Optimal Clearing Payments in a Financial Contagion Model.

Giuseppe Carlo Calafiore Giulia Fracastoro Anton V. Proskurnikov

Published in: SIAM J. Financial Math. (2024)

Keyphrases

high level
formal model
probabilistic model
theoretical framework
experimental data
conceptual model
neural network
knowledge base
prior knowledge
probability distribution
management system
theoretical analysis
parameter estimation
mathematical model
stock market