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Related papers: Key Borrowers Detection by Long-Range Interactions

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The quality of generalized linear models (GLMs), frequently used by insurance companies, depends on the choice of interacting variables. The search for interactions is time-consuming, especially for data sets with a large number of…

Machine Learning · Statistics 2025-05-21 Yevhen Havrylenko , Julia Heger

In various economic environments, people observe other people with whom they strategically interact. We can model such information-sharing relations as an information network, and the strategic interactions as a game on the network. When…

Methodology · Statistics 2019-11-27 Nathan Canen , Jacob Schwartz , Kyungchul Song

Influential users play an important role in online social networks since users tend to have an impact on one other. Therefore, the proposed work analyzes users and their behavior in order to identify influential users and predict user…

Social and Information Networks · Computer Science 2016-05-11 Fredrik Erlandsson , Piotr Bródka , Anton Borg , Henric Johnson

As LLM-based agents increasingly browse the web on users' behalf, a natural question arises: can websites passively identify which underlying model powers an agent? Doing so would represent a significant security risk, enabling targeted…

Cryptography and Security · Computer Science 2026-05-15 William Lugoloobi , Samuelle Marro , Jabez Magomere , Joss Wright , Chris Russell

We present a method to detect departures from business-justified workflows among support agents. Our goal is to assist auditors in identifying agent actions that cannot be explained by the activity within their surrounding context, where…

Cryptography and Security · Computer Science 2024-11-06 Birkett Huber , Casper Neo , Keiran Sampson , Alex Kantchelian , Brett Ksobiech , Yanis Pavlidis

A method of `network filtering' has been proposed recently to detect the effects of certain external perturbations on the interacting members in a network. However, with large networks, the goal of detection seems a priori difficult to…

Methodology · Statistics 2010-01-28 Shu Yang , Eric D. Kolaczyk

This paper studies the action dynamics of network coordination games with bounded-rational agents. I apply the experience-weighted attraction (EWA) model to the analysis as the EWA model has several free parameters that can capture…

General Economics · Economics 2023-10-31 Fulin Guo

Interactions play a key role in understanding objects and scenes, for both virtual and real world agents. We introduce a new general representation for proximal interactions among physical objects that is agnostic to the type of objects or…

In the wake of the still ongoing global financial crisis, bank interdependencies have come into focus in trying to assess linkages among banks and systemic risk. To date, such analysis has largely been based on numerical data. By contrast,…

Computational Finance · Quantitative Finance 2015-07-28 Samuel Rönnqvist , Peter Sarlin

For more than a half-century, credit risk management has used credit scoring models in each of its well-defined stages to manage credit risk. Application scoring is used to decide whether to grant a credit or not, while behavioral scoring…

Social and Information Networks · Computer Science 2022-04-14 Ricardo Muñoz-Cancino , Cristián Bravo , Sebastián A. Ríos , Manuel Graña

Seamlessly interacting with humans or robots is hard because these agents are non-stationary. They update their policy in response to the ego agent's behavior, and the ego agent must anticipate these changes to co-adapt. Inspired by humans,…

Robotics · Computer Science 2020-11-16 Annie Xie , Dylan P. Losey , Ryan Tolsma , Chelsea Finn , Dorsa Sadigh

Effectively predicting intent and behavior requires inferring leadership in multi-agent interactions. Dynamic games provide an expressive theoretical framework for modeling these interactions. Employing this framework, we propose a novel…

Multiagent Systems · Computer Science 2024-04-10 Hamzah Khan , David Fridovich-Keil

Long-range graph tasks -- those dependent on interactions between distant nodes -- are an open problem in graph neural network research. Real-world benchmark tasks, especially the Long Range Graph Benchmark, have become popular for…

Machine Learning · Computer Science 2025-06-09 Jacob Bamberger , Benjamin Gutteridge , Scott le Roux , Michael M. Bronstein , Xiaowen Dong

Human social behavior plays a crucial role in how pathogens like SARS-CoV-2 or fake news spread in a population. Social interactions determine the contact network among individuals, while spreading, requiring individual-to-individual…

Physics and Society · Physics 2022-04-15 Mark M. Dekker , Tessa F. Blanken , Fabian Dablander , Jiamin Ou , Denny Borsboom , Debabrata Panja

We demonstrate using multi-layered networks, the existence of an empirical linkage between the dynamics of the financial network constructed from the market indices and the macroeconomic networks constructed from macroeconomic variables…

General Economics · Economics 2019-03-18 Kiran Sharma , Anindya S. Chakrabarti , Anirban Chakraborti

From pedestrians to Kuramoto oscillators, interactions between agents govern how dynamical systems evolve in space and time. Discovering how these agents relate to each other has the potential to improve our understanding of the often…

Machine Learning · Computer Science 2025-03-12 Yulong Yang , Bowen Feng , Keqin Wang , Naomi Ehrich Leonard , Adji Bousso Dieng , Christine Allen-Blanchette

Entities whose changes will significantly affect others in a networked system are called shakers. In recent years, some models have been proposed to detect such shaker from evolving entities. However, limited work has focused on shaker…

Computers and Society · Computer Science 2023-03-14 Chang Liao

Financial institutions mostly deal with people. Therefore, characterizing different kinds of human behavior can greatly help institutions for improving their relation with customers and with regulatory offices. In many of such interactions,…

Artificial Intelligence · Computer Science 2020-11-06 Daniel Borrajo , Manuela Veloso

We study the method for detecting relationship changes in financial markets and providing human-interpretable network visualization to support the decision-making of fund managers dealing with multi-assets. First, we construct co-occurrence…

General Finance · Quantitative Finance 2020-11-17 Makoto Naraoka , Teruaki Hayashi , Takaaki Yoshino , Toshiaki Sugie , Kota Takano , Yukio Ohsawa

Interpreting neural networks is a crucial and challenging task in machine learning. In this paper, we develop a novel framework for detecting statistical interactions captured by a feedforward multilayer neural network by directly…

Machine Learning · Statistics 2018-02-28 Michael Tsang , Dehua Cheng , Yan Liu