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Banks in the interbank network can not assess the true risks associated with lending to other banks in the network, unless they have full information on the riskiness of all the other banks. These risks can be estimated by using network…

Risk Management · Quantitative Finance 2013-01-28 Stefan Thurner , Sebastian Poledna

Time-series models typically assume untainted and legitimate streams of data. However, a self-interested adversary may have incentive to corrupt this data, thereby altering a decision maker's inference. Within the broader field of…

Cryptography and Security · Computer Science 2024-02-22 William N. Caballero , Jose Manuel Camacho , Tahir Ekin , Roi Naveiro

This paper studies systemic-risk connectedness in the European insurance sector at three levels of granularity: across major segments of financial markets, across insurance subsectors, and across individual insurance companies. Using a…

Computational Finance · Quantitative Finance 2026-05-12 Giovanni Bonaccolto , Nicola Borri , Andrea Consiglio , Giorgio Di Giorgio

In applications like medical imaging, error correction, and sensor networks, one needs to solve large-scale linear systems that may be corrupted by a small number of arbitrarily large corruptions. We consider solving such large-scale…

Numerical Analysis · Mathematics 2018-12-27 Jamie Haddock , Deanna Needell

Economic interdependencies have become increasingly present in globalized production, financial and trade systems. While establishing interdependencies among economic agents is crucial for the production of complex products, they may also…

Physics and Society · Physics 2019-12-23 Aymeric Vié , Alfredo J. Morales

Much of the analysis of economic growth has focused on the study of aggregate output. Here, we deviate from this tradition and look instead at the structure of output embodied in the network connecting countries to the products that they…

General Finance · Quantitative Finance 2012-03-02 Ricardo Hausmann , Cesar A. Hidalgo

Money laundering is a major global problem, enabling criminal organisations to hide their ill-gotten gains and to finance further operations. Prevention of money laundering is seen as a high priority by many governments, however detection…

Social and Information Networks · Computer Science 2016-08-03 David Savage , Qingmai Wang , Pauline Chou , Xiuzhen Zhang , Xinghuo Yu

Legislators, designers of legal information systems, as well as citizens face often problems due to the interdependence of the laws and the growing number of references needed to interpret them. Quantifying this complexity is not an easy…

Social and Information Networks · Computer Science 2017-08-23 Marios Koniaris , Ioannis Anagnostopoulos , Yannis Vassiliou

The economical world consists of a highly interconnected and interdependent network of firms. Here we develop temporal and structural network tools to analyze the state of the economy. Our analysis indicates that a strong clustering can be…

Research funding systems are not isolated systems - they are embedded in a larger scientific system with an enormous influence on the system. This paper aims to analyze the allocation of competitive research funding from different…

Cyber risks are the most common risks encountered by a modern network system. However, it is significantly difficult to assess the joint cyber risk owing to the network topology, risk propagation, and heterogeneities of components. In this…

Social and Information Networks · Computer Science 2020-06-30 Gaofeng Da , Maochao Xu , Jingshi Zhang , Peng Zhao

Lattice investment projects support process model with corruption is formulated and analyzed. The model is based on the Ising lattice model of ferromagnetic but takes deal with the social phenomenon. Set of corruption agents is considered.…

Mathematical Finance · Quantitative Finance 2019-01-28 O. A. Malafeyev , S. A. Nemnyugin

Countries globally trade with tons of waste materials every year, some of which are highly hazardous. This trade admits a network representation of the world-wide waste web, with countries as vertices and flows as directed weighted edges.…

Physics and Society · Physics 2022-04-06 Johann H. Martínez , Sergi Romero , José J. Ramasco , Ernesto Estrada

In railway infrastructure, construction and maintenance is typically procured using competitive procedures such as auctions. However, these procedures only fulfill their purpose - using (taxpayers') money efficiently - if bidders do not…

General Economics · Economics 2023-04-25 Hannes Wallimann , Silvio Sticher

Risk assessment is a major challenge for supply chain managers, as it potentially affects business factors such as service costs, supplier competition and customer expectations. The increasing interconnectivity between organisations has put…

Machine Learning · Statistics 2019-11-27 Alberto Redondo , Alberto Torres-Barrán , David Ríos Insua , Jordi Domingo

Deep learning (DL) models are widely used in real-world applications but remain vulnerable to distribution shifts, especially due to weather and lighting changes. Collecting diverse real-world data for testing the robustness of DL models is…

Computer Vision and Pattern Recognition · Computer Science 2025-05-09 Shashank Agnihotri , David Schader , Nico Sharei , Mehmet Ege Kaçar , Margret Keuper

This paper investigates how economic shocks propagate and amplify through the input-output network connecting industrial sectors in developed economies. We study alternative models of diffusion on networks and we calibrate them using…

General Finance · Quantitative Finance 2014-04-02 Martha G. Alatriste Contreras , Giorgio Fagiolo

This essay presents an exploration of elements from information theory and cibernetics on the struggle against corruption behavior in public sector and beyond; the existence of an exemplary or corrupt ethical equilibriums are explored by…

Information Theory · Computer Science 2015-04-02 Rodrigo Lopez-Pablos

In normal times, it is assumed that financial institutions operating in non-overlapping sectors have complementary and distinct outcomes, typically reflected in mostly uncorrelated outcomes and asset returns. Such is the reasoning behind…

General Economics · Economics 2021-01-19 Sayuj Choudhari , Richard Licheng Zhu

Cyber networks are fundamental to many organization's infrastructure, and the size of cyber networks is increasing rapidly. Risk measurement of the entities/endpoints that make up the network via available knowledge about possible threats…

Systems and Control · Electrical Eng. & Systems 2025-01-29 Arda Bayer , David Maluf , Behnaam Aazhang
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