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Globalization has had undesirable effects on the labor standards embedded in the products we consume. This paper proposes an ex-ante evaluation of supply chain due diligence regulations, such as the EU Corporate Sustainable Due Diligence…
Measuring the corporate default risk is broadly important in economics and finance. Quantitative methods have been developed to predictively assess future corporate default probabilities. However, as a more difficult yet crucial problem,…
Journal Impact Factor is a popular metric for determining the quality of a journal in academia. The number of citations received by a journal is a crucial factor in determining the impact factor, which may be misused in multiple ways.…
Network segmentation is a popular security practice for limiting lateral movement, yet practitioners lack a metric to measure how segmented a network actually is. We define segmentedness as the fraction of potential node-pair communications…
Enterprise networks that host valuable assets and services are popular and frequent targets of distributed network attacks. In order to cope with the ever-increasing threats, industrial and research communities develop systems and methods…
Networked-guarantee loans may cause the systemic risk related concern of the government and banks in China. The prediction of default of enterprise loans is a typical extremely imbalanced prediction problem, and the networked-guarantee make…
The aim of this paper is to quantify and manage systemic risk caused by default contagion in the interbank market. We model the market as a random directed network, where the vertices represent financial institutions and the weighted edges…
The Internet has recently witnessed unprecedented growth of a class of connected assets called the Internet of Things (IoT). Due to relatively immature manufacturing processes and limited computing resources, IoTs have inadequate…
Employee turnover is a critical challenge in financial markets, yet little is known about the role of professional networks in shaping career moves. Using the Hong Kong Securities and Futures Commission (SFC) public register (2007-2024), we…
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…
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…
Criminal networks such as human trafficking rings are threats to the rule of law, democracy and public safety in our global society. Network science provides invaluable tools to identify key players and design interventions for Law…
Credit card fraud detection is a very challenging problem because of the specific nature of transaction data and the labeling process. The transaction data is peculiar because they are obtained in a streaming fashion, they are strongly…
Social networking and micro-blogging services, such as Twitter, play an important role in sharing digital information. Despite the popularity and usefulness of social media, they are regularly abused by corrupt users. One of these nefarious…
Mixed Probit models are widely applied in many fields where prediction of a binary response is of interest. Typically, the random effects are assumed to be independent but this is seldom the case for many real applications. In the credit…
Exploring measures to improve financial networks and mitigate systemic risks is an ongoing challenge. We study claims trading, a notion defined in Chapter 11 of the U.S. Bankruptcy Code. For a bank $v$ in distress and a trading partner $w$,…
Predicting high-growth firms has attracted increasing interest from the technological forecasting and machine learning communities. Most existing studies primarily utilize financial data for these predictions. However, research suggests…
Identifying reputable Ethereum projects remains a critical challenge within the expanding blockchain ecosystem. The ability to distinguish between legitimate initiatives and potentially fraudulent schemes is non-trivial. This work presents…
Online manipulation of information has become more prevalent in recent years as state-sponsored disinformation campaigns seek to influence and polarize political topics through massive coordinated efforts. In the process, these efforts…
Production networks constitute the backbone of every economic system. They are inherently fragile as several recent crises clearly highlighted. Estimating the system-wide consequences of local disruptions (systemic risk) requires detailed…