English
Related papers

Related papers: Systemic Measures for Performance and Robustness o…

200 papers

Mean-deviation models, along with the existing theory of coherent risk measures, are well studied in the literature. In this paper, we characterize monotonic mean-deviation (risk) measures from a general mean-deviation model by applying a…

Risk Management · Quantitative Finance 2024-08-12 Xia Han , Ruodu Wang , Qinyu Wu

Robustness of linear systems with constant coefficients is considered. There exist methods and tools for analyzing the stability of systems with random or deterministic uncertainties. At the same time, there are no approaches for the…

Optimization and Control · Mathematics 2020-12-08 Andrey Tremba

In this paper, we study the robustness of safety properties of a linear dynamical system with respect to model uncertainties. Our paper involves three parts. In the first part, we provide symbolic (analytical) and numerical (representation…

Systems and Control · Electrical Eng. & Systems 2021-09-17 Bineet Ghosh , Parasara Sridhar Duggirala

This paper leverages linear systems theory to propose a principled measure of complexity for network systems. We focus on a network of first-order scalar linear systems interconnected through a directed graph. By locally filtering out the…

Systems and Control · Electrical Eng. & Systems 2025-07-10 Giacomo Baggio , Marco Fabris

We study the robustness of system estimation to parametric perturbations in system dynamics and initial conditions. We define the problem of sensitivity-based parametric uncertainty quantification in dynamical system estimation. The main…

Systems and Control · Electrical Eng. & Systems 2025-09-09 Ayush Pandey

Similarity measure as a fundamental task in heterogeneous information network analysis has been applied to many areas, e.g., product recommendation, clustering and Web search. Most of the existing metrics depend on the meta-path or…

Databases · Computer Science 2018-05-24 Yu Zhou , Jianbin Huang , Heli Sun , Yizhou Sun

We axiomatically introduce risk-consistent conditional systemic risk measures defined on multidimensional risks. This class consists of those conditional systemic risk measures which can be decomposed into a state-wise conditional…

Risk Management · Quantitative Finance 2016-09-27 Hannes Hoffmann , Thilo Meyer-Brandis , Gregor Svindland

With neural networks being used to control safety-critical systems, they increasingly have to be both accurate (in the sense of matching inputs to outputs) and robust. However, these two properties are often at odds with each other and a…

Systems and Control · Electrical Eng. & Systems 2024-05-30 Ross Drummond , Chris Guiver , Matthew C. Turner

Network robustness is critical for various industrial and social networks against malicious attacks, which has various meanings in different research contexts and here it refers to the ability of a network to sustain its functionality when…

Social and Information Networks · Computer Science 2023-02-09 Yang Lou , Lin Wang , Guanrong Chen

In spite of a few attempts in understanding the dynamical robustness of complex networks, this extremely important subject of research is still in its dawn as compared to the other dynamical processes on networks. We hereby consider the…

Adaptation and Self-Organizing Systems · Physics 2022-03-24 Soumen Majhi

This paper gives an overview of the theory of dynamic convex risk measures for random variables in discrete time setting. We summarize robust representation results of conditional convex risk measures, and we characterize various time…

Risk Management · Quantitative Finance 2010-02-22 Beatrice Acciaio , Irina Penner

Performance metrics (error measures) are vital components of the evaluation frameworks in various fields. The intention of this study was to overview of a variety of performance metrics and approaches to their classification. The main goal…

Methodology · Statistics 2019-01-29 Alexei Botchkarev

We propose a new class of mappings, called Dynamic Limit Growth Indices, that are designed to measure the long-run performance of a financial portfolio in discrete time setup. We study various important properties for this new class of…

Risk Management · Quantitative Finance 2014-07-22 Tomasz R. Bielecki , Igor Cialenco , Marcin Pitera

Optimizing the stability and control performance of complex networks often hinges on effectively identifying critical nodes for targeted intervention. Due to their inherent complexity and high dimensionality, large-scale energy flow…

Physics and Society · Physics 2025-08-26 Yi Li , Xin Li

Complex networks are at the core of an intense research activity. However, in most cases, intricate and costly measurement procedures are needed to explore their structure. In some cases, these measurements rely on link queries: given two…

Networking and Internet Architecture · Computer Science 2009-04-22 Fabien Tarissan , Matthieu Latapy , Christophe Prieur

Metros (heavy rail transit systems) are integral parts of urban transportation systems. Failures in their operations can have serious impacts on urban mobility, and measuring their robustness is therefore critical. Moreover, as physical…

Physics and Society · Physics 2015-05-27 Xiangrong Wang , Yakup Koç , Sybil Derrible , Sk Nasir Ahmad , Robert E. Kooij

In power networks based on Inverter-Based Resources (IBRs), fast controllers cause frequency and voltage dynamics to overlap. Thus, it becomes critical to assess the overall dynamic performance of such networks through a combined…

Systems and Control · Electrical Eng. & Systems 2026-03-11 Rodrigo Bernal , Taulant Kerci , Federico Milano

We introduce a framework for quantifying propagation of uncertainty arising in a dynamic setting. Specifically, we define dynamic uncertainty sets designed explicitly for discrete stochastic processes over a finite time horizon. These…

Risk Management · Quantitative Finance 2024-02-05 Marlon Moresco , Mélina Mailhot , Silvana M. Pesenti

We propose here two new recommendation methods, based on the appropriate normalization of already existing similarity measures, and on the convex combination of the recommendation scores derived from similarity between users and between…

Physics and Society · Physics 2014-12-12 A. Fiasconaro , M. Tumminello , V. Nicosia , V. Latora , R. N. Mantegna

Despite the robustness of complex networks has been extensively studied in the last decade, there still lacks a unifying framework able to embrace all the proposed metrics. In the literature there are two open issues related to this gap:…

Social and Information Networks · Computer Science 2014-07-01 Marc Manzano , Faryad Sahneh , Caterina Scoglio , Eusebi Calle , Jose Luis Marzo