A Markovian Model for Default Risk in a Network of Sectors.
Wai-Ki ChingHo-Yin LeungHao JiangLiang SunPublished in: BIFE (2009)
Keyphrases
- neural network
- network model
- mathematical model
- cooperative game
- statistical model
- genetic algorithm
- cost function
- computational model
- data sets
- experimental data
- network structure
- simulation model
- probability distribution
- management system
- peer to peer
- input data
- wireless sensor networks
- conceptual model
- communication networks
- risk assessment
- causal interactions