Andreea Minca)
Dynamic Games and Applications, 12(1), 258–287, 2022.

The Diameter of Weighted Random Graphs
(with Marc Lelarge)
Annals of Applied Probability, 25(3), 1686–1727, 2015.

Bootstrap Percolation in Power-Law Random Graphs
(with Nikolaos Fountoulakis)
Journal of Statistical Physics, 155(1), 72–92, 2014.

Shortest-Weight Paths in Random Regular Graphs
(with Yuval Peres)
SIAM Journal on Discrete Mathematics, 28(2), 656–672, 2014.

Flooding in Weighted Sparse Random Graphs
(with Moez Draief and Marc Lelarge)
SIAM Journal on Discrete Mathematics, 27(1), 1–26, 2013.

Upper Deviations for Split Times of Branching Processes
(with Marc Lelarge)
Journal of Applied Probability, 49(4), 1134–1143, 2012.

What I tell you three times is true: Bootstrap Percolation in Small Worlds
(with Nikolaos Fountoulakis)
Proc. Workshop on Internet and Network Economics (WINE’12), LNCS 7695, 463–475, 2012.

Bootstrap Percolation in Living Neural Networks
Journal of Statistical Physics, 141, 459–475, 2010.

Bootstrap Percolation and Diffusion in Random Graphs with Given Vertex Degrees
Electronic Journal of Combinatorics, 17, #R25, 2010.

Optimizing Interventions in Economic Networks from Local Samples
(with Zhecheng Wu)

Optimal Stabilization of Supply Chain Networks
(with Amirmohammad Ebrahimi)

Local Weak Limits for Equilibrium and Risk in Economic Networks
(with Zhecheng Wu)

Strategic Attacks, Network Losses and Cascading Failures
(with Kaijiang Wu and Jorge Sefair)

Local Weak Limits and Transferable GNN Policies for Economic Network Intervention
(with Zhecheng Wu)
Proc. ACM International Conference on AI in Finance (ICAIF 2026).

Structural Sensitivity in Supply Chain Networks for Financial Downside Cascade Prediction
(with Amirmohammad Ebrahimi)
Proc. ACM International Conference on AI in Finance (ICAIF 2026).

Sampled Local Intervention in Large Sparse Production Networks
(with Zhecheng Wu)
Proc. IEEE Conference on Decision and Control (CDC 2026).

Local Approximation of Systemic Risk in Large Sparse Economic Networks
(with Zhecheng Wu)
Proc. IEEE Computational Intelligence in Financial Engineering and Economics (CIFEr 2026).

Extended Graphon Mean Field Games in Discrete Time
(with Zhongyuan Cao, Gökçe Dayanıklı, Mathieu Laurière, Kexin Shao and Agnès Sulem)

Brownian Motion on the Fubini Extension Space and Applications
(with Nina H. Amini, Sofiane Chalal and Gaoyue Guo)

Markovian Equilibria of Stochastic Graphon Games with Jumps
(with Zhongyuan Cao and Agnès Sulem)
Pure and Applied Functional Analysis, forthcoming.

Stochastic Graphon Games with Jumps and Approximate Nash Equilibria
(with Zhongyuan Cao and Agnès Sulem)
SIAM Journal on Control and Optimization, 64(3), 1859–1888, 2026.

Graphon Mean-Field Backward Stochastic Differential Equations with Jumps and Associated Dynamic Risk Measures
(with Zhongyuan Cao and Agnès Sulem)
Finance and Stochastics, 29, 1139–1194, 2025.

Social Distancing Game and Insurance Investment in a Pandemic
(with Andreea Minca)
Annals of Operations Research, 336, 2009–2036, 2024.

Oracle-Parametrized Constant Function Market Makers: From Price Feeds to Pricing Rules
(with Zachary Feinstein)

Cardinality-Constrained Portfolio Optimization with Clustering
(with Amirmohammad Ebrahimi and Hongcheng Liu)
Annals of Operations Research, 2026.

Decentralized Prediction Markets and Sports Books
(with Maxim Bichuch and Zachary Feinstein)
Mathematical Finance, 36(3), 465–480, 2026.

Blockchain Adoption and Optimal Reinsurance Design
(with Romain Deguest, Engin Iyidogan and Andreea Minca)
European Journal of Operational Research, 318(1), 341–353, 2024.

Decentralized Payment Clearing using Blockchain and Optimal Bidding
(with Maxim Bichuch and Zachary Feinstein)
European Journal of Operational Research, 309(1), 409–420, 2023.

Optimal Network Compression
(with Zachary Feinstein)
European Journal of Operational Research, 306(3), 1439–1455, 2023.

Clearing Financial Networks: Impact on Equilibrium Asset Prices and Seniority of Claims
(with Andreea Minca)
INFORMS TutORials in Operations Research, 154–175, 2020.

Uniqueness of Equilibrium in a Payment System with Liquidation Costs
(with Damir Filipović and Andreea Minca)
Operations Research Letters, 44(1), 1–5, 2016.

To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting
(with Damir Filipović and Andreea Minca)
Operations Research, 64(5), 1135–1142, 2016.

Duration-Dependent Stochastic Fluid Processes and Solar Energy Revenue Modeling
(with Andreea Minca and Oscar Peralta)

Dynamics of Cascading Losses in Locally Tree-Like Networks
(with Erfan Salavati)

Ruin Probabilities for Risk Processes in Stochastic Networks
(with Zhongyuan Cao, Andreea Minca and Agnès Sulem)

Ruin-Dependent Bivariate Stochastic Fluid Processes
(with Andreea Minca and Oscar Peralta)
Advances in Applied Probability, forthcoming.

A Dynamic Contagion Risk Model with Recovery Features
(with Andreea Minca and Agnès Sulem)
Mathematics of Operations Research, 47(2), 1412–1442, 2022.

Graphon Quantum Filtering Systems
(with Nina H. Amini, Sofiane Chalal and Gaoyue Guo)

Dynamic Programming Principle and Stabilization for Mean-Field Quantum Filtering Systems
(with Sofiane Chalal, Nina H. Amini and Mathieu Laurière)
Proc. IEEE Conference on Quantum Control, Computing and Learning (IEEE qCCL 2026). Best Student Paper Award.

Observed Quantum Particles System with Graphon Interaction
(with Sofiane Chalal, Nina H. Amini and Gaoyue Guo)
Proc. IEEE Conference on Decision and Control (CDC 2024).

High-Dimensional Portfolio Optimization under Heavy-Tailed Returns
(with Amirmohammad Ebrahimi and Hongcheng Liu)

Clustering Heterogeneous Financial Networks
(with Yudong Chen, Andreea Minca and Xin Qian)
Mathematical Finance, 34(2), 425–466, 2024.

Modeling Inverse Demand Function with Explainable Dual Neural Networks
(with Zhiyu Cao, Zihan Chen, Prerna Mishra and Zachary Feinstein)
Proc. ACM International Conference on AI in Finance (ICAIF’23), 2023.