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On some extended mixed integer optimization models of the Eisenberg-Noe model in systemic risk management.

Zhi-Long DongJiming PengFengmin XuYu-Hong Dai
Published in: Int. Trans. Oper. Res. (2021)
Keyphrases
  • probabilistic model
  • risk management
  • decision making
  • parameter estimation
  • high level
  • search algorithm
  • evolutionary algorithm
  • source code
  • graphical models
  • mathematical model
  • risk assessment