An optimization algorithm for the clearing of interbank payments

DOI10.1016/J.EJOR.2004.09.003MaRDI QIDQ819066zbMATH OpenOpenAlexFDO

Authors Y. Shafransky, Alexander A. Doudkin

Publication date 22 March 2006

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2004.09.003

zbMATH Keywords

heuristicscombinatorial optimizationcomplexityOR in banking

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Applications of mathematical programming (90C90) Case-oriented studies in operations research (90B90) Combinatorial optimization (90C27) Mathematical economics (91B99)

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Cites work

• scientific article; zbMATH DE number 44282 (Why is no real title available?)
• scientific article; zbMATH DE number 3503127 (Why is no real title available?)
• scientific article; zbMATH DE number 3639144 (Why is no real title available?)
• scientific article; zbMATH DE number 1302173 (Why is no real title available?)
• A Fast Approximation Algorithm For The Subset-Sum Problem
• Fast approximation algorithm for job sequencing with deadlines

Cited in

(6)

• An algorithm for corporate-account transactions through banks
• An online-decision algorithm for the multi-period bank clearing problem
• Private liquidity matching using MPC
• Clearing payments in dynamic financial networks
• Evolutionary solving of the debts' clearing problem
• A novel algorithm for clearing financial obligations between companies - An application within the Romanian Ministry of economy

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Uses Software

• Knapsack

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