scholarly journals A Dynamic Stochastic Network Model of the Unsecured Interbank Lending Market

2014 ◽  
Author(s):  
Francisco Blasques ◽  
Falk Brruning ◽  
Iman van Lelyveld
Keyword(s):  
Network Model ◽  
Stochastic Network ◽  
Dynamic Stochastic ◽  
Interbank Lending

Branching probabilities planning of stochastic network model using genetic algorithm supported by sensitivity analysis

2007 ◽  
Vol 162 (4) ◽  
pp. 43-53
Author(s):  
Kenzo Kurihara ◽  
Manabu Nagai ◽  
Nobuyuki Nishiuchi ◽  
Kazuaki Masuda
Keyword(s):  
Genetic Algorithm ◽  
Sensitivity Analysis ◽  
Network Model ◽  
Stochastic Network

scholarly journals A dynamic network model of the unsecured interbank lending market

2018 ◽  
Vol 90 ◽  
pp. 310-342 ◽  
Author(s):  
Francisco Blasques ◽  
Falk Bräuning ◽  
Iman van Lelyveld
Keyword(s):  
Network Model ◽  
Dynamic Network ◽  
Dynamic Network Model ◽  
Interbank Lending
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