NDLI: Fire sale in financial networks

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2015 49th Annual Conference on Information Sciences and Systems (CISS)

2014 48th Annual Conference on Information Sciences and Systems (CISS)

Plenary speakers

Conference program

Performance evaluation of multiterminal backhaul compression for cloud radio access networks

Frequency Agile Generalized Multicarrier Radar

State-dependent Z channel

Reconstruction of joint covariances in networked linear systems

Output decisions for stochastic LDPC decoders

Encompassing anonymity in signaling games

Signal estimation with low infinity-norm error by minimizing the mean p-norm error

On remote radio head selection for the downlink of backhaul constrained network MIMO systems

Worst-case scenarios for greedy, centrality-based network protection strategies

Brain tumor identification using Gaussian Mixture Model features and Decision Trees classifier

Design and performance of noncoherent massive SIMO systems

Brain function evaluation using enhanced fNIRS signals extraction

Kernel-based deterministic blue-noise sampling of arbitrary probability density functions

Dynamic best spectral bands selection for face recognition

Optimizing interference cancellation in cooperative wireless networks with relay selection

Linear minimum mean-square error estimation based on high-dimensional data with missing values

Power scheduling for MSE minimization with peak and average power constraints

Distributed scalar quantizers for subband allocation

Transmission of partitioning information over non-adaptive multi-access Boolean channel

On the bit error rate of repeated error-correcting codes

Emulating co-channel interference in wireless networks using equivalent low-tap filters

Exhaustive message splitting for partial decode-forward in single-source single-destination relay networks

Optimal control of storage for arbitrage, with applications to energy systems

Power control with jammer location uncertainty: A Game Theoretic perspective

Cooperative estimation for under-determined linear systems

Distributed power control subject to channel and interference estimation errors

On the impact of dynamic jamming on end-to-end delay in linear wireless networks

Techniques for polar coding over multiple access channels

Best-arm identification algorithms for multi-armed bandits in the fixed confidence setting

Joint spectrum partition and user association in multi-tier heterogeneous networks

Broadband underwater source localization via multitask learning

An Iterative ℓ1-regularized least absolute deviation algorithm for robust GPR Imaging

Joint user association and resource allocation in small cell networks with backhaul constraints

Pilot optimization and channel estimation for multiuser massive MIMO systems

Analog mappings for flexible rate transmission of Gaussian sources with side information

Propagation of uncertainty and analysis of signal-to-noise in nonlinear compliance estimations of an arterial system model

Game-theoretic analysis of advance reservation services

System capacity improvement by on request channel allocation in LTE cellular network

Statistics and system performance metrics for the Two Wave with Diffuse Power fading model

Impact of end-user decisions on pricing in wireless networks

Data-driven fusion of EEG, functional and structural MRI: A comparison of two models

Capturing subject variability in data driven fMRI analysis: A graph theoretical comparison

SCHEME: Stochastically convergent heuristical Expectation Maximization estimation

Transmission of correlated Gaussian samples over a multiple-access channel

Interactive communication for resource allocation

Adaptive transmission of VoIP packets using TTI bundling in LTE uplink

Exact repair problems with multiple sources

RIP bounds for naively subsampled Scrambled Fourier sensing matrices

Efficient target estimation in distributed MIMO radar via the ADMM

A hybrid digital-analog scheme for the Multiple Access Channel

Hybrid analog-digital coding scheme based on parallel concatenation of linear random projections and LDGM codes

Capacity region of a class of strong MIMO IC

Rate-information-optimal Gaussian channel output compression

Energy efficiency of hybrid-ARQ systems under QoS constraints

Production equilibrium in cooperative smart hybrid renewable minigrids

Strong convergence to mixed equilibria in fictitious play

Energy-efficient coordinated transmission for Cloud-RANs: Algorithm design and trade-off

Achievability of nonlinear degrees of freedom in correlatively changing fading channels

Fading channels in energy-harvesting receivers

Capacity analysis of a discrete-time bufferless timing channel

Delay minimization with channel-adaptive packetization policy for random data traffic

Behavior in a shared resource game with cooperative, greedy, and vigilante players

Wireless network optimization by Perron-Frobenius theory

Decision making in forward power markets with supply and demand uncertainty

Congestion-aware network selection and data offloading

Distributed load balancing in heterogenous systems

Software-Defined Access Network (SDAN)

Solving quadratically constrained quadratic programs on acyclic graphs with application to optimal power flow

Microscopic generative models for complex networks

Secure broadcasting of a common message with independent secret keys

Social group utility maximization in mobile networks: From altruistic to malicious behavior

Social learning networks: A brief survey

Combinatorial QPs via a low-dimensional subspace sampling

DSOS and SDSOS optimization: LP and SOCP-based alternatives to sum of squares optimization

