Hamed Amini
Assistant Professor
Office: 525 Ungar Building |
Assistant Professor (tenure-track), Department of Mathematics, University of Miami, Coral Gables, FL, USA (August 2015 - present)
Postdoctoral Researcher, Swiss Federal Institute of Technology (EPFL), Lausanne, Switzerland (June 2011 - May 2015)
Visiting Fellow, Institute for Pure and Applied Mathematics (IPAM), UCLA, California, USA (March-June 2015)
Visiting Fellow, Isaac Newton Institute for Mathematical Sciences, Cambridge, UK (August - December 2014)
Research Member, Mathematical Sciences Research Institute (MSRI), Berkeley, California, USA (January-May 2012)
Part-time Consultant, Finance Concepts, Paris, France (September 2007 - March 2008)
Ph.D. in Applied Mathematics, École Normale Supérieure - INRIA, Paris, France (2007 - 2011)
M.Sc. in Probability and Finance, Paris VI Pierre & Marie Curie University, Paris, France (2006 - 2007)
B.Sc. in Applied Mathematics and Computer Science, École Polytechnique, Palaiseau, France (2003 - 2006)
MTH 693: Machine Learning in Quantitative Finance (Spring 2018)
MTH 648: Stochastic Calculus with Application to Finance (Spring 2018)
MTH 691: Quantitative Risk Analysis (Fall 2017)
MTH 547/647: Introduction to Mathematical Finance (Fall 2017)
MTH 224: Introduction to Probability and Statistics (Summer A 2017)
MTH 309: Discrete Mathematics (Spring 2017)
MTH 525/625: Introduction to Mathematical Statistics (Spring 2016, Spring 2017)
MTH 524/624: Introduction to Probability Theory (Fall 2015, Fall 2016)
Epidemic Modeling and Complex Networks, École Polytechnique, France (Spring 2013)
Exercises in "Probability & Statistics" , "Quantitative Risk Management" and "Stochastic Calculus for Finance", EPFL, Switzerland (2012 - 2014)
Bootstrap Percolation in Inhomogeneous Random Graphs (with Nikolaos Fountoulakis and Konstantinos Panagiotou)
Submitted for publication.
Systemic Risk and Central Clearing Counterparty Design
(with Damir Filipovic and Andreea Minca)
Submitted for publication.
Optimal Equity Infusions in Interbank Networks
(with Andreea Minca and Agnès Sulem)
Journal of Financial Stability, to appear.
Inhomogeneous Financial Networks and Contagious Links
(with Andreea Minca)
Operations Research, 64(5): 1109-1120, 2016.
To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting
(with Damir Filipovic and Andreea Minca)
Operations Research, 64(5): 1135-1142, 2016.
Uniqueness of Equilibrium in a Payment System with Liquidation Costs
(with Damir Filipovic and Andreea Minca)
Operations Research Letter, 44(1), 1-5, 2016.
Resilience to Contagion in Financial Networks (with Rama Cont and Andreea Minca)
Mathematical Finance, 26 (2), 329-365, 2016.
Control of Interbank Contagion Under Partial Information
(with Andreea Minca and Agnès Sulem)
SIAM Journal on Financial Mathematics, 6(1), 1195-1219, 2015.
The Diameter of Weighted Random Graphs (with Marc Lelarge)
Annals of Applied Probability, 25(3), 1686-1727, 2015.
Shortest-Weight Paths in Random Regular Graphs (with Yuval Peres)
SIAM Journal on Discrete Mathematics, 28 (2): 656-672, 2014.
Bootstrap Percolation in Power-Law Random Graphs (with Nikolaos Fountoulakis)
Journal of Statistical Physics, 155 (1), 72-92, 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.
Stress Testing the Resilience of Financial Networks (with Rama Cont and Andreea Minca)
International Journal of Theoretical and Applied Finance, Vol.15, No. 1, 2012.
Bootstrap Percolation in Living Neural Networks
Journal of Statistical Physics, Vol. 141, pp. 459-475, 2010.
Bootstrap Percolation and Diffusion in Random Graphs with Given Vertex Degrees
The Electronic Journal of Combinatorics, Vol. 17, #R25, 2010.
Mathematical Modeling of Systemic Risk (with Andreea Minca)
Book Chapter in Advances in Network Analysis and its Applications, Mathematics in Industry Vol. 18, pp. 3-26, 2013.
