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This paper studies the problem of optimally allocating a cash injection into a financial system in distress. Given a one-period borrower-lender network in which all debts are due at the same time and have the same seniority, we address the…

This paper proposes to model chaos in the ATM cash withdrawal time series of a big Indian bank and forecast the withdrawals using deep learning methods. It also considers the importance of day-of-the-week and includes it as a dummy…

In the digital transformation era, integrating digital technology into every aspect of banking operations improves process automation, cost efficiency, and service level improvement. Although logistics for ATM cash is a crucial task that…

Cash management is concerned with optimizing the short-term funding requirements of a company. To this end, different optimization strategies have been proposed to minimize costs using daily cash flow forecasts as the main input to the…

This paper presents a numerical model to solve the problem of cash accumulation strategies for products with an unknown future price, like assets. Stock prices are modeled by a discretized Wiener Process, and by the means of ordinary…

Predicting invoice payment is valuable in multiple industries and supports decision-making processes in most financial workflows. However, the challenge in this realm involves dealing with complex data and the lack of data related to…

In the current era of digitization, online payment systems are attracting considerable interest. Improving the efficiency of a payment system is important since it has a substantial impact on revenues for businesses. A gateway is an…

Motivated by applications in online marketplaces such as ride-hailing, we study how strategic servers impact the system performance. We consider a discrete-time process in which, heterogeneous types of customers and servers arrive. Each…

Stablecoins promise par convertibility, yet issuers must balance immediate liquidity against yield on reserves to keep the peg credible. We study this treasury problem as a continuous-time control task with two instruments: reallocating…

We present a new method, called Analysis-of-marginal-Tail-Means (ATM), for effective robust optimization of discrete black-box problems. ATM has important applications to many real-world engineering problems (e.g., manufacturing…

Organizations use cash management models to control balances to both avoid overdrafts and obtain a profit from short-term investments. Most management models are based on control bounds which are derived from the assumption of a particular…

ATMs enable the public to perform financial transactions. Banks try to strategically position their ATMs in order to maximize transactions and revenue. In this paper, we introduce a model which provides a score to an ATM location, which…

This paper proposes a novel dynamical model for determining clearing payments in financial networks. We extend the classical Eisenberg-Noe model of financial contagion to multiple time periods, allowing financial operations to continue…

An explicit rate indication scheme for congestion avoidance in computer and telecommunication networks is proposed. The sources monitor their load and provide the information periodically to the switches. The switches, in turn, compute the…

Congestion control mechanisms for ATM networks as selected by the ATM Forum traffic management group are described. Reasons behind these selections are explained. In particular, selection criteria for selection between rate-based and…

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…

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…

Mobility systems often suffer from a high price of anarchy due to the uncontrolled behavior of selfish users. This may result in societal costs that are significantly higher compared to what could be achieved by a centralized system-optimal…

The current global financial system forms a highly interconnected network where a default in one of its nodes can propagate to many other nodes, causing a catastrophic avalanche effect. In this paper we consider the problem of reducing the…

We study a stochastic network that consists of a set of servers processing multiple classes of jobs. Each class of jobs requires a concurrent occupancy of several servers while being processed, and each server is shared among the job…