Related papers: Key Borrowers Detection by Long-Range Interactions
Relational event data, which consist of events involving pairs of actors over time, are now commonly available at the finest of temporal resolutions. Existing continuous-time methods for modeling such data are based on point processes and…
User profiling has long been an important problem that investigates user interests in many real applications. Some recent works regard users and their interacted objects as entities of a graph and turn the problem into a node classification…
Generalization poses a significant challenge in Multi-agent Reinforcement Learning (MARL). The extent to which an agent is influenced by unseen co-players depends on the agent's policy and the specific scenario. A quantitative examination…
Real-world complex systems exhibit multiple levels of relationships. In many cases they require to be modeled as interconnected multilayer networks, characterizing interactions of several types simultaneously. It is of crucial importance in…
Interactions between elements, which are usually represented by networks, have to delineate potentially unequal relationships in terms of their relative importance or direction. The intrinsic unequal relationships of such kind, however, are…
In this work the system of agents is applied to establish a model of the nonlinear distributed signal processing. The evolution of the system of the agents - by the prediction time scale diversified trend followers, has been studied for the…
Financial institutions obtain enormous amounts of data about user transactions and money transfers, which can be considered as a large graph dynamically changing in time. In this work, we focus on the task of predicting new interactions in…
The focus of this paper is modeling what we call a Social Radar, i.e. a method to estimate the relative influence between social agents, by sampling their opinions and as they evolve, after injecting in the network stubborn agents. The…
We use a data-driven agent-based model to study the core-periphery structure of two collaboration networks, R&D alliances between firms and co-authorship relations between scientists. To characterize the network embeddedness of agents, we…
We pose an active perception problem where an autonomous agent actively interacts with a second agent with potentially adversarial behaviors. Given the uncertainty in the intent of the other agent, the objective is to collect further…
We contribute to the understanding of how systemic risk arises in a network of credit-interlinked agents. Motivated by empirical studies we formulate a network model which, despite its simplicity, depicts the nature of interbank markets…
This paper studies a class of models for two-sided interactions, where outcomes depend on latent characteristics of two distinct agent types. Models in this class have two core elements: the matching network, which records which agent pairs…
The main challenge of multiagent reinforcement learning is the difficulty of learning useful policies in the presence of other simultaneously learning agents whose changing behaviors jointly affect the environment's transition and reward…
The weaponization of digital communications and social media to conduct disinformation campaigns at immense scale, speed, and reach presents new challenges to identify and counter hostile influence operations (IOs). This paper presents an…
In social and biological systems, the structural heterogeneity of interaction networks gives rise to the emergence of a small set of influential nodes, or influencers, in a series of dynamical processes. Although much smaller than the…
In a social network, influence diffusion is the process of spreading innovations from user to user. An activation state identifies who are the active users who have adopted the target innovation. Given an activation state of a certain…
Always, some individuals in images are more important/attractive than others in some events such as presentation, basketball game or speech. However, it is challenging to find important people among all individuals in images directly based…
In this work, the concept of a system for analysing social relations between entities using the social network analysis and multi-agent system approaches is presented. The following problems especially appear within the domain of our…
We use a principal-agent model to analyze the structure of a book-driven dealer market when the dealer faces competition from a crossing network or dark pool. The agents are privately informed about their types (e.g. their portfolios),…
Building on topological data analysis and expert knowledge, this study introduces a Mapper-based approach to cluster agents based on their tendency to be influenced by information spread. The context of our paper is financial markets with…