Congestion-free routing reconfiguration: Formulation and examples

Detecting multiple information sources in networks under the SIR model

Online electric vehicle charging control with multistage stochastic programming

Calculating the benefits of sponsored data for an individual content provider

Polynomial complexity of polar codes for non-binary alphabets, key agreement and Slepian-Wolf coding

Optimal partial decode-and-forward rates for stochastically degraded Gaussian relay channels

New codes and inner bounds for exact repair in distributed storage systems

Smooth representation of rankings

Deterministic Z-interference channels with unidirectional partial cribbing

Conic geometric programming

On cooperative local repair in distributed storage

Competition with licensed shared spectrum

Nonlinear pricing for social optimality of PEV charging under uncertain user preferences

Influence maximization over strategic diffusion in social networks

Wireless backhaul node placement for small cell networks

Stochastic optimization and sparse statistical recovery: An optimal algorithm for high dimensions

Prior-free and prior-dependent regret bounds for Thompson Sampling

Convex relative entropy decay in Markov chains

Binary linear classification and feature selection via generalized approximate message passing

Quality sensitive price competition in spectrum oligopoly over multiple locations

Fire sale in financial networks

A model for electron transfer and cell energetics in bacterial cables

Unsupervised active contour model for multiphase inhomogeneous image segmentation

Improved segmentation model combining region and edge information for inhomogeneous images

Distributed particle filter using Gaussian approximated likelihood function

A convex framework to control spreading processes in directed networks

Packet clustering introduced by routers: Modeling, analysis and experiments

Power allocation in parallel relay channels using a near-potential game theoretical approach

Asymptotic oscillator tracking performance analysis for distributed massive MIMO systems

A left-to-right HDP-HMM with HDPM emissions

Subjective confidence and source reliability in soft data fusion

Fast smooth rank approximation for tensor completion

Computing entropy rate of symbol sources & a distribution-free limit theorem

A cross-layer metric for application-constrained MAC-aware capacity optimization

A new design for Information Centric Networks

Low complexity scheduling algorithms for wireless networks with full duplex state exchange

A generalized formulation for harmonic retrieval in correlated noise

Performance bounds for phase offset estimation in IEEE 1588 synchronization

Detecting anomalous latent classes in a batch of network traffic flows

After-attack performance of parameter estimation systems

On secret key generation from finite source observations

Required number of small-cells in heterogenous networks with non-uniform traffic distribution

Energy efficiency in cooperative cognitive wireless networks

Joint optimal placement and energy allocation of underwater sensors in a tree topology

Rate allocation for Multihop routing in anonymous networking

Security in cognitive radio networks

Indoor multiple sound source localization using a novel data selection scheme

Controllability and observability grammians for balancing linear singularly perturbed systems

On fading poisson channels with varying noise levels

Primal sketch based adaptive perceptual JND model for digital watermarking

Distributed estimation in the presence of attacks for large scale sensor networks

Energy-efficient transmission control in cognitive radio networks with channel state information

2013 47th Annual Conference on Information Sciences and Systems (CISS)

2012 46th Annual Conference on Information Sciences and Systems (CISS)

2011 45th Annual Conference on Information Sciences and Systems

2010 44th Annual Conference on Information Sciences and Systems (CISS)

2009 43rd Annual Conference on Information Sciences and Systems

2008 42nd Annual Conference on Information Sciences and Systems

2007 41st Annual Conference on Information Sciences and Systems

2006 40th Annual Conference on Information Sciences and Systems

Fire sale in financial networks

Content Provider	IEEE Xplore Digital Library
Author	Haoshu Tian Weinan, E.
Copyright Year	2014
Description	Author affiliation: Program in Appl. & Comput. Math., Princeton Univ., Princeton, NJ, USA (Haoshu Tian; Weinan, E.)
Abstract	The default of one bank can cause other banks to default through two channels: financial contagion in the inter-bank liability network and fire sale in the asset selling market. When the defaulted bank cannot fully pay its debt, the loss is transmitted to other banks. When banks rush to sell the same asset simultaneously, they may fall into a Nash equilibrium in which banks compete for liquidity and sell their assets at an artificially low price. In this paper, a model that incorporates these two channels is developed and analyzed theoretically. An algorithm for finding the state in which both the inter-bank liability network and the market are in equilibrium is proposed and tested.
Sponsorship	IEEE Inf. Theory Soc.
Starting Page	1
Ending Page	5
File Size	760115
Page Count	5
File Format	PDF
ISBN	9781479930012
DOI	10.1109/CISS.2014.6814162
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2014-03-19
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Fires Nash equilibrium Educational institutions Propagation losses Vectors Macroeconomics
Content Type	Text
Resource Type	Article

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