Related papers: Smart Close-out Netting
Formalisation is the process of writing system requirements in a formal language. These requirements mostly originate in Natural Language. In the field of Formal Methods, formalisation is often identified as one of the most delicate and…
Recurrent neural networks are a widely used class of neural architectures. They have, however, two shortcomings. First, it is difficult to understand what exactly they learn. Second, they tend to work poorly on sequences requiring long-term…
Money laundering is a profound global problem. Nonetheless, there is little scientific literature on statistical and machine learning methods for anti-money laundering. In this paper, we focus on anti-money laundering in banks and provide…
This paper elaborates about the potential risk of systemic instabilities in future networks and proposes a methodology to mitigate it. The starting concept is modeling the network as a complex environment (e.g. ecosystem) of resources and…
Outlier detection is critical in real applications to prevent financial fraud, defend network intrusions, or detecting imminent device failures. To reduce the human effort in evaluating outlier detection results and effectively turn the…
A novel network-based approach is introduced to analyze banking systems, focusing on two main themes: identifying influential nodes within global banking networks using Bank for International Settlements data and developing an algorithm to…
We investigate the application of large language models (LLMs) to construct credit networks from firms' textual financial statements and to analyze the resulting network structures. We start with using LLMs to translate each firm's…
The rise of smart applications has drawn interest to logical reasoning over data streams. Recently, different query languages and stream processing/reasoning engines were proposed in different communities. However, due to a lack of…
We present SAFE, an integrated system for managing trust using a logic-based declarative language. Logical trust systems authorize each request by constructing a proof from a context---a set of authenticated logic statements representing…
Signed networks provide a principled framework for representing systems in which interactions are not merely present or absent but qualitatively distinct: friendly or antagonistic, supportive or conflicting, excitatory or inhibitory. This…
Neural networks (NNs) are now routinely implemented on systems that must operate in uncertain environments, but the tools for formally analyzing how this uncertainty propagates to NN outputs are not yet commonplace. Computing tight bounds…
In this paper we propose a robust Model Predictive Control where a Gated Recurrent Unit network model is used to learn the input-output dynamic of the system under control. Robust satisfaction of input and output constraints and recursive…
Software-Defined Networking (SDN) is an emerging paradigm that promises to change this state of affairs, by breaking vertical integration, separating the network's control logic from the underlying routers and switches, promoting (logical)…
The robustness of deep neural networks is crucial to modern AI-enabled systems and should be formally verified. Sigmoid-like neural networks have been adopted in a wide range of applications. Due to their non-linearity, Sigmoid-like…
Despite the impressive quality improvements yielded by neural machine translation (NMT) systems, controlling their translation output to adhere to user-provided terminology constraints remains an open problem. We describe our approach to…
Financial fraud is an issue with far reaching consequences in the finance industry, government, corporate sectors, and for ordinary consumers. Increasing dependence on new technologies such as cloud and mobile computing in recent years has…
We present the notion of stateful priorities for imposing precise restrictions on system actions, in order to meet safety constraints. By using stateful priorities we are able to exclusively restrict erroneous system behavior as specified…
One important issue implied by the finite nature of real-world networks regards the identification of their more external (border) and internal nodes. The present work proposes a formal and objective definition of these properties, founded…
The blockchain constitutes a technology-based, rather than social or regulation based, means to lower uncertainty about one another in order to exchange value. However, its use may very well also lead to increased complexity resulting from…
This paper aims to provide a comprehensive critical overview on how entities and their interactions in Complex Networked Systems (CNS) are modelled across disciplines as they approach their ultimate goal of creating a Digital Twin (DT) that…