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» Credit Risk in a Network Economy
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IJCNN
2006
IEEE
13 years 11 months ago
Sparse Bayesian Models: Bankruptcy-Predictors of Choice?
Abstract— Making inferences and choosing appropriate responses based on incomplete, uncertainty and noisy data is challenging in financial settings particularly in bankruptcy de...
Bernardete Ribeiro, Armando Vieira, João Ca...
WINE
2007
Springer
182views Economy» more  WINE 2007»
13 years 11 months ago
Mechanism Design on Trust Networks
We introduce the concept of a trust network—a decentralized payment infrastructure in which payments are routed as IOUs between trusted entities. The trust network has directed ...
Arpita Ghosh, Mohammad Mahdian, Daniel M. Reeves, ...
EOR
2006
104views more  EOR 2006»
13 years 5 months ago
Financial networks with intermediation: Risk management with variable weights
: In this paper, we develop a framework for the modeling, analysis, and computation of solutions to multitiered financial network problems with intermediaries in which both the sou...
Anna Nagurney, Ke Ke
GI
2010
Springer
13 years 3 months ago
Towards a Service Level Management Framework for Service Value Networks
: The ongoing trend towards a global services economy creates considerable market opportunities and challenges for providers of Software-as-aService (SaaS). For meeting customer ex...
Christof Momm, Frank Schulz
SIAMREV
2010
108views more  SIAMREV 2010»
13 years 13 hour ago
Market Design for Emission Trading Schemes
Abstract. The main thrust of the paper is the design and the numerical analysis of new capand-trade schemes for the control and the reduction of atmospheric pollution. The tools de...
René Carmona, Max Fehr, Juri Hinz, Arnaud P...