Financial networks with singleton liability priorities

DOI10.1007/978-3-031-15714-1_12MaRDI QIDQ6164510zbMATH OpenOpenAlexFDO

Authors Stavros D. Ioannidis, Bart de Keijzer, Carmine Ventre

Publication date 28 July 2023

Published in Algorithmic Game Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-031-15714-1_12

Mathematics Subject Classification ID

Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.) (68Q17) Algorithmic game theory and complexity (91A68) Financial networks (including contagion, systemic risk, regulation) (91G45)

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Cites work

• A problem that is easier to solve on the unit-cost algebraic RAM
• Decreasing the nesting depth of expressions involving square roots
• Default ambiguity: finding the best solution to the clearing problem
• Equilibria, fixed points, and complexity classes
• Financial networks with singleton liability priorities
• scientific article; zbMATH DE number 3588048 (Why is no real title available?)
• scientific article; zbMATH DE number 3637287 (Why is no real title available?)
• scientific article; zbMATH DE number 6866322 (Why is no real title available?)
• scientific article; zbMATH DE number 7650394 (Why is no real title available?)
• On the Complexity of Equilibrium Computation in First-Price Auctions
• On the Complexity of Nash Equilibria and Other Fixed Points
• Sensitivity and computational complexity in financial networks
• Systemic risk in financial systems
• The Euclidean traveling salesman problem is NP-complete
• The Hairy Ball problem is PPAD-complete

Cited in

(8)

• Default ambiguity: finding the best solution to the clearing problem
• Certifiably pseudorandom financial derivatives
• Financial networks with singleton liability priorities
• Seniorities and minimal clearing in financial network games
• Financial networks with singleton liability priorities
• Algorithms for claims trading
• Strong approximations and irrationality in financial networks with derivatives
• Clearing financial networks with derivatives: from intractability to algorithms

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