A Dynamic Network Model of Interbank Lending - Systemic Risk and Liquidity Provisioning.

Agostino Capponi Xu Sun David D. Yao

Published in: Math. Oper. Res. (2020)

Keyphrases

network model
neural network
dynamic environments
risk management
gene regulatory networks
portfolio optimization
immune algorithm
decision making
computational intelligence
decision support system
risk factors
high risk