A distributed algorithm for systemic risk mitigation in financial systems.
Zhang LiXiaojun LinIlya PollakPublished in: GlobalSIP (2013)
Keyphrases
- distributed systems
- detection algorithm
- times faster
- preprocessing
- high accuracy
- improved algorithm
- risk management
- learning algorithm
- computational cost
- optimal solution
- recognition algorithm
- matching algorithm
- similarity measure
- theoretical analysis
- cost function
- particle swarm optimization
- peer to peer
- computationally efficient
- risk analysis
- input data
- k means
- search space
- computational complexity
- linear programming
- experimental evaluation
- optimization algorithm
- tree structure
- lower bound
- path planning
- convergence rate
- cooperative
- objective function
- decision trees
- decision making