Discontinuous Bootstrap Percolation in Power-Law Random Graphs (with Nikolaos Fountoulakis and Konstantinos Panagiotou)
Proc. European Conference on Combinatorics, Graph Theory and Applications (EuroComb'13), CRM Series Volume 16, pp.
431-436, 2013.
What I tell you three times is true: Bootstrap Percolation in Small Worlds (with Nikolaos Fountoulakis)
Proc. Internet and Network Economics (WINE'12), Lecture Notes in Computer Science 7695, pp. 463-475, 2012.
Flooding in Weighted Random Graphs (with Moez Draief and Marc Lelarge)
Proc. SIAM Meeting on Analytic Algorithmics and Combinatorics (ANALCO'11), pp. 1-15, 2011.
Marketing in a Random Network (with Moez Draief and Marc Lelarge)
Proc. Network Control and Optimization (NetCoop'08), Lecture Notes in Computer Science 5425, pp. 17-25, 2009.
Epidemics and Percolation in Random Networks
École Normale Supérieure - INRIA, Paris, France, 2011.
Workshop on Measurement and Control of Systemic Risk, Centre de Recherches Mathématiques (CRM), Montréal, Canada, September 2017.
Stochastic Analysis and Stochastic Finance Seminar, TU Berlin, Germany, July 2017.
SIAM Southeastern Atlantic Section Conference, Florida State University, Tallahassee, FL, USA, March 2017.
Winter School on Systemic Risk, Lausanne, Switzerland, January 2017.
IPAM Financial Mathematics Reunion Conference, UCLA, Lake Arrowhead, CA, USA, December 2016.
SIAM Conference on Financial Mathematics and Engineering, Austin, TX, USA, November 2016.
International Conference on Monte Carlo Techniques, Paris, France, July 2016.
1st Eastern Conference on Mathematical Finance, WPI, Worcester, MA, March 2016.
XII Simposio de Probabilidad y Procesos Estocásticos, Mérida, Mexico, November 2015.
Workshop on Random Walks on Random Graphs and Applications, Eurandom, Eindhoven, The Netherlands, April 2015.
Workshop on Systemic Risk and Financial Networks, IPAM, UCLA, Los Angeles, CA, USA, March 2015.
ORIE Colloquium at Cornell University, Ithaca, NY, USA, March 2015.
Mathematics Colloquia at University of Miami, Coral Gables, FL, USA, February 2015.
ORFE Colloquia at Princeton University, NJ, USA, February 2015.
Institute for Statistics and Mathematics at WU Vienna, Austria, January 2015.
SIAM Conference on Financial Mathematics and Engineering, Chicago, Illinois, USA, November 2014.
Workshop on Systemic Risk: Models and Mechanisms, Isaac Newton Institute, Cambridge, UK, August 2014.
Department of Mathematics at ETH Zurich, Switzerland, May 2014.
Nice Workshop on Random Graph, Nice, France, May 2014.
Applied Mathematics Seminar at Cornell University, Ithaca, NY, USA, December 2013.
Department of Mathematics at University College London, UK, December 2013.
School of Mathematics at University of Edinburgh, UK, December 2013.
29th European Meeting of Statisticians, Budapest, Hungary, July 2013.
17th INFORMS Applied Probability Conference, San Jose, Costa Rica, July 2013.
Workshop on Indices of Riskiness and Risk Measures, Zurich, Switzerland, March 2013.
Mathematical Finance and Numerical Probability Seminar at LPMA, Paris, France, February 2013.
Probability Seminar at École Normale Supérieure de Lyon, France, January 2013.
Probability Seminar at EPFL, Lausanne, Switzerland, October 2012.
Latsis Symposium on Economics on the Move, ETH Zurich, Switzerland, September 2012.
SIAM Conference on Financial Mathematics and Engineering, Minneapolis, MN, USA, July 2012.
Mathematical Finance Seminar at École Polytechnique, Palaiseau France, February 2012.
Probability Seminar at Cornell University, Ithaca, NY, USA, December 2011.
Workshop on Econophysics of Systemic Risks and Network Dynamics, Kolkata, India, October 2011.
7th International Congress on Industrial and Applied Mathematics, Vancouver, Canada, July 2011.
Probability Seminar at University of Washington, Seattle, WA, USA, May 2011.
Probability Seminar at Stanford University, CA, USA, May 2011.
Swiss Finance Institute at EPFL, Lausanne, Switzerland, April 2011.
Max-Planck-Institut für Informatik, Saarbrücken, Germany, September 2010.