Showing 1 - 10 of 75
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...
Persistent link: https://www.econbiz.de/10010317198
Künstliche Intelligenz (KI) und Machine Learning (ML) gelten gegenwärtig als probate Mittel, um betriebswirtschaftliche Entscheidungen durch mathematische Modelle zu optimieren. Allerdings werden die Technologien häufig in Form von "Black Box"-Ansätze mit entsprechenden Risiken realisiert....
Persistent link: https://www.econbiz.de/10014502056
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,...
Persistent link: https://www.econbiz.de/10014496126
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...
Persistent link: https://www.econbiz.de/10010298627
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...
Persistent link: https://www.econbiz.de/10010421338
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...
Persistent link: https://www.econbiz.de/10010421366
In the current economic, social and political environment, society demands a greater variety of outcomes from the public logistics sector, such as efficiency, efficiency of managed resources, greater transparency and business performance. All of them are an indispensable counterpart for its...
Persistent link: https://www.econbiz.de/10015194750
As the origin of the Tifinagh script remains uncertain, this work aims at exploring its probable relatedness with the Phoenician script. Using tools from within topological data analysis and graph theory, the similarity between the two scripts is studied. The clustering of their letter shapes is...
Persistent link: https://www.econbiz.de/10013444100
The evolution of the convergence among the European countries, including both Eurozone as well as non-Eurozone economies, is investigated in this paper. To do so, we construct correlation-based networks and study them by employing the Threshold Weighted-Minimum Dominating Set (TW-MDS) algorithm...
Persistent link: https://www.econbiz.de/10014332656
This paper presents a new approach for modelling the connectedness between asset returns. We adapt the measure of Diebold and Yilmaz, which is based on the forecast error variance decomposition of a VAR model. However, their connectedness measure hinges on critical assumptions with regard to the...
Persistent link: https://www.econbiz.de/10014503472