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The machine learning formulation of online learning is incomplete from a systems theoretic perspective. Typically, machine learning research emphasizes domains and tasks, and a problem solving worldview. It focuses on algorithm parameters,…
The forecasting of the credit default risk has been an important research field for several decades. Traditionally, logistic regression has been widely recognized as a solution due to its accuracy and interpretability. As a recent trend,…
This work proposes an augmented variant of DebtRank with uncertainty intervals as a method to investigate and assess systemic risk in financial networks, in a context of incomplete data. The algorithm is tested against a default contagion…
This paper integrates deep neural networks (DNNs) into structural economic models to increase flexibility and capture rich heterogeneity while preserving interpretability. Economic structure and machine learning are complements in empirical…
Social media platforms utilize Machine Learning (ML) and Artificial Intelligence (AI) powered recommendation algorithms to maximize user engagement, which can result in inadvertent exposure to harmful content. Current moderation efforts,…
In the aftermath of the financial crisis, the growing literature on financial networks has widely documented the predictive power of topological characteristics (e.g. degree centrality measures) to explain the systemic impact or systemic…
Artificial intelligence (AI) and machine learning (ML) have become vital to remain competitive for financial services companies around the globe. The two models currently competing for the pole position in credit risk management are deep…
In the financial risk domain, particularly in credit default prediction and fraud detection, accurate identification of high-risk class instances is paramount, as their occurrence can have significant economic implications. Although machine…
Deep learning systems are optimized for clusters with homogeneous resources. However, heterogeneity is prevalent in computing infrastructure across edge, cloud and HPC. When training neural networks using stochastic gradient descent…
Peer-to-peer (P2P) botnets have become one of the major threats in network security for serving as the fundamental infrastructure for various cyber-crimes. More challenges are involved in the problem of detecting P2P botnets, despite a few…
With the emerging of new networks, such as wireless sensor networks, vehicle networks, P2P networks, cloud computing, mobile Internet, or social networks, the network dynamics and complexity expands from system design, hardware, software,…
The Internet of Things (IoT) has witnessed unprecedented growth, resulting in a massive influx of diverse network traffic from interconnected devices. Effectively classifying this network traffic is crucial for optimizing resource…
In this research, we introduce a robust metric to identify Systemically Important Financial Institution (SIFI) in a financial network by taking into account both common idiosyncratic shocks and contagion through counterparty exposures. We…
During fine-tuning, large language models (LLMs) are increasingly vulnerable to data-poisoning backdoor attacks, which compromise their reliability and trustworthiness. However, existing defense strategies suffer from limited…
Web Search and Social Media have always been two of the most important applications on the internet. We begin by giving a unified framework, called general search, of which which all search and social media products can be seen as…
Randomized Controlled Trials (RCTs), or A/B testing, have become the gold standard for optimizing various operational policies on online platforms. However, RCTs on these platforms typically cover a limited number of discrete treatment…
We study robust and efficient distributed algorithms for searching, storing, and maintaining data in dynamic Peer-to-Peer (P2P) networks. P2P networks are highly dynamic networks that experience heavy node churn (i.e., nodes join and leave…
This paper explores the use of clustering methods and machine learning algorithms, including Natural Language Processing (NLP), to identify and classify problems identified in credit risk models through textual information contained in…
Enabled by recent improvements in generation methodologies, DeepFakes have become mainstream due to their increasingly better visual quality, the increase in easy-to-use generation tools and the rapid dissemination through social media.…
Professional networks provide invaluable entree to opportunity through referrals and introductions. A rich literature shows they also serve to entrench and even exacerbate a status quo of privilege and disadvantage. Hiring platforms,…