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We introduce new forecast encompassing tests for the risk measure Expected Shortfall (ES). The ES currently receives much attention through its introduction into the Basel III Accords, which stipulate its use as the primary market risk…

Risk Management · Quantitative Finance 2020-08-31 Timo Dimitriadis , Julie Schnaitmann

High complexity models are notorious in machine learning for overfitting, a phenomenon in which models well represent data but fail to generalize an underlying data generating process. A typical procedure for circumventing overfitting…

Machine Learning · Statistics 2025-03-11 James Schmidt

In this paper we study the implications of contingent payments on the clearing wealth in a network model of financial contagion. We consider an extension of the Eisenberg-Noe financial contagion model in which the nominal interbank…

Mathematical Finance · Quantitative Finance 2018-12-14 Tathagata Banerjee , Zachary Feinstein

Microfinance, despite its significant potential for poverty reduction, is facing sustainability hardships due to high default rates. Although many methods in regular finance can estimate credit scores and default probabilities, these…

General Finance · Quantitative Finance 2022-12-13 Christian Kurniawan , Xiyu Deng , Adhiraj Chakraborty , Assane Gueye , Niangjun Chen , Yorie Nakahira

In this article, we propose a novel characterization of law-invariant and coherent risk measures, based on a generalized optimal transport problem in which the second marginal of the admissible plans is not fixed, but required to lie within…

Optimization and Control · Mathematics 2025-12-23 Riccardo Bonalli , Benoît Bonnet-Weill , Laurent Pfeiffer

We discuss risk measures representing the minimum amount of capital a financial institution needs to raise and invest in a pre-specified eligible asset to ensure it is adequately capitalized. Most of the literature has focused on…

Risk Management · Quantitative Finance 2014-02-05 Walter Farkas , Pablo Koch-Medina , Cosimo Munari

This study develops and analyzes an optimization model of smart contract adoption under bounded risk, linking structural theory with simulation and real-world validation. We examine how adoption intensity alpha is structurally pinned at a…

General Finance · Quantitative Finance 2025-10-09 Jinho Cha , Long Pham , Thi Le Hoa Vo , Jaeyoung Cho , Jaejin Lee

Multiple hypothesis testing practices vary widely, without consensus on which are appropriate when. This paper provides an economic foundation for these practices designed to capture leading examples, such as regulatory approval on the…

General Economics · Economics 2026-02-19 Davide Viviano , Kaspar Wuthrich , Paul Niehaus

Choice overload - in which larger choice sets are detrimental to a chooser's well-being - is potentially of great importance in the design of economic policy. Yet the current evidence on its prevalence is inconclusive. We argue that…

General Economics · Economics 2025-06-27 Mark Dean , Dilip Ravindran , Jörg Stoye

We consider the problem of governing systemic risk in an assets-liabilities dynamical model of banking system. In the model considered each bank is represented by its assets and its liabilities.The capital reserves of a bank are the…

Risk Management · Quantitative Finance 2019-05-30 Lorella Fatone , Francesca Mariani

In this paper, we consider a risk-averse decision problem for controlled-diffusion processes, with dynamic risk measures, in which multiple risk-averse agents choose their decisions in such a way to minimize their individual accumulated…

Optimization and Control · Mathematics 2016-11-15 Getachew K. Befekadu , Eduardo L. Pasiliao

We study submodularity for law-invariant functionals, with particular attention to convex risk measures. Expected losses are modular, and certainty equivalents are submodular exactly when the loss function is convex. Law-invariant coherent…

Risk Management · Quantitative Finance 2026-04-07 Ruodu Wang , Jingcheng Yu

In this paper, we study general monetary risk measures (without any convexity or weak convexity). A monetary (respectively, positively homogeneous) risk measure can be characterized as the lower envelope of a family of convex (respectively,…

Mathematical Finance · Quantitative Finance 2020-12-15 Guangyan Jia , Jianming Xia , Rongjie Zhao

We consider nonadaptive group testing with Bernoulli tests, where each item is placed in each test independently with some fixed probability. We give a tight threshold on the maximum number of tests required to find the defective set under…

Information Theory · Computer Science 2017-11-16 Matthew Aldridge

In the literature on risk measures, cash subadditivity was proposed to replace cash additivity, motivated by the presence of stochastic or ambiguous interest rates and defaultable contingent claims. Cash subadditivity has been traditionally…

Risk Management · Quantitative Finance 2025-01-28 Xia Han , Qiuqi Wang , Ruodu Wang , Jianming Xia

Governance theory has quietly relied on a rough cognitive comparability between governors and governed. The assumption is load-bearing, and this paper tries to show why by making it testable. The vehicle is a six-dimension evaluation…

Computers and Society · Computer Science 2026-04-15 Tony Rost

Accepting a proposition means that our confidence in this proposition is strictly greater than the confidence in its negation. This paper investigates the subclass of uncertainty measures, expressing confidence, that capture the idea of…

Artificial Intelligence · Computer Science 2013-02-21 Didier Dubois , Henri Prade

This work introduces a novel framework for evaluating LLMs' capacity to balance instruction-following with critical reasoning when presented with multiple-choice questions containing no valid answers. Through systematic evaluation across…

Computation and Language · Computer Science 2025-06-03 Gracjan Góral , Emilia Wiśnios , Piotr Sankowski , Paweł Budzianowski

Group testing is a well known search problem that consists in detecting the defective members of a set of objects O by performing tests on properly chosen subsets (pools) of the given set O. In classical group testing the goal is to find…

Data Structures and Algorithms · Computer Science 2016-06-13 Annalisa De Bonis

This paper investigates the use of risk measures and theories of choice for modeling risk-averse route choice and traffic network equilibrium with random travel times. We interpret the postulates of these theories in the context of routing,…

Optimization and Control · Mathematics 2013-12-17 Roberto Cominetti , Alfredo Torrico