摘要翻译：
对金融体系稳定性的威胁可能会严重影响整个经济的运行，因此，对这种威胁的原因和影响的分析是相当重要的。当前和过去十年的金融危机表明，全球市场不稳定的一个重要原因是所谓的金融传染，即网络的个别组成部分的不稳定或故障蔓延到其他可能更健康的组成部分。这就引出了一个自然的问题，即监管当局是否能够通过有效计算银行网络的某种稳定措施来预测并或许缓解当前的经济危机。基于这些观察结果，我们考虑了定义和评估同质和异质银行网络对给定给一个银行子集的同步异质冲击传播的稳定性的问题。我们形式化了Nier等人的同质银行网络模型。以及相应的异构版本，形式化了同步激波传播过程，定义了两个合适的稳定性测度，并研究了在各种网络拓扑和感兴趣的参数下评估这些测度的计算复杂性。我们的结果和证明也揭示了可能导致较高或较低稳定性的网络拓扑和参数的性质。
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英文标题：
《On the Computational Complexity of Measuring Global Stability of Banking
  Networks》
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作者：
Piotr Berman, Bhaskar DasGupta, Lakshmi Kaligounder, Marek Karpinski
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最新提交年份：
2013
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Risk Management        风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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一级分类：Computer Science        计算机科学
二级分类：Computational Complexity        计算复杂度
分类描述：Covers models of computation, complexity classes, structural complexity, complexity tradeoffs, upper and lower bounds. Roughly includes material in ACM Subject Classes F.1 (computation by abstract devices), F.2.3 (tradeoffs among complexity measures), and F.4.3 (formal languages), although some material in formal languages may be more appropriate for Logic in Computer Science. Some material in F.2.1 and F.2.2, may also be appropriate here, but is more likely to have Data Structures and Algorithms as the primary subject area.
涵盖计算模型，复杂度类别，结构复杂度，复杂度折衷，上限和下限。大致包括ACM学科类F.1（抽象设备的计算）、F.2.3（复杂性度量之间的权衡）和F.4.3（形式语言）中的材料，尽管形式语言中的一些材料可能更适合于计算机科学中的逻辑。在F.2.1和F.2.2中的一些材料可能也适用于这里，但更有可能以数据结构和算法作为主要主题领域。
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一级分类：Computer Science        计算机科学
二级分类：Computational Engineering, Finance, and Science        计算工程、金融和科学
分类描述：Covers applications of computer science to the mathematical modeling of complex systems in the fields of science, engineering, and finance. Papers here are interdisciplinary and applications-oriented, focusing on techniques and tools that enable challenging computational simulations to be performed, for which the use of supercomputers or distributed computing platforms is often required. Includes material in ACM Subject Classes J.2, J.3, and J.4 (economics).
涵盖了计算机科学在科学、工程和金融领域复杂系统的数学建模中的应用。这里的论文是跨学科和面向应用的，集中在技术和工具，使挑战性的计算模拟能够执行，其中往往需要使用超级计算机或分布式计算平台。包括ACM学科课程J.2、J.3和J.4（经济学）中的材料。
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一级分类：Computer Science        计算机科学
二级分类：Discrete Mathematics        离散数学
分类描述：Covers combinatorics, graph theory, applications of probability. Roughly includes material in ACM Subject Classes G.2 and G.3.
涵盖组合学，图论，概率论的应用。大致包括ACM学科课程G.2和G.3中的材料。
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英文摘要：
  Threats on the stability of a financial system may severely affect the functioning of the entire economy, and thus considerable emphasis is placed on the analyzing the cause and effect of such threats. The financial crisis in the current and past decade has shown that one important cause of instability in global markets is the so-called financial contagion, namely the spreading of instabilities or failures of individual components of the network to other, perhaps healthier, components. This leads to a natural question of whether the regulatory authorities could have predicted and perhaps mitigated the current economic crisis by effective computations of some stability measure of the banking networks. Motivated by such observations, we consider the problem of defining and evaluating stabilities of both homogeneous and heterogeneous banking networks against propagation of synchronous idiosyncratic shocks given to a subset of banks. We formalize the homogeneous banking network model of Nier et al. and its corresponding heterogeneous version, formalize the synchronous shock propagation procedures, define two appropriate stability measures and investigate the computational complexities of evaluating these measures for various network topologies and parameters of interest. Our results and proofs also shed some light on the properties of topologies and parameters of the network that may lead to higher or lower stabilities.
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PDF链接：
https://arxiv.org/pdf/1110.3546