Liquidity Hoarding in Financial Networks: The Role of Structural Uncertainty.
Stojan DavidovicAmit KothiyalMirta GalesicKonstantinos V. KatsikopoulosNimalan ArinaminpathyPublished in: Complex. (2019)
Keyphrases
- financial markets
- portfolio optimization
- structural information
- social networks
- uncertain data
- data sets
- decision making
- network structure
- network topologies
- complex networks
- heterogeneous networks
- inherent uncertainty
- robust optimization
- network design
- decision theory
- fraud detection
- belief functions
- computer networks
- incomplete information
- complex systems
- probability distribution
- bayesian networks
- information systems