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2020
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Article
S. Sourabh, Markus Hofer, and B. D. Kandhai.
Quantifying systemic risk using Bayesian networks.
Risk.net
.
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Article
I. Anagnostou, J. Sanchez Rivero, S. Sourabh, and D. Kandhai.
Contagious defaults in a credit portfolio: a Bayesian network approach.
Journal of Credit Risk
pp. 1-26.
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Article
M. Boersma, A. Maliutin, S. Sourabh, L. A. Hoogduin, and D. Kandhai.
Reducing the complexity of financial networks using network embeddings.
Scientific Reports
.
2019
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Article
I. Anagnostou and D. Kandhai.
Risk Factor Evolution for Counterparty Credit Risk under a Hidden Markov Model.
Risks
.
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Chapter
G. Moysiadis, I. Anagnostou, and D. Kandhai.
Calibrating the Mean-Reversion Parameter in the Hull-White Model Using Neural Networks.
In:
ECML PKDD 2018 Workshops.
pp. 23-36.
2018
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Article
S. Sourabh, M. Hofer, and D. Kandhai.
Liquidity risk in derivatives valuation: an improved credit proxy method.
Quantitative Finance
pp. 467-481.
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Article
I. Anagnostou, S. Sourabh, and D. Kandhai.
Incorporating Contagion in Portfolio Credit Risk Models Using Network Theory.
Complexity
.
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Article
M. Boersma, S. Sourabh, L. Hoogduin, and D. Kandhai.
Financial statement networks: an application of network theory in audit.
The Journal of Network Theory in Finance
pp. 59-85.
2017
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Article
C. S. L. de Graaf, D. Kandhai, and P. M. A. Sloot.
Efficient Estimation of Sensitivities for Counterparty Credit Risk with the Finite Difference Monte Carlo Method.
Journal of Computational Finance
pp. 83-113.
2016
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Article
S. Simaitis, C. S. L. de Graaf, N. Hari, and D. Kandhai.
Smile and Default: The Role of Stochastic Volatility and Interest Rates in Counterparty Credit Risk.
Quantitative Finance
pp. 1725-1740.
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Article
Qian Feng, Shashi Jain, Patrik Karlsson, Drona Kandhai, and Cornelis W Oosterlee.
Efficient computation of exposure profiles on real-world and risk-neutral scenarios for Bermudan swaptions.
Journal of Computational Finance
20(1), pp. 139-172.
2014
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Article
C. S. L. de Graaf, Q. Feng, D. Kandhai, and C. W. Oosterlee.
Efficient Computation of Exposure Profiles for Counterparty Credit Risk.
International Journal of Theoretical and Applied Finance
.
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Article
V. Savickas, N. Hari, T. Wood, and D. Kandhai.
Super Fast Greeks: An Application to Counterparty Valuation Adjustments.
Wilmott
pp. 76-80.
2013
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Article
R. Quax, D. Kandhai, and P. M. A. Sloot.
Information dissipation as an early-warning signal for the Lehman Brothers collapse in financial time series.
Scientific Reports
.
2012
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Article
G. Qiu, D. Kandhai, N. F. Johnson, and P. M. A. Sloot.
Understanding complex dynamics in derivatives finance: why do options markets smile?.
Advances in Complex Systems
.
2010
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Article
G. Qiu, D. Kandhai, and P. M. A. Sloot.
Modeling options markets by focusing on active tradersr.
Procedia Computer Science
pp. 2457-2462.
2007
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Article
G. Qiu, B. D. Kandhai, and P. M. A. Sloot.
Understanding the complex dynamics of stock markets through cellular automata.
Physical Review E - Statistical, Nonlinear, and Soft Matter Physics
p. 046116.
2006
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Article
J. Kromkamp, D. van den Ende, B. D. Kandhai, R. G. M. Sman, and R. M. Boom.
Lattice Boltzmann simulation of 2D and 3D non-Brownian suspensions in Couette flow.
Chemical Engineering Science
pp. 858-873.
2005
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Article
M. Rohde, B. D. Kandhai, and H. E. A. Van den Akker.
A generic, mass conservative local grid refinement technique for lattice-Boltzmann schemes.
International Journal for Numerical Methods in Fluids
pp. 439-468.
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Article
J. Kromkamp, D. van den Ende, B. D. Kandhai, R. G. M. Sman, and R. M. Boom.
Shear-induced self-diffusion and microstructure in non-Brownian suspensions at non-zero Reynolds numbers.
