Multi-Agent Liquidity Risk Management in an Interbank Net Settlement System.
Badiâa HedjaziMohamed Ahmed-NacerSamir AknineKarima BenatchbaPublished in: AMT (2012)
Keyphrases
- risk management
- multi agent
- portfolio optimization
- financial markets
- risk assessment
- decision support system
- risk evaluation
- risk analysis
- multi agent systems
- operational risk
- cooperative
- commercial banks
- reinforcement learning
- software projects
- software agents
- financial institutions
- risk factors
- portfolio selection
- data sets
- futures market
- optimization methods
- financial services
- information technology