Optimal Clearing Payments in a Financial Contagion Model.

Giuseppe Carlo Calafiore Giulia Fracastoro Anton V. Proskurnikov

Published in: CoRR (2021)

Keyphrases

sensitivity analysis
neural network
computational model
mathematical model
high level
objective function
optimal solution
management system
theoretical analysis
statistical model
neural network model
conceptual model
closed form
probability distribution
probabilistic model
prior knowledge
knowledge base