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Birge et al., 2018 - Google Patents

Optimization modeling and techniques for systemic risk assessment and control in financial networks

Birge et al., 2018

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Document ID
12946108256734674836
Author
Birge J
Khabazian A
Peng J
Publication year
Publication venue
Recent advances in optimization and modeling of contemporary problems

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Since the financial crisis of 2007–2008, the assessment and control of the systemic risk in financial networks has become one of the most important and active research areas in economics and finance. In this tutorial, we will give a basic introduction to various …
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