The Computational Complexity of Clearing Financial Networks with Credit Default Swaps.
Steffen SchuldenzuckerSven SeukenStefano BattistonPublished in: CoRR (2017)
Keyphrases
- computational complexity
- credit risk
- risk analysis
- fraud detection
- financial institutions
- computationally efficient
- social networks
- network design
- risk evaluation
- credit scoring
- high computational complexity
- stock market
- network analysis
- complex networks
- power law
- computational efficiency
- np complete
- np hard
- special case
- cash flow
- decision problems
- credit card
- financial data
- logic programs
- network topologies
- decision making