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Company financial risk is ubiquitous and early risk assessment for listed companies can avoid considerable losses. Traditional methods mainly focus on the financial statements of companies and lack the complex relationships among them.…

Machine Learning · Computer Science 2023-02-01 Wendong Bi , Bingbing Xu , Xiaoqian Sun , Zidong Wang , Huawei Shen , Xueqi Cheng

Measurement and management of credit concentration risk is critical for banks and relevant for micro-prudential requirements. While several methods exist for measuring credit concentration risk within institutions, the systemic effect of…

General Finance · Quantitative Finance 2019-07-09 Davide Cellai , Trevor Fitzpatrick

Amid the rapid digitalization of judicial systems, the integration of big data into adjudication remains underexplored, particularly in uncovering the structural logic of legal applications. This study bridges this gap by employing social…

Social and Information Networks · Computer Science 2026-01-12 Chung Han Tsai , ChengTo Lin , Chung Han Tsai , ChengTo Lin , Baowen Zhang , Qingyue Deng , Yunhui Zhao , Zhijia Song , Baowen Zhang , Qingyue Deng , Yunhui Zhao , Zhijia Song

In the study of complex networks almost all theoretical models have the property of infinite growth, but the size of actual networks is finite. According to statistics from the China Internet IPv4 (Internet Protocol version 4) addresses,…

Computational Physics · Physics 2015-05-18 Jin-Li Guo

Internet crimes are now increasing. In a row with many crimes using information technology, in particular those using Internet, some crimes are often carried out in the form of attacks that occur within a particular agency or institution.…

Computers and Society · Computer Science 2013-07-02 Imam Riadi , Jazi Eko Istiyanto , Ahmad Ashari , Subanar

In this paper, we assess how the stability of financial networks is affected by interconnectedness considering its tiniest variation: the edge. We compute the impact of edges as the percentage difference in the systemic risk (SR) of the…

Statistical Mechanics · Physics 2025-10-06 Michel Alexandre , Thiago Christiano Silva , Francisco A. Rodrigues

The study efforts to explore and extend the crisis predictability by synthetically reviewing and comparing a full mixture of early warning models into two constitutions: crisis identifications and predictive models. Given empirical results…

Mathematical Finance · Quantitative Finance 2020-10-21 Peiwan Wang , Lu Zong

Advanced AI systems offer substantial benefits but also introduce risks. In 2025, AI-enabled cyber offense has emerged as a concrete example. This technical report applies a quantitative risk modeling methodology (described in full in a…

Cybercrime is continuously growing in numbers and becoming more sophisticated. Currently, there are various monetisation and money laundering methods, creating a huge, underground economy worldwide. A clear indicator of these activities is…

Cryptography and Security · Computer Science 2021-05-26 Nikolaos Lykousas , Vasilios Koutsokostas , Fran Casino , Constantinos Patsakis

Correct risk estimation of policyholders is of great significance to auto insurance companies. While the current tools used in this field have been proven in practice to be quite efficient and beneficial, we argue that there is still a lot…

Artificial Intelligence · Computer Science 2023-03-02 Joseph Levitas , Konstantin Yavilberg , Oleg Korol , Genadi Man

The global balance index is used in the network literature to quantify how balanced a signed network is. In this paper we show that the global balance index of financial correlation networks can be used as a systemic risk measure. We define…

Risk Management · Quantitative Finance 2025-06-04 Paolo Bartesaghi , Fernando Diaz-Diaz , Rosanna Grassi , Pierpaolo Uberti

We extract firms' cyber risk with a machine learning algorithm measuring the proximity between their disclosures and a dedicated cyber corpus. Our approach outperforms dictionary methods, uses full disclosure and not devoted-only sections,…

Portfolio Management · Quantitative Finance 2024-03-06 Daniel Celeny , Loïc Maréchal

Credit risk in the China's bond market has become increasingly evident, creating a progressively escalating risk of default for credit bond investors. Given the current incomplete and inaccurate bond information disclosure, timely tracking…

Risk Management · Quantitative Finance 2023-06-09 Kai Ren

Cybersecurity attacks are growing both in frequency and sophistication over the years. This increasing sophistication and complexity call for more advancement and continuous innovation in defensive strategies. Traditional methods of…

Machine Learning · Computer Science 2020-01-20 Antoine Delplace , Sheryl Hermoso , Kristofer Anandita

We address a fundamental problem that is systematically encountered when modeling complex systems: the limitedness of the information available. In the case of economic and financial networks, privacy issues severely limit the information…

Physics and Society · Physics 2015-12-07 Giulio Cimini , Tiziano Squartini , Diego Garlaschelli , Andrea Gabrielli

The advent of the era of big data provides new ideas for financial distress prediction. In order to evaluate the financial status of listed companies more accurately, this study establishes a financial distress prediction indicator system…

Applications · Statistics 2024-04-22 Yi Ding , Chun Yan

If people with high risk of suicide can be identified through social media like microblog, it is possible to implement an active intervention system to save their lives. Based on this motivation, the current study administered the Suicide…

Social and Information Networks · Computer Science 2014-11-05 Lei Zhang , Xiaolei Huang , Tianli Liu , Zhenxiang Chen , Tingshao Zhu

Online financial markets can be represented as complex systems where trading dynamics can be captured and characterized at different resolutions and time scales. In this work, we develop a methodology based on non-negative tensor…

Trading and Market Microstructure · Quantitative Finance 2018-07-26 Teruyoshi Kobayashi , Anna Sapienza , Emilio Ferrara

In order to understand the application of computer technology in financial investment, the author proposes a research on the application of computer technology in financial investment. The author used user transaction data from a certain…

Computational Engineering, Finance, and Science · Computer Science 2024-07-30 Xinye Sha

The combination of the network theoretic approach with recently available abundant economic data leads to the development of novel analytic and computational tools for modelling and forecasting key economic indicators. The main idea is to…

General Finance · Quantitative Finance 2014-03-05 Andreas Joseph , Irena Vodenska , Eugene Stanley , Guanrong Chen
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