The ability to accurately estimate the extent to which the failure of a bank disrupts the financial system is very valuable for regulators of the financial system. One important part of the financial system is the interbank payment system. This paper develops a robust measure, SinkRank, that...

We present a new approach to understanding credit relationships between commercial banks and quoted firms, and with this approach, examine the temporal change in the structure of the Japanese credit network from 1980 to 2005. At each year, the credit network is regarded as a weighted bipartite...

Minimum-cost spanning tree problems are well-known problems in the operations research literature. Some agents, located at different geographical places, want a service provided by a common supplier. Agents will be served through costly connections. Some part of the literature has focused,...

Component commonality - the use of the same version of a component across multiple products - is being increasingly considered as a promising way to offer high external variety while retaining low internal variety in operations. However, increasing commonality has both positive and negative cost...

The car sequencing problem determines sequences of different car models launched down a mixed-model assembly line. To avoid work overloads of workforce, car sequencing restricts the maximum occurrence of labor-intensive options, e.g., a sunroof, by applying sequencing rules. We consider this...

Many hierarchical techniques to solve large Markov decision processes (MDPs) are based on the partition of the state space into strongly connected components (SCCs) that can be classified into some levels. In each level, smaller problems named restricted MDPs are solved, and then these partial...

Complexity in financial markets is slowly overwhelming canonical statistical modelling. With global crises which stemming from contagion effects becoming more frequent, new tools for financial distress transmission c apture are needed. Graph theory , with its branch on minimum spanning trees can...

The increasingly complex economic and financial environment in which we live makes the management of liquidity in payment systems and the economy in general a persistent challenge. New technologies make it possible to address this challenge through alternative solutions that complement and...

In a peer-to-peer complex environment, information is permanently diffused. Such an environment can be modeled as a graph, where there are flows of information. The interest of such modeling is that (1) one can describe the exchanges through time from an initial state of the network, (2) the...

The paper outlines the main problems of shadowing of the labor market in Eastern Europe on the example of Ukraine and explores the factors that have a direct impact on them. A comparative analysis of the most widespread methods of tax evasion in Ukraine has been conducted. Using the software...