Journal of Fluid Mechanics
pp. 253-278.
2004
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Article
W. F. C. van Wageningen, B. D. Kandhai, R. F. Mudde, and H. E. A. van den Akker.
Dynamic flow in a Kenics static mixer: An assessment of various CFD methods.
AIChE Journal
pp. 1684-1696.
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Article
A. M. M. Artoli, D. Kandhai, H. C. J. Hoefsloot, A. G. Hoekstra, and P. M. A. Sloot.
Lattice BGK simulations of flow in a symmetric bifurcation.
Future Generation Computer Systems
pp. 909-916.
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Article
D. Hlushkou, B. D. Kandhai, A. Seidel-Morgenstern, and U. Tallarek.
Coupled lattice-Boltzmann method and finite-difference simulations of electroosmosis in microfluidic channels.
International Journal for Numerical Methods in Fluids
pp. 507-532.
2003
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Article
B. D. Kandhai, J. J. Derksen, and H. E. A. Van den Akker.
Interphase drag coefficients in gas-solid flows.
AIChE Journal
pp. 1060-1065.
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Article
M. Rohde, B. D. Kandhai, J. J. Derksen, and H. E. A. Van den Akker.
Improved bounce-back methods for no-slip walls in lattice-Boltzmann schemes: Theory and simulations.
Physical Review E - Statistical, Nonlinear, and Soft Matter Physics
p. 066703.
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Proceedings
A. M. M. Artoli, B. D. Kandhai, H. C. J. Hoefsloot, A. G. Hoekstra, and P. M. A. Sloot.
Lattice Boltzmann, a robust and accurate solver for interactive computational hemodynamics.
In:
Computational Science - ICCS 2003.
pp. 1034-1043.
2002
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Article
B. D. Kandhai, D. Hlushkou, A. G. Hoekstra, P. M. A. Sloot, H. van As, and U. Tallarek.
Influence of Stagnant Zones on Transient and Asymptotic Dispersion in Macroscopically Homogeneous Porous Media.
Physical Review Letters
pp. 1-4.
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Article
B. D. Kandhai, U. Tallarek, D. Hlushkou, A. G. Hoekstra, P. M. A. Sloot, and H. van As.
Numerical simulation and measurement of liquid hold-up in biporous media containing discrete stagnant zones.
Philosophical Transactions of the Royal Society A - Mathematical, Physical and Engineering Sciences
pp. 521-534.
2001
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Article
A. H. Weerts, B. D. Kandhai, W. Bouten, and P. M. A. Sloot.
Tortuosity of an Unsaturated Sandy Soil Estimated using Gas diffusion and Bulk Soil Electrical Conductivity: Comparing analogy-based Models and Lattice-Boltzmann Simulatons.
Soil Science Society of America Journal
pp. 1577-1584.
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Proceedings
A. M. M. Artoli, B. D. Kandhai, H. G. Hoefsloot, A. G. Hoekstra, and P. M. A. Sloot.
Shear Stress in Lattice Boltzmann Simulations.
In:
Europhysics Conference on Computational Physics in series Publication Series of the John von Neumann Institute for computing.
p. A127.
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Article
2000
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Article
H. E. Bal, R. A. F. Bhoedjang, R. F. H. Hofman, C. J. H. Jacobs, T. Kielmann, J. Maassen, R. van Nieuwpoort, J. Romein, L. Renambot, T. Rühl, R. Veldema, K. Verstoep, A. Baggio, G. Ballintijn, I. Kuz, G. Pierre, M. R. van Steen, A. S. Tanenbaum, G. Doornbos, D. Germans, H. J. W. Spoelder, E.-J. Baerends, S. van Gisbergen, H. Afsarmanesh, G. D. van Albada, A. S. Z. Belloum, D. Dubbeldam, Z. W. Hendrikse, L. O. Hertzberger, A. G. Hoekstra, K. A. Iskra, B. D. Kandhai, D. C. Koelma, F. van der Linden, B. J. Overeinder, P. M. A. Sloot, P. F. Spinnato, D. H. J. Epema, A. van Gemund, P. P. Jonker, A. Radulescu, C. van Reeuwijk, H. J. Sips, P. M. W. Knijnenburg, M. Lew, F. Sluiter, L. Wolters, H. Blom, and A. J. van der Steen.
The Distributed ASCI supercomputer project.
