Estimating tranche spreads by loss process simulation. - Kay Giesecke; Baeho Kim (WSC, 2007)

Simulating point processes by intensity projection. - Kay Giesecke; Hossein Kakavand; Mohammad Mousavi (WSC, 2008)

Rare Event Simulation for a Generalized Hawkes Process. - Xiaowei Zhang 004; Peter W. Glynn; Kay Giesecke; Jose H. Blanchet (WSC, 2009)

Time-Changed Birth Processes and Multiname Credit Derivatives. - Xiaowei Ding; Kay Giesecke; Pascal I. Tomecek (Oper. Res., 2009)

Importance sampling for indicator Markov chains. - Kay Giesecke; Alexander D. Shkolnik (WSC, 2010)

Affine Point Processes and Portfolio Credit Risk. - Eymen Errais; Kay Giesecke; Lisa R. Goldberg (SIAM J. Financial Math., 2010)

Exact and Efficient Simulation of Correlated Defaults. - Kay Giesecke; Hossein Kakavand; Mohammad Mousavi; Hideyuki Takada (SIAM J. Financial Math., 2010)

A Top-Down Approach to Multiname Credit. - Kay Giesecke; Lisa R. Goldberg; Xiaowei Ding (Oper. Res., 2011)

Risk Analysis of Collateralized Debt Obligations. - Kay Giesecke; Baeho Kim (Oper. Res., 2011)

Exact Simulation of Point Processes with Stochastic Intensities. - Kay Giesecke; Hossein Kakavand; Mohammad Mousavi (Oper. Res., 2011)

Systemic Risk: What Defaults Are Telling Us. - Kay Giesecke; Baeho Kim (Manag. Sci., 2011)

Monte Carlo Algorithms for Default Timing Problems. - Kay Giesecke; Baeho Kim; Shilin Zhu (Manag. Sci., 2011)

Sequential Importance Sampling and Resampling for Dynamic Portfolio Credit Risk. - Shaojie Deng; Kay Giesecke; Tze Leung Lai (Oper. Res., 2012)

Exact Sampling of Jump Diffusions. - Kay Giesecke; Dmitry Smelov (Oper. Res., 2013)

Optimal Credit Swap Portfolios. - Kay Giesecke; Baeho Kim; Jack Kim; Gerry Tsoukalas (Manag. Sci., 2014)

Affine Point Processes: Approximation and Efficient Simulation. - Xiaowei Zhang 004; Jose H. Blanchet; Kay Giesecke; Peter W. Glynn (Math. Oper. Res., 2015)

Large-Scale Loan Portfolio Selection. - Justin A. Sirignano; Gerry Tsoukalas; Kay Giesecke (Oper. Res., 2016)

Sensitivity based Neural Networks Explanations. - Enguerrand Horel; Virgile Mison; Tao Xiong; Kay Giesecke; Lidia Mangu (CoRR, 2018)

Call for Papers - Management Science - Special Issue on Data-Driven Prescriptive Analytics. - Kay Giesecke; Gui Liberali; Hamid Nazerzadeh; J. George Shanthikumar; Chung-Piaw Teo (Manag. Sci., 2018)

Unbiased Simulation Estimators for Jump-Diffusions. - Guanting Chen 001; Alexander D. Shkolnik; Kay Giesecke (WSC, 2019)

Towards Explainable AI: Significance Tests for Neural Networks. - Enguerrand Horel; Kay Giesecke (CoRR, 2019)

Computationally Efficient Feature Significance and Importance for Machine Learning Models. - Enguerrand Horel; Kay Giesecke (CoRR, 2019)

Risk Analysis for Large Pools of Loans. - Justin A. Sirignano; Kay Giesecke (Manag. Sci., 2019)

Dynamic Portfolio Execution. - Gerry Tsoukalas; Jiang Wang 011; Kay Giesecke (Manag. Sci., 2019)

Explainable clustering and application to wealth management compliance. - Enguerrand Horel; Kay Giesecke; Victor Storchan; Naren Chittar (ICAIF, 2020)

Unbiased Simulation Estimators for Path Integrals of Diffusions. - Guanting Chen 001; Alexander D. Shkolnik; Kay Giesecke (WSC, 2020)

Call for Papers - Management Science Special Issue on Blockchains and Crypto Economics. - Bruno Biais; Agostino Capponi; Lin William Cong; Vishal Gaur; Kay Giesecke (Manag. Sci., 2021)

Computationally Efficient Feature Significance and Importance for Predictive Models. - Enguerrand Horel; Kay Giesecke (ICAIF, 2022)

Introduction to the Special Section on Data-Driven Prescriptive Analytics. - Kay Giesecke; Gui Liberali; Hamid Nazerzadeh; J. George Shanthikumar; Chung-Piaw Teo (Manag. Sci., 2022)

Reducing Bias in Event Time Simulations via Measure Changes. - Kay Giesecke; Alexander D. Shkolnik (Math. Oper. Res., 2022)

Advances in Blockchain and Crypto Economics. - Bruno Biais; Agostino Capponi; Lin William Cong; Vishal Gaur; Kay Giesecke (Manag. Sci., 2023)

Call for Papers - Management Science Virtual Special Issue on AI for Finance and Business Decisions. - Baris Ata; Lin William Cong; Kay Giesecke; Peng Sun; Chung-Piaw Teo (Manag. Sci., 2024)

Call for Papers - Management Science Virtual Special Issue on Digital Finance. - Lin William Cong; Kay Giesecke; Cami Kuhnen (Manag. Sci., 2024)

A Set-Sequence Model for Time Series. - Elliot L. Epstein; Apaar Sadhwani; Kay Giesecke (CoRR, 2025)

AICO: Feature Significance Tests for Supervised Learning. - Kay Giesecke; Enguerrand Horel; Chartsiri Jirachotkulthorn (CoRR, 2025)