Stability in a Model of Interbank Lending.
Jean-Pierre FouqueTomoyuki IchibaPublished in: SIAM J. Financial Math. (2013)
Keyphrases
- statistical model
- network model
- mathematical model
- probabilistic model
- information systems
- object model
- experimental data
- computational model
- em algorithm
- management system
- cost function
- evolutionary algorithm
- theoretical analysis
- parameter estimation
- e learning
- neural network model
- computational models
- simulation model
- prediction model
- parameter values
- decision making
- data sets
- hybrid model
- autoregressive