Related papers: The debts' clearing problem: a new approach

The rise of digital payments has caused consequential changes in the financial crime landscape. As a result, traditional fraud detection approaches such as rule-based systems have largely become ineffective. AI and machine learning…

The complexity class NP of decision problems that can be solved nondeterministically in polynomial time is of great theoretical and practical importance where the notion of polynomial-time reductions between NP-problems is a key concept for…

The recent banking crisis has again emphasized the importance of understanding and mitigating systemic risk in financial networks. In this paper, we study a market-driven approach to rescue a bank in distress based on the idea of claims…

We apply numerical dynamic programming techniques to solve discrete-time multi-asset dynamic portfolio optimization problems with proportional transaction costs and shorting/borrowing constraints. Examples include problems with multiple…

Through legislation and technical advances users gain more control over how their data is processed, and they expect online services to respect their privacy choices and preferences. However, data may be processed for many different…

We propose an algorithm for solving of the graph isomorphism problem. Also, we introduce the new class of graphs for which the graph isomorphism problem can be solved polynomially using the algorithm.

The events of the last few years revealed an acute need for tools to systematically model and analyze large financial networks. Many applications of such tools include the forecasting of systemic failures and analyzing probable effects of…

We propose an exact algorithm for solving the longest simple path problem between two given vertices in undirected weighted graphs. By using graph partitioning and dynamic programming, we obtain an algorithm that is significantly faster…

Near ubiquitous mobile computing has led to intense interest in dynamic graph theory. This provides a new and challenging setting for algorithmics and complexity theory. For any graph-based problem, the rapid evolution of a (possibly…

A financial system is represented by a network, where nodes correspond to banks, and directed labeled edges correspond to debt contracts between banks. Once a payment schedule has been defined, where we assume that a bank cannot refuse a…

A hedge graph is a graph whose edge set has been partitioned into groups called hedges. Here we consider a generalization of the well-known \textsc{Cluster Deletion} problem, named \textsc{Hedge Cluster Deletion}. The task is to compute the…

In this article, we address a class of non convex, integer, non linear mathematical programs using dynamic programming. The mathematical program considered, whose properties are studied in this article, may be used to model the optimal…

Algorithms which compute properties over graphs have always been of interest in computer science, with some of the fundamental algorithms, such as Dijkstra's algorithm, dating back to the 50s. Since the 70s there as been interest in…

The maximum clique problem is a well known NP-Hard problem with applications in data mining, network analysis, informatics, and many other areas. Although there exist several algorithms with acceptable runtimes for certain classes of…

In recent years, the unprecedented growth in digital payments fueled consequential changes in fraud and financial crimes. In this new landscape, traditional fraud detection approaches such as rule-based engines have largely become…

In the recent years, several polynomial algorithms of a dynamical nature have been proposed to address the graph isomorphism problem. In this paper we propose a generalization of an approach exposed in cond-mat/0209112 and find that this…

Clustering is a fundamental tool for analyzing large data sets. A rich body of work has been devoted to designing data-stream algorithms for the relevant optimization problems such as $k$-center, $k$-median, and $k$-means. Such algorithms…

We introduce a dynamic version of the NP-hard graph problem Cluster Editing. The essential point here is to take into account dynamically evolving input graphs: Having a cluster graph (that is, a disjoint union of cliques) that represents a…

This paper discusses the graph covering problem in which a set of edges in an edge- and node-weighted graph is chosen to satisfy some covering constraints while minimizing the sum of the weights. In this problem, because of the large…

We study a new formulation of the team-formation problem, where the goal is to form teams to work on a given set of tasks requiring different skills. Deviating from the classic problem setting where one is asking to cover all skills of each…