A novel algorithm for clearing financial obligations between companies - An application within the Romanian Ministry of economy

DOI10.3233/AF-200359zbMath1485.91243arXiv2012.05564OpenAlexW3124907295MaRDI QIDQ5862158

No author found.

Publication date: 4 March 2022

Published in: Algorithmic Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.05564

zbMATH Keywords

graph theoryNP-hard problemfinancial clearing

Mathematics Subject Classification ID

Applications of graph theory (05C90) Financial networks (including contagion, systemic risk, regulation) (91G45)

Related Items (1)

Serial rules in a multi-unit Shapley-Scarf market

Cites Work

• Unnamed Item
• Systemic Risk in Financial Systems
• Efficient Algorithms for Shortest Paths in Sparse Networks
• Depth-First Search and Linear Graph Algorithms

This page was built for publication: A novel algorithm for clearing financial obligations between companies - An application within the Romanian Ministry of economy