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This paper investigates the stakes of introducing probabilistic approaches for the management of power system's security. In real-time operation, the aim is to arbitrate in a rational way between preventive and corrective control, while…

Systems and Control · Computer Science 2016-02-18 Efthymios Karangelos , Patrick Panciatici , Louis Wehenkel

This contribution deals with identification of fractional-order dynamical systems. System identification, which refers to estimation of process parameters, is a necessity in control theory. Real processes are usually of fractional order as…

Other Computer Science · Computer Science 2016-11-15 Deepyaman Maiti , Ayan Acharya , R. Janarthanan , Amit Konar

For large-scale industrial processes under closed-loop control, process dynamics directly resulting from control action are typical characteristics and may show different behaviors between real faults and normal changes of operating…

Systems and Control · Computer Science 2018-09-11 Wenqing Li , Chunhui Zhao , Biao Huang

In recent times we hear increasingly often about cyber attacks on various commercial and strategic sites that manage to escape any defense. In this article, we model such attacks on networks via stochastic processes and predict the time of…

Probability · Mathematics 2019-01-23 Jewgeni H. Dshalalow , Ryan T. White

According to different typologies of activity and priority, risks can assume diverse meanings and it can be assessed in different ways. In general risk is measured in terms of a probability combination of an event (frequency) and its…

Physics and Society · Physics 2009-11-13 C. E. Bonafede , P. Giudici

Inspired by widely-used techniques of causal modelling in risk, failure, and accident analysis, this work discusses a compositional framework for risk modelling. Risk models capture fragments of the space of risky events likely to occur…

Software Engineering · Computer Science 2025-03-21 Mario Gleirscher

Modern autonomous systems rely on perception modules to process complex sensor measurements into state estimates. These estimates are then passed to a controller, which uses them to make safety-critical decisions. It is therefore important…

In normal times, it is assumed that financial institutions operating in non-overlapping sectors have complementary and distinct outcomes, typically reflected in mostly uncorrelated outcomes and asset returns. Such is the reasoning behind…

General Economics · Economics 2021-01-19 Sayuj Choudhari , Richard Licheng Zhu

On March 4th 2016 the Basel Committee on Banking Supervision published a consultative document where a new methodology, called the Standardized Measurement Approach (SMA), is introduced for computing Operational Risk regulatory capital for…

Risk Management · Quantitative Finance 2016-07-05 Giulio Mignola , Roberto Ugoccioni , Eric Cope

The paper analyzes risk assessment for cash flows in continuous time using the notion of convex risk measures for processes. By combining a decomposition result for optional measures, and a dual representation of a convex risk measure for…

Probability · Mathematics 2013-04-18 Irina Penner , Anthony Reveillac

A key goal of the System-Theoretic Process Analysis (STPA) hazard analysis technique is the identification of loss scenarios - causal factors that could potentially lead to an accident. We propose an approach that aims to assist engineers…

Logic in Computer Science · Computer Science 2023-06-08 Craig Innes , Andrew Ireland , Yuhui Lin , Subramanian Ramamoorthy

The financial crisis has dramatically demonstrated that the traditional approach to apply univariate monetary risk measures to single institutions does not capture sufficiently the perilous systemic risk that is generated by the…

Mathematical Finance · Quantitative Finance 2015-04-27 Francesca Biagini , Jean-Pierre Fouque , Marco Frittelli , Thilo Meyer-Brandis

We introduce and study a variational framework for the analysis of empirical risk based inference for dynamical systems and ergodic processes. The analysis applies to a two-stage estimation procedure in which (i) the trajectory of an…

Dynamical Systems · Mathematics 2018-01-24 Kevin McGoff , Andrew B. Nobel

Managing a portfolio to a risk model can tilt the portfolio toward weaknesses of the model. As a result, the optimized portfolio acquires downside exposure to uncertainty in the model itself, what we call "second order risk." We propose a…

Portfolio Management · Quantitative Finance 2009-08-19 Peter G. Shepard

Open Banking powered machine learning applications require novel robustness approaches to deal with challenging stress and failure scenarios. In this paper we propose an hierarchical fallback architecture for improving robustness in high…

Machine Learning · Computer Science 2025-01-30 Gustavo Polleti , Marlesson Santana , Felipe Sassi Del Sant , Eduardo Fontes

Predictive Process Monitoring aims to forecast the future progress of process instances using historical event data. As predictive process monitoring is increasingly applied in online settings to enable timely interventions, evaluating the…

Machine Learning · Computer Science 2023-10-16 Suhwan Lee , Marco Comuzzi , Xixi Lu , Hajo A. Reijers

The negative externalities from an individual bank failure to the whole system can be huge. One of the key purposes of bank regulation is to internalize the social costs of potential bank failures via capital charges. This study proposes a…

General Finance · Quantitative Finance 2014-04-24 Xiaobing Feng , Haibo Hu

Process analytics approaches allow organizations to support the practice of Business Process Management and continuous improvement by leveraging all process-related data to extract knowledge, improve process performance and support…

Other Computer Science · Computer Science 2025-02-25 Asjad Khan , Aditya Ghose , Hoa Dam , Arsal Syed

Systemic risk is a rapidly developing area of research. Classical financial models often do not adequately reflect the phenomena of bubbles, crises, and transitions between them during credit cycles. To study very improbable events,…

Mathematical Finance · Quantitative Finance 2023-05-11 Kamil Fortuna , Janusz Szwabiński

This paper concerns sequential computation of risk measures for financial data and asks how, given a risk measurement procedure, we can tell whether the answers it produces are `correct'. We draw the distinction between `external' and…

Risk Management · Quantitative Finance 2015-11-20 Mark H. A. Davis
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