Sensitivity and computational complexity in financial networks
نویسندگان
چکیده
منابع مشابه
Sensitivity and computational complexity in financial networks
Determining the causes of instability and contagion in financial networks is necessary to inform policy and avoid future financial collapse. In the American Economic Review, Elliott, Golub and Jackson proposed a simple model for capturing the dynamics of complex financial networks. In Elliott, Golub and Jackson’s model, the institutions in the network are connected by linear dependencies (cross...
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ژورنال
عنوان ژورنال: Algorithmic Finance
سال: 2017
ISSN: 2158-5571,2157-6203
DOI: 10.3233/af-160166