Related papers: Dynamic Debt Swapping in Financial Networks

We study the formation of an optimal interbank network in a model where banks control both their supply of liquidity, through cash reserves, and their exposures to other banks' risky projects. The value of each bank's project may suddenly…

The global financial system can be represented as a large complex network in which banks, hedge funds and other financial institutions are interconnected to each other through visible and invisible financial linkages. Recently, a lot of…

The integration of intermittent and volatile renewable energy resources requires increased flexibility in the operation of the electric grid. Storage, broadly speaking, provides the flexibility of shifting energy over time; network, on the…

In the load balancing problem, each node in a network is assigned a load, and the goal is to equally distribute the loads among the nodes, by preforming local load exchanges. While load balancing was extensively studied in static networks,…

Debt recycling is an aggressive equity extraction strategy that potentially permits faster repayment of a mortgage. While equity progressively builds up as the mortgage is repaid monthly, mortgage holders may obtain another loan they could…

To prevent service time bottlenecks in distributed storage systems, the access balancing problem has been studied by designing almost supermagic edge labelings of certain graphs to balance the access requests to different servers. In this…

This paper reviews the overview of the dynamic shortest path routing problem and the various neural networks to solve it. Different shortest path optimization problems can be solved by using various neural networks algorithms. The routing…

This paper studies the valuation of a class of default swaps with the embedded option to switch to a different premium and notional principal anytime prior to a credit event. These are early exercisable contracts that give the protection…

This mini-project models propagation of shocks, in time point, through links in connected banks. In particular, financial network of 100 banks out of which 15 are shocked to default (that is, 85.00% of the banks are solvent) is modelled…

The Survivable Network Design problem (SNDP) is a well-studied problem, motivated by the design of networks that are robust to faults under the assumption that any subset of edges up to a specific number can fail. We consider non-uniform…

We introduce a general model for the balance-sheet consistent valuation of interbank claims within an interconnected financial system. Our model represents an extension of clearing models of interdependent liabilities to account for the…

Financial fraud refers to the act of obtaining financial benefits through dishonest means. Such behavior not only disrupts the order of the financial market but also harms economic and social development and breeds other illegal and…

Real-world network systems are inherently dynamic, with network topologies undergoing continuous changes over time. Previous works often focus on static networks or rely on complete prior knowledge of evolving topologies, whereas real-world…

Flexible network design deals with building a network that guarantees some connectivity requirements between its vertices, even when some of its elements (like vertices or edges) fail. In particular, the set of edges (resp. vertices) of a…

Recently, there has been a growing interest in network research, especially in these fields of biology, computer science, and sociology. It is natural to address complex financial issues such as the European sovereign debt crisis from the…

Financial networks are characterized by complex structures of mutual obligations. These obligations are fulfilled entirely or in part (when defaults occur) via a mechanism called clearing, which determines a set of payments that settle the…

We study robust and efficient distributed algorithms for building and maintaining distributed data structures in dynamic Peer-to-Peer (P2P) networks. P2P networks are characterized by a high level of dynamicity with abrupt heavy node…

The fully dynamic transitive closure problem asks to maintain reachability information in a directed graph between arbitrary pairs of vertices, while the graph undergoes a sequence of edge insertions and deletions. The problem has been…

Network visualization is essential for many scientific, societal, technological and artistic domains. The primary goal is to highlight patterns out of nodes interconnected by edges that are easy to understand, facilitate communication and…

Motivated by the need for robust and fast distributed computation in highly dynamic Peer-to-Peer (P2P) networks, we study algorithms for the fundamental distributed agreement problem. P2P networks are highly dynamic networks that experience…