Stability analysis of financial contagion due to overlapping portfolios

Fabio Caccioli Munik Shrestha Cristopher Moore J. Doyne Farmer

Published in: CoRR (2012)

Keyphrases

stability analysis
portfolio optimization
financial markets
portfolio selection
nonlinear systems
gravitational search algorithm
stock market
risk management
stock price
real time
investment decisions
data mining
machine learning
decision trees
financial data
sliding mode