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We consider three kinds of minimum single source shortest path tree expansion problems. Given an undirected connected graph G = (V, E; w, c, b; s) with n vertexes, m edges and a positive constant H, w(e) is the length of edge e, c(e) is the capacity of edge e, b(e) is the unit cost to increase the capacity of edge e, H is a given capacity restriction value and s is a fixed vertex of G. For every edge...
Maximum entropy method (MEM) is the traditional approach to estimate interbank exposure matrix, which is the key to assess contagion effect in banking system. Recently, a new transfer entropy method (TEM) is proposed to estimate interbank exposure matrix. This paper employs the two approaches to estimate interbank exposure matrix of Chinese banking system, and then simulate the contagion process given...
Country risk is a quite important factor for international investment. Many institutions and researchers try to assess country risk by using numerous indicators and various evaluation models. This paper investigates the dynamic behavior of country risk in order to offer more detailed information of country risk to investors. First, country beta is taken as the proxy of country risk. Second, dynamic...
E-banking has become an important innovation to bank industry. Although it has some peculiar advantages, it also has some inevitable risks. For domestic e-banks, the most important risk is operational risk. We analyze the situation of operational risk of domestic e-banks, and with the small loss data sample, use the two-stage method to combine statistic methods and peak-over-threshold method to simulate...
This article uses the data from the FDI in China's service industry to analyze the service industry using the foreign direct investment's technology spillover effect on China's service industry. The results show that the development of FDI in China's service industry exists the technology spillovers. And then this paper proposes some related policies and suggestion that China should open up the service...
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