Optimal Monitoring and Mitigation of Systemic Risk in Financial Networks.
Zhang LiXiaojun LinBorja Peleato-InarreaIlya PollakPublished in: CoRR (2014)
Keyphrases
- risk management
- real time
- portfolio optimization
- early warning
- dynamic programming
- risk analysis
- decision support
- risk factors
- risk assessment
- network analysis
- conditional expectation
- risk neutral
- optimal solution
- decision making
- network structure
- high risk
- decision support system
- worst case
- optimal control
- complex networks
- monitoring system
- optimal design
- network design
- financial markets
- investment decisions
- bayesian networks