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Node centrality is one of the most important and widely used concepts in the study of complex networks. Here, we extend the paradigm of node centrality in financial and economic networks to consider the changes of node "importance" produced…

Mathematical Finance · Quantitative Finance 2020-06-05 Paolo Bartesaghi , Michele Benzi , Gian Paolo Clemente , Rosanna Grassi , Ernesto Estrada

The global financial system can be represented as a large complex network in which banks, hedge funds and other financial institutions are interconnected to each other through visible and invisible financial linkages. Recently, a lot of…

Risk Management · Quantitative Finance 2018-04-11 Fabio Caccioli , Paolo Barucca , Teruyoshi Kobayashi

Assessing the resilience of the economy requires accounting for its intrinsic multi-layer nature, by assessing for instance how disruptions at the firm level spread through the production network and propagate to the banking sector. Methods…

Physics and Society · Physics 2026-03-11 Soumen Majhi , Anna Mancini , Giulio Cimini

The European Union (EU) has been pursuing new cyber security policies in recent years. This paper presents a short reflection of four such policies. The focus is on potential incoherency, meaning a lack of integration, divergence between…

Cryptography and Security · Computer Science 2024-09-30 Jukka Ruohonen

Based on the Global Entrepreneurship Monitor (GEM) surveys and conducting a panel data estimation to test our hypothesis, this paper examines whether corruption perceptions might sand or grease the wheels for entrepreneurship inside…

General Economics · Economics 2021-05-26 F. Javier Sanchez-Vidal , Camino Ramon-Llorens

Since 2008, the network analysis of financial systems is one of the most important subjects in economics. In this paper, we have used the complexity approach and Random Matrix Theory (RMT) for analyzing the global banking network. By…

Statistical Finance · Quantitative Finance 2020-07-30 Ali Namaki , Jamshid Ardalankia , Reza Raei , Leila Hedayatifar , Ali Hosseiny , Emmanuel Haven , G. Reza Jafari

Competing firms can increase profits by setting prices collectively, imposing significant costs on consumers. Such groups of firms are known as cartels and because this behavior is illegal, their operations are secretive and difficult to…

Physics and Society · Physics 2019-08-26 Johannes Wachs , János Kertész

Robustness is a fundamental property of machine learning classifiers required to achieve safety and reliability. In the field of adversarial robustness of image classifiers, robustness is commonly defined as the stability of a model to all…

Machine Learning · Computer Science 2024-05-28 Georg Siedel , Weijia Shao , Silvia Vock , Andrey Morozov

Complex networked systems can be modeled and represented as graphs, with nodes representing the agents and the links describing the dynamic coupling between them. The fundamental objective of network identification for dynamic systems is to…

Systems and Control · Electrical Eng. & Systems 2020-06-09 Venkat Ram Subramanian , Andrew Lamperski , Murti V. Salapaka

Data corruption, including missing and noisy data, poses significant challenges in real-world machine learning. This study investigates the effects of data corruption on model performance and explores strategies to mitigate these effects…

Machine Learning · Computer Science 2025-05-22 Qi Liu , Wanjing Ma

Internet finance is a new financial model that applies Internet technology to payment, capital borrowing and lending and transaction processing. In order to study the internal risks, this paper uses the Internet financial risk elements as…

Econometrics · Economics 2020-01-08 Runjie Xu , Chuanmin Mi , Rafal Mierzwiak , Runyu Meng

The latest financial crisis has painfully revealed the dangers arising from a globally interconnected financial system. Conventional approaches based on the notion of the existence of equilibrium and those which rely on statistical…

Trading and Market Microstructure · Quantitative Finance 2019-12-12 V. Sasidevan , Nils Bertschinger

Cross-border equity and long-term debt securities portfolio investment networks are analysed from 2002 to 2012, covering the 2008 global financial crisis. They serve as network-proxies for measuring the robustness of the global financial…

General Finance · Quantitative Finance 2014-03-05 Andreas Joseph , Stephan Joseph , Guanrong Chen

In this paper, we propose a methodology based on piece-wise homogeneous Markov chain for credit ratings and a multivariate model of the credit spreads to evaluate the financial risk in European Union (EU). Two main aspects are considered:…

Computational Finance · Quantitative Finance 2019-02-05 Guglielmo D'Amico , Filippo Petroni , Philippe Regnault , Stefania Scocchera , Loriano Storchi

A key element to understand complex systems is the relationship between the spatial scale of investigation and the structure of the interrelation among its elements. When it comes to economic systems, it is now well-known that the…

Physics and Society · Physics 2022-02-07 Dario Laudati , Manuel S. Mariani , Luciano Pietronero , Andrea Zaccaria

Corruption, fraud, and unethical activities have emerged as significant obstacles to global economic, political, and social progress. Although many empirical studies have focused on country-level corruption metrics, this study is the first…

General Finance · Quantitative Finance 2023-11-01 Maurizio La Rocca , Tiziana La Rocca , Francesco Fasano , Javier Sanchez-Vidal

Text classification models, especially neural networks based models, have reached very high accuracy on many popular benchmark datasets. Yet, such models when deployed in real world applications, tend to perform badly. The primary reason is…

Computation and Language · Computer Science 2020-02-04 Utkarsh Desai , Srikanth Tamilselvam , Jassimran Kaur , Senthil Mani , Shreya Khare

The subject of the present article is the study of correlations between large insurance companies and their contribution to systemic risk in the insurance sector. Our main goal is to analyze the conditional structure of the correlation on…

General Economics · Economics 2019-05-10 Anna Denkowska , Stanisław Wanat

We present a methodology to extract the backbone of complex networks based on the weight and direction of links, as well as on nontopological properties of nodes. We show how the methodology can be applied in general to networks in which…

General Finance · Quantitative Finance 2010-06-23 J. B. Glattfelder , S. Battiston

Data used in deep learning is notoriously problematic. For example, data are usually combined from diverse sources, rarely cleaned and vetted thoroughly, and sometimes corrupted on purpose. Intentional corruption that targets the weak spots…

Machine Learning · Statistics 2021-11-09 Shih-Ting Huang , Johannes Lederer