market set-up that accounts for fundamental uncertainty. Nonetheless, the market is designed so that its total value is known … various complexity such as running several parallel markets with the same or different users, as well as collaborative project …

We analyze the determinants of individual bank failures arising from solvency and liquidity shortages in a stylized … arising from solvency and liquidity shortages …

traditional forecasting models. The presented studies focus on the assessment of credit risk classes and on determination of the … differences in risk class migrations between non-bankrupt enterprises and future insolvent firms. For this purpose, the author has … developed a model of a Kohonen artificial neural network to determine six different classes of risk. Long-term analysis horizon …