Related papers: Evolution of Credit Risk Using a Personalized Page…
We consider the problem of risk diversification in complex networks. Nodes represent e.g. financial actors, whereas weighted links represent e.g. financial obligations (credits/debts). Each node has a risk to fail because of losses…
The global financial system has become highly connected and complex. Has been proven in practice that existing models, measures and reports of financial risk fail to capture some important systemic dimensions. Only lately, advisory boards…
The importance of a node in a directed graph can be measured by its PageRank. The PageRank of a node is used in a number of application contexts - including ranking websites - and can be interpreted as the average portion of time spent at…
Link prediction is a common problem in network science that transects many disciplines. The goal is to forecast the appearance of new links or to find links missing in the network. Typical methods for link prediction use the topology of the…
In real-world social systems, individual interactions are frequently shaped by reputation, which not only influences partner selection but also affects the nature and benefits of the interactions themselves. We propose a heterogeneous game…
The PageRank algorithm enables to rank the nodes of a network through a specific eigenvector of the Google matrix, using a damping parameter $\alpha \in ]0,1[$. Using extensive numerical simulations of large web networks, with a special…
The degree to which individuals can exert influence on propagation of information and opinion dynamics in online communities is highly dependent on their social status. Therefore, there is a high demand for identifying influential users in…
We formulate and propose an algorithm (MultiRank) for the ranking of nodes and layers in large multiplex networks. MultiRank takes into account the full multiplex network structure of the data and exploits the dual nature of the network in…
Today, with respect to the increasing growth of demand to get credit from the customers of banks and finance and credit institutions, using an effective and efficient method to decrease the risk of non-repayment of credit given is very…
Risks threatening modern societies form an intricately interconnected network that often underlies crisis situations. Yet, little is known about how risk materializations in distinct domains influence each other. Here we present an approach…
The importance of adequately modeling credit risk has once again been highlighted in the recent financial crisis. Defaults tend to cluster around times of economic stress due to poor macro-economic conditions, {\em but also} by directly…
Although species longevity is subject to a diverse range of selective forces, the mortality curves of a wide variety of organisms are rather similar. We argue that aging and its universal characteristics may have evolved by means of a…
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…
Personalized PageRank (PPR) is a fundamental tool in unsupervised learning of graph representations such as node ranking, labeling, and graph embedding. However, while data privacy is one of the most important recent concerns, existing PPR…
The question of how to stabilize financial systems has attracted considerable attention since the global financial crisis of 2007-2009. Recently, Beale et al. ("Individual versus systemic risk and the regulator's dilemma", Proc Natl Acad…
In networked environments, users frequently share recommendations about content, products, services, and courses of action with others. The extent to which such recommendations are successful and adopted is highly contextual, dependent on…
The algorithms based on message passing neural networks (MPNNs) on graphs have recently achieved great success for various graph applications. However, studies find that these methods always propagate the information to very limited…
Due to the recent increase in interest in Financial Technology (FinTech), applications like credit default prediction (CDP) are gaining significant industrial and academic attention. In this regard, CDP plays a crucial role in assessing the…
Current social networks are of extremely large-scale generating tremendous information flows at every moment. How information diffuse over social networks has attracted much attention from both industry and academics. Most of the existing…
Many complex networks display a mesoscopic structure with groups of nodes sharing many links with the other nodes in their group and comparatively few with nodes of different groups. This feature is known as community structure and encodes…