English
Related papers

Related papers: Systemic Risk Clustering of China Internet Financi…

200 papers

Cyber risk refers to the risk of defacing reputation, monetary losses, or disruption of an organization or individuals, and this situation usually occurs by the unconscious use of cyber systems. The cyber risk is unhurriedly increasing day…

Cryptography and Security · Computer Science 2024-04-02 Fatama Tuz Johora , Md Shahedul Islam Khan , Esrath Kanon , Mohammad Abu Tareq Rony , Md Zubair , Iqbal H. Sarker

Changes in the capital structure before and after the global financial crisis for SMEs are studied, emphasizing their financing problems, distinguishing between internal financing and external financing determinants. The empirical research…

General Finance · Quantitative Finance 2017-08-25 ShiXue He , Marcel Ausloos

A growing body of studies on systemic risk in financial markets has emphasized the key importance of taking into consideration the complex interconnections among financial institutions. Much effort has been put in modeling the contagion…

This work explores the characteristics of financial contagion in networks whose links distributions approaches a power law, using a model that defines banks balance sheets from information of network connectivity. By varying the parameters…

General Finance · Quantitative Finance 2014-10-10 Vanessa Hoffmann de Quadros , Juan Carlos González-Avella , José Roberto Iglesias

Machine learning models are increasingly used in a wide variety of financial settings. The difficulty of understanding the inner workings of these systems, combined with their wide applicability, has the potential to lead to significant new…

Computational Finance · Quantitative Finance 2021-02-10 Samuel N. Cohen , Derek Snow , Lukasz Szpruch

Malware attacks have become significantly more frequent and sophisticated in recent years. Therefore, malware detection and classification are critical components of information security. Due to the large amount of malware samples…

Cryptography and Security · Computer Science 2024-05-07 Olha Jurečková , Martin Jureček , Mark Stamp

With the development of urbanization, the scale of urban road network continues to expand, especially in some Asian countries. Short-term traffic state prediction is one of the bases of traffic management and control. Constrained by the…

Systems and Control · Electrical Eng. & Systems 2024-09-10 Pengfei Xu , Weifeng Li , Chenjie Xu , Jian Li

The global financial crisis in 2007-2009 demonstrated that systemic risk can spread all over the world through a complex web of financial linkages, yet we still lack fundamental knowledge about the evolution of the financial web. In…

Statistical Finance · Quantitative Finance 2018-06-11 Teruyoshi Kobayashi , Taro Takaguchi

With the rapid advancement of internet technology, the adaptability of adolescents to online learning has emerged as a focal point of interest within the educational sphere. However, the academic community's efforts to develop predictive…

Machine Learning · Computer Science 2024-09-02 Mingwei Wang , Sitong Liu

In the age of the Internet, people's lives are increasingly dependent on today's network technology. Maintaining network integrity and protecting the legitimate interests of users is at the heart of network construction. Threat detection is…

Cryptography and Security · Computer Science 2024-02-20 Yulu Gong , Mengran Zhu , Shuning Huo , Yafei Xiang , Hanyi Yu

Corporate insolvency can have a devastating effect on the economy. With an increasing number of companies making expansion overseas to capitalize on foreign resources, a multinational corporate bankruptcy can disrupt the world's financial…

Statistical Finance · Quantitative Finance 2018-02-16 Jacky C. K. Chow

Management of systemic risk in financial markets is traditionally associated with setting (higher) capital requirements for market participants. There are indications that while equity ratios have been increased massively since the…

Computational Finance · Quantitative Finance 2019-05-16 Christian Diem , Anton Pichler , Stefan Thurner

We embrace a fresh perspective to auditing by analyzing a large set of companies as complex financial networks rather than static aggregates of balance sheet data. Preliminary analyses show that network centrality measures within these…

Computational Engineering, Finance, and Science · Computer Science 2023-11-30 M. Boersma , S. Sourabh , L. A. Hoogduin , D. Kandhai

Evaluation of systemic risk in networks of financial institutions in general requires information of inter-institution financial exposures. In the framework of Debt Rank algorithm, we introduce an approximate method of systemic risk…

Risk Management · Quantitative Finance 2021-04-14 Sebastian M. Krause , Hrvoje Štefančić , Vinko Zlatić , Guido Caldarelli

The proliferation of internet technology has catalyzed the rapid development of digital finance, significantly impacting the optimization of resource allocation in China and exerting a substantial and enduring influence on the structure of…

General Economics · Economics 2024-05-27 Qing Guo , Siyu Chen , Xiangquan Zeng

We analyse signed networks from the perspective of balance theory which predicts structural balance as a global structure for signed social networks that represent groups of friends and enemies. The scarcity of balanced networks encouraged…

Social and Information Networks · Computer Science 2019-01-23 Samin Aref

Large language models (LLMs) are possessed of numerous beneficial capabilities, yet their potential inclination harbors unpredictable risks that may materialize in the future. We hence propose CRiskEval, a Chinese dataset meticulously…

Computation and Language · Computer Science 2024-06-10 Ling Shi , Deyi Xiong

In this paper, we present an operational system for cyber threat intelligence gathering from various social platforms on the Internet particularly sites on the darknet and deepnet. We focus our attention to collecting information from…

Cryptography and Security · Computer Science 2016-08-02 Eric Nunes , Ahmad Diab , Andrew Gunn , Ericsson Marin , Vineet Mishra , Vivin Paliath , John Robertson , Jana Shakarian , Amanda Thart , Paulo Shakarian

Digital technologies have changed the way supply chain operations are structured. In this article, we conduct systematic syntheses of literature on the impact of new technologies on supply chains and the related cyber risks. A…

Computers and Society · Computer Science 2020-05-18 Petar Radanliev , David De Roure , Kevin Page , Jason Nurse , Rafael Mantilla Montalvo , Omar Santos , La Treall Maddox , Peter Burnap

We analyse growth vulnerabilities in the US using quantile partial correlation regression, a selection-based machine-learning method that achieves model selection consistency under time series. We find that downside risk is primarily driven…

General Economics · Economics 2025-06-03 Tobias Adrian , Hongqi Chen , Max-Sebastian Dovì , Ji Hyung Lee