177 citations · 551 across the 17 of their papers we have counts for
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math.OC2022★ 14 cited
Control of Dynamic Financial Networks (The Extended Version)
Giuseppe Calafiore, Giulia Fracastoro, Anton V. Proskurnikov
The current global financial system forms a highly interconnected network where a default in one of its nodes can propagate to many other nodes, causing a catastrophic avalanche ef…
math.OC2022★ 10 cited
Clearing Payments in Dynamic Financial Networks
Giuseppe C. Calafiore, Giulia Fracastoro, Anton V. Proskurnikov
This paper proposes a novel dynamical model for determining clearing payments in financial networks. We extend the classical Eisenberg-Noe model of financial contagion to multiple…