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When undertaking cyber security risk assessments, we must assign numeric values to metrics to compute the final expected loss that represents the risk that an organization is exposed to due to cyber threats. Even if risk assessment is…

A digital security breach, by which confidential information is leaked, does not only affect the agent whose system is infiltrated, but is also detrimental to other agents socially connected to the infiltrated system. Although it has been…

The internet landscape is growing and at the same time becoming more heterogeneous. Services are performed via computers and networks, critical data is stored digitally. This enables freedom for the user, and flexibility for operators. Data…

Firms in inter-organizational networks such as supply chains or strategic alliances are exposed to interdependent risks. These are risks that are transferable across partner firms. They can be decomposed into intrinsic risks a firm faces…

In a world of ever-increasing systems interdependence, effective cybersecurity policy design seems to be one of the most critically understudied elements of our national security strategy. Enterprise cyber technologies are often implemented…

Information on cyber-related crimes, incidents, and conflicts is abundantly available in numerous open online sources. However, processing the large volumes and streams of data is a challenging task for the analysts and experts, and entails…

Cybersecurity risk is commonly expressed through impact and likelihood, yet likelihood remains difficult to estimate because cyber incidents are underreported, heterogeneous datasets are weakly comparable, and attacker behaviour changes…

We introduce a model for a market based economic system of cyber-risk valuation to correct fundamental problems of incentives within the information technology and information processing industries. We assess the makeup of the current day…

Credit rating is an analysis of the credit risks associated with a corporation, which reflects the level of the riskiness and reliability in investing, and plays a vital role in financial risk. There have emerged many studies that implement…

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…

As interconnected systems proliferate, safeguarding complex infrastructures against an escalating array of cyber threats has become an urgent challenge. The increasing number of vulnerabilities, combined with resource constraints, makes…

Sustainable financial markets play an important role in the functioning of human society. Still, the detection and prediction of risk in financial markets remain challenging and draw much attention from the scientific community. Here we…

This article provides an alternative perspective for measuring author impact by applying PageRank algorithm to a coauthorship network. A weighted PageRank algorithm considering citation and coauthorship network topology is proposed. We test…

Many complex systems exhibit a natural hierarchy in which elements can be ranked according to a notion of "influence". While the complete and accurate knowledge of the interactions between constituents is ordinarily required for the…

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…

Information sharing is vital in resisting cyberattacks, and the volume and severity of these attacks is increasing very rapidly. Therefore responders must triage incoming warnings in deciding how to act. This study asked a very specific…

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…

Nowadays, both the amount of cyberattacks and their sophistication have considerably increased, and their prevention is of concern of most of organizations. Cooperation by means of information sharing is a promising strategy to address this…

In a stock market, the price fluctuations are interactive, that is, one listed company can influence others. In this paper, we seek to study the influence relationships among listed companies by constructing a directed network on the basis…

Information sharing among organizations has been gaining attention as a method for improving cybersecurity. However, the associated disclosure costs act as deterrents for firms' voluntary cooperation. In this work, we take a game-theoretic…