An optimization algorithm for the clearing of interbank payments

DOI10.1016/j.ejor.2004.09.003zbMath1116.90077OpenAlexW2012325132MaRDI QIDQ819066

Yakov M. Shafransky, Alexander A. Doudkin

Publication date: 22 March 2006

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2004.09.003

zbMATH Keywords

complexityheuristicscombinatorial optimizationOR in banking

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Approximation methods and heuristics in mathematical programming (90C59) Combinatorial optimization (90C27) Case-oriented studies in operations research (90B90) Mathematical economics (91B99)

Related Items (3)

Private liquidity matching using MPC ⋮ Evolutionary solving of the debts' clearing problem ⋮ An online-decision algorithm for the multi-period bank clearing problem

Uses Software

• Knapsack

Cites Work

• Fast approximation algorithm for job sequencing with deadlines
• A Fast Approximation Algorithm For The Subset-Sum Problem
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