Operating Systems Review
34(4), pp. 76-96.
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Article
D. S. Claque, B. D. Kandhai, R. Zhang, and P. M. A. Sloot.
On the Hydraulic Permeability of (Un)Bounded Fibrous Media Using the Lattice-Boltzmann Method.
Physical Review E - Statistical, Nonlinear, and Soft Matter Physics
pp. 616-625.
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Article
1999
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Article
B. D. Kandhai, A. Koponen, A. G. Hoekstra, M. Kataja, J. Timonen, and P. M. A. Sloot.
Implementation aspects of 3d lattice-bgk: Boundaries, accuracy and a new fast relaxation method.
Journal of comparative physiology
pp. 482-501.
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Proceedings
B. D. Kandhai, A. Koponen, A. G. Hoekstra, and P. M. A. Sloot.
Iterative momentum relaxation for fast lattice-boltzmann simulations.
In:
Proceedings of the fifth annual conference of the Advanced School for Computing and Imaging ASCI, June 15-17, 1999.
pp. 274-278.
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Article
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PhD Thesis
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Article
D. Kandhai, D. J.-E. Vidal, A. G. Hoekstra, H. Hoefsloot, P. Iedema, and P. M. A. Sloot.
Lattice-Boltzmann and finite element simulations of fluid flow in a SMRX static mixer reactor.
International Journal for Numerical Methods in Fluids
pp. 1019-1033.
1998
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Proceedings
B. D. Kandhai, D. Dubbeldam, A. G. Hoekstra, and P. M. A. Sloot.
Lattice Boltzmann hydrodynamics in Centrifugal Elutriation Chambers.
In:
Proceedings of the fourth annual conference of the Advanced School for Computing and Imaging.
pp. 269-274.
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Article
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Article
A. Koponen, M. Kataja, J. Timonen, and B. D. Kandhai.
Simulation of single-fluid flow in Porous Media.
International Journal of Modern Physics C
pp. 1505-1522.
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Article
A. Koponen, B. D. Kandhai, E. Hellen, and M. Alava.
Permeability of three-dimensional random fibre webs.
Physical Review Letters
pp. 716-719.
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Article
B. D. Kandhai, D. Vidal, A. G. Hoekstra, H. C. J. Hoefsloot, P. Iedema, and P. M. A. Sloot.
A comparison between lattice-boltzmann and finite element simulations of fluid flow in static mixer reactors.
International Journal of Modern Physics C
pp. 1123-1128.
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Proceedings
D. Kandhai, D. Dubbeldam, A. G. Hoekstra, and P. M. A. Sloot.
Parallel lattice-Boltzmann simulation of fluid flow in centrifugal elutration chambers.
In:
High-Performance Computing and Networking.
pp. 173-182.
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Proceedings
B. D. Kandhai, D. Dubbeldam, A. G. Hoekstra, and P. M. A. Sloot.
Lattice boltzmann hydrodynamics in centrifugal elutriation chambers.
In:
ASCI'98 : proceedings of the fourth annual conference of the Advanced School for Computing and Imaging.
pp. 269-274.
1997
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Chapter
B. D. Kandhai, A. Koponen, A. G. Hoekstra, M. Kataja, J. Timonen, and P. M. A. Sloot.
Performance of a parallel 3d lattice boltzmann code for simulating fluid flow.
In:
International Workshop on Physics of Structurally Disordered Materials.
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Chapter
A. Koponen, M. Kataja, J. Timonen, B. D. Kandhai, A. G. Hoekstra, and P. M. A. Sloot.
Fluid flow in three-dimensional random fibre webs.
In:
CSC News, High Performance Computing and Networking in Finland.
pp. 12-14.
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Article
1996
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Chapter
B. D. Kandhai, P. M. A. Sloot, and J. P. Huot.
Constrained migration of an atmospheric circulation model.
In:
HPCN Europe '96 Conference.
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Chapter
B. D. Kandhai, P. M. A. Sloot, and J. P. Huot.
Constrained migration of an atmospheric circulation model.
In:
High-performance computing and networking.
pp. 269-275.
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Proceedings
B. D. Kandhai, P. M. A. Sloot, and J. P. Huot.
Constrained Migration: exploiting spatial locality.
In:
ASCI 1996 Conference Proceedings.
pp. 60-65.
1995
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MSc Thesis
B. D. Kandhai.
Parallelization of a simple general circulation model.