Kay Giesecke

21 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-5380-2918

Management Science & Engineering Department, Stanford University, Stanford, California 94305

Publications

• Introduction to the Special Section on Data-Driven Prescriptive Analytics — Management Science 2022
• Call for Papers—Management ScienceSpecial Issue on Blockchains and Crypto Economics — Management Science 2021
• Editorial Statement—Finance — Management Science 2020
• Significance Tests for Neural Networks — Journal of Machine Learning Research 2020 (name-matched, not ORCID-linked)
• Risk Analysis for Large Pools of Loans — Management Science 2019
• Dynamic Portfolio Execution — Management Science 2019
• Exploring the sources of default clustering, — Journal of Financial Economics 2018
• Editorial Statement—Finance — Management Science 2018
• Call for Papers—Management Science—Special Issue on Data-Driven Prescriptive Analytics — Management Science 2018
• Large-Scale Loan Portfolio Selection — Operations Research 2016
• Optimal Credit Swap Portfolios — Management Science 2014
• Macroeconomic effects of corporate default crisis: A long-term perspective — Journal of Financial Economics 2014
• Exact Sampling of Jump Diffusions — Operations Research 2013
• Sequential Importance Sampling and Resampling for Dynamic Portfolio Credit Risk — Operations Research 2012
• Corporate bond default risk: A 150-year perspective — Journal of Financial Economics 2011
• Risk Analysis of Collateralized Debt Obligations — Operations Research 2011
• Systemic Risk: What Defaults Are Telling Us — Management Science 2011
• A Top-Down Approach to Multiname Credit — Operations Research 2011
• Monte Carlo Algorithms for Default Timing Problems — Management Science 2011
• Exact Simulation of Point Processes with Stochastic Intensities — Operations Research 2011
• Time-Changed Birth Processes and Multiname Credit Derivatives — Operations Research 2009