Related papers: Graph-based era segmentation of international fina…
The maximization for the independence systems defined on graphs is a generalization of combinatorial optimization problems such as the maximum $b$-matching, the unweighted MAX-SAT, the matchoid, and the maximum timed matching problems. In…
Company financial risks pose a significant threat to personal wealth and national economic stability, stimulating increasing attention towards the development of efficient andtimely methods for monitoring them. Current approaches tend to…
Macroeconomic indexes are of high importance for banks: many risk-control decisions utilize these indexes. A typical workflow of these indexes evaluation is costly and protracted, with a lag between the actual date and available index being…
Graphs are a key form of Big Data, and performing scalable analytics over them is invaluable to many domains. As our ability to collect data grows, there is an emerging class of inter-connected data which accumulates or varies over time,…
This study attempts to investigate into the structure and features of global equity markets from a time-frequency perspective. An analysis grounded on this framework allows one to capture information from a different dimension, as opposed…
The proposed approach yields a numerical method that provably executes in linear time with respect to the number of nodes and edges in a graph. The graph, constructed from the power system model, requires only knowledge of the dependencies…
Graph learning has rapidly evolved into a critical subfield of machine learning and artificial intelligence (AI). Its development began with early graph-theoretic methods, gaining significant momentum with the advent of graph neural…
Using the new data from the OECD-WTO world network of economic activities we construct the Google matrix $G$ of this directed network and perform its detailed analysis. The network contains 58 countries and 37 activity sectors for years…
An emerging way to deal with high-dimensional non-euclidean data is to assume that the underlying structure can be captured by a graph. Recently, ideas have begun to emerge related to the analysis of time-varying graph signals. This work…
Real-world optimization problems are generally not just black-box problems, but also involve mixed types of inputs in which discrete and continuous variables coexist. Such mixed-space optimization possesses the primary challenge of modeling…
The presence of Super-Apps have changed the way we think about the interactions between users and commerce. It then comes as no surprise that it is also redefining the way banking is done. The paper investigates how different interactions…
We propose a novel framework for learning time-varying graphs from spatiotemporal measurements. Given an appropriate prior on the temporal behavior of signals, our proposed method can estimate time-varying graphs from a small number of…
The purpose of this research article is to discover how the econophysics analysis can complement the econometrics models in application to the risk management in the central banks and financial institutions, operating within the nonlinear…
This paper introduces a comprehensive framework for Financial Information Theory by applying information-theoretic concepts such as entropy, Kullback-Leibler divergence, mutual information, normalized mutual information, and transfer…
In a globalised world, inflation in a given country may be becoming less responsive to domestic economic activity, while being increasingly determined by international conditions. Consequently, understanding the international sources of…
Grouped data in form of income shares have been conventionally used to estimate income inequality due to the lack of availability of individual records. Most prior research on economic inequality relies on lower bounds of inequality…
Under a high-dimensional vector autoregressive (VAR) model, we propose a way of efficiently estimating both the stationary graph structure between the nodal time series and their temporal dynamics. The framework is then used to make…
This paper presents a new graph isomorphism invariant, called $\mathfrak{w}$-labeling, that can be used to design a polynomial-time algorithm for solving the graph isomorphism problem for various graph classes. For example, all…
Optimization and expansion are two modes of staged evolution of complex systems where macroscopic observables change at a decreasing, respectively increasing, rate. A prime example of evolutionary expansion, Gross Domestic Product (GDP)…
We propose a unified multi-tasking framework to represent the complex and uncertain causal process of financial market dynamics, and then to predict the movement of any type of index with an application on the monthly direction of the…