We study a class of linear-quadratic stochastic differential games in which each player
interacts directly only with its nearest neighbors in a given graph. We find a semiexplicit …

In this paper we will consider a generalized extension of the Eisenberg-Noe model of
financial contagion to allow for time dynamics in both discrete and continuous time …

We develop a dynamic model to study the systemic risk of the banking network, so as to
study the dynamics of bank defaults. In contrast to the existing literature, we show that while …

We study the problem of financial assistance (bailouts, stimulus payments, or subsidy
allocations) in a network where individuals experience income shocks. These questions are …

As illustrated by the 2008 global financial crisis, the financial distress of one country can
trigger financial distress in other countries. We examine the problem of identifying such …

We develop a new privacy-preserving framework for a general class of financial network
models, leveraging cryptographic principles from secure multiparty computation and …

We study the problem of designing dynamic intervention policies for minimizing cascading
failures in online financial networks, as well we more general demand-supply networks …

In this paper, we study finite-agent linear-quadratic games on graphs. Specifically, we
propose a comprehensive framework that extends the existing literature by incorporating …

We study the system of heterogeneous lending and borrowing based on the relative
average of log-capitalization given by the linear combination of the average within groups …

This paper considers finitely many investors who perform mean-variance portfolio selection
under a relative performance criterion. That is, each investor is concerned about not only her …