Hamed Amini
ENS - INRIA
Tel :
+33 (0)1 39 63 56 77
Email: hamed (DOT) amini
(AT) ens (DOT) fr
I'm
currently doing my PhD in Applied Probability at Ecole
Normale Superieure - INRIA(Rocquencourt) under the supervision of François
Baccelli and Marc Lelarge. I
received my BSc and MSc
degrees from Ecole Polytechnique – Université Paris 6 (Probability and Finance) in
2007.
(Pre-)Publications
o
The
diameter of weighted random graphs,
with M. Lelarge.
o
Resilience to contagion in financial
networks,
with R. Cont and A. Minca.
o
Stress
testing the resilience of financial networks,
with R. Cont and A. Minca.
International Journal
of Theoretical and Applied Finance, To appear.
o
Bootstrap
percolation in living neural networks.
Journal of Statistical Physics, Vol.
141, pp. 459-475 (2010).
o
Bootstrap
percolation and diffusion in random graphs with given vertex degrees.
Electronic Journal of Combinatorics, 17 (2010), #R25.
Conference proceedings
o
Flooding
in weighted random graphs,
with M. Draief
and M. Lelarge.
SIAM Analytic Algorithmics and
Combinatorics, p. 1-15, 2011.
o
Marketing in a
random network,
with M. Draief
and M. Lelarge.
Network Control and
Optimization, LNCS 5425, p.17-25, 2009.
Thesis
o
Control variate
for valuing exotic products in Libor Market Model,
HSBC report, Mémoire
de DEA, Université Paris
6, 2007.
o
Combinatoire des mots et
désambigüisation – cas expressions régulières,
Mémoire
de fin d'étude, École
Polytechnique, 2006.
Events
·
SIAM: Analytic Algorithmics and
Combinatorics: San Francisco, 22 January, 2011.
·
Bachelier Congress:
Toronto, 22-26 June, 2010.
·
Spatial Network
Models: Cambridge, UK, March-April 2010.
·
Statistical Physics, Combinatorics and
Probability: IHP Paris, September-December 2009.
· Probabilistic Techniques in Computer Science: Barcelona, Spain, 14-18 September 2009.
·
Cornell
Probability Summer School: Ithaca, NY, 6-17 July 2009.