Pages that link to "Item:Q829210"

The following pages link to An optimization model for minimizing systemic risk (Q829210):

Displaying 9 items.

• Preface to the special issue on systemic risk and financial networks (Q829203) (← links)
• Optimizing price of credit default swaps for dynamic project system of public-private partnership (Q1727217) (← links)
• Financial contagion in banking networks with community structure (Q2108669) (← links)
• Analyzing systemic risk using non-linear marginal expected shortfall and its minimum spanning tree (Q2148614) (← links)
• Systemic risk models for disjoint and overlapping groups with equilibrium strategies (Q2679209) (← links)
• Does the default pecking order impact systemic risk? Evidence from Brazilian data (Q6112874) (← links)
• Monte Carlo within simulated annealing for integral constrained optimizations (Q6547045) (← links)
• Generalized coefficients of clustering in (un)directed and (un)weighted networks: an application to systemic risk quantification for cryptocoin markets (Q6551765) (← links)
• Higher-order assortativity for directed weighted networks and Markov chains (Q6586268) (← links)