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Credit risk rating is shown to be a relevant determinant in order to estimate good corporate governance and to self-optimize capital structure. The conclusion is argued from a study on a selected (and justified) sample of (182) companies…

Economics · Quantitative Finance 2017-12-05 ManYing Kang , Marcel Ausloos

Viral marketing is becoming important due to the popularity of online social networks (OSNs). Companies may provide incentives (e.g., via free samples of a product) to a small group of users in an OSN, and these users provide…

Social and Information Networks · Computer Science 2014-07-21 Yongkun Li , John C. S. Lui

We have conducted an agent-based simulation of chain bankruptcy. The propagation of credit risk on a network, i.e., chain bankruptcy, is the key to nderstanding largesized bankruptcies. In our model, decrease of revenue by the loss of…

General Finance · Quantitative Finance 2008-12-02 Yuichi Ikeda , Yoshi Fujiwara , Wataru Souma , Hideaki Aoyama , Hiroshi Iyetomi

For more than a half-century, credit risk management has used credit scoring models in each of its well-defined stages to manage credit risk. Application scoring is used to decide whether to grant a credit or not, while behavioral scoring…

Social and Information Networks · Computer Science 2022-04-14 Ricardo Muñoz-Cancino , Cristián Bravo , Sebastián A. Ríos , Manuel Graña

Over the past decade, millions of companies have filed for bankruptcy. This has been caused by a plethora of reasons, namely, high interest rates, heavy debts and government regulations. The effect of a company going bankrupt can be…

General Finance · Quantitative Finance 2020-03-31 Michael Filletti , Aaron Grech

The DebtRank algorithm has been increasingly investigated as a method to estimate the impact of shocks in financial networks, as it overcomes the limitations of the traditional default-cascade approaches. Here we formulate a dynamical…

Risk Management · Quantitative Finance 2018-11-21 Marco Bardoscia , Stefano Battiston , Fabio Caccioli , Guido Caldarelli

Frauds severely hurt many kinds of Internet businesses. Group-based fraud detection is a popular methodology to catch fraudsters who unavoidably exhibit synchronized behaviors. We combine both graph-based features (e.g. cluster density) and…

Cryptography and Security · Computer Science 2018-06-26 Yikun Ban , Xin Liu , Tianyi Zhang , Ling Huang , Yitao Duan , Xue Liu , Wei Xu

The peer-to-peer (P2P) economy relies on establishing trust in distributed networked systems, where the reliability of a user is assessed through digital peer-review processes that aggregate ratings into reputation scores. Here we present…

Physics and Society · Physics 2017-06-15 Giacomo Livan , Fabio Caccioli , Tomaso Aste

A reliable inference of networks from data is of key interest in the Neurosciences. Several methods have been suggested in the literature to reliably determine links in a network. To decide about the presence of links, these techniques rely…

Physics and Society · Physics 2018-06-29 Gloria Cecchini , Marco Thiel , Bjoern Schelter , Linda Sommerlade

Bitcoin is by far the most popular crypto-currency solution enabling peer-to-peer payments. Despite some studies highlighting the network does not provide full anonymity, it is still being heavily used for a wide variety of dubious…

Social and Information Networks · Computer Science 2019-12-30 Yining Hu , Suranga Seneviratne , Kanchana Thilakarathna , Kensuke Fukuda , Aruna Seneviratne

What if a successful company starts to receive a torrent of low-valued (one or two stars) recommendations in its mobile apps from multiple users within a short (say one month) period of time? Is it legitimate evidence that the apps have…

Social and Information Networks · Computer Science 2016-11-24 Gabriel Gimenes , Robson Cordeiro , Jose F. Rodrigues-Jr

The "social-networking revolution" of late (e.g., with the advent of social media, Facebook, and the like) has been propelling the crusade to elucidate the embedded networks that underlie economic activity. An unexampled synthesis of…

Adaptation and Self-Organizing Systems · Physics 2012-09-26 Dranreb Earl Juanico

Graph-based patterns are extensively employed and favored by practitioners within industrial companies due to their capacity to represent the behavioral attributes and topological relationships among users, thereby offering enhanced…

Machine Learning · Computer Science 2024-11-12 Sheng Tian , Xintan Zeng , Yifei Hu , Baokun Wang , Yongchao Liu , Yue Jin , Changhua Meng , Chuntao Hong , Tianyi Zhang , Weiqiang Wang

An important task in network analysis is the detection of anomalous events in a network time series. These events could merely be times of interest in the network timeline or they could be examples of malicious activity or network…

Machine Learning · Computer Science 2016-08-03 Timothy La Fond , Jennifer Neville , Brian Gallagher

Network analysis is currently used in a myriad of contexts: from identifying potential drug targets to predicting the spread of epidemics and designing vaccination strategies, and from finding friends to uncovering criminal activity.…

Data Analysis, Statistics and Probability · Physics 2010-04-28 R. Guimera , M. Sales-Pardo

Recently, graph matching algorithms have been successfully applied to the problem of network de-anonymization, in which nodes (users) participating to more than one social network are identified only by means of the structure of their links…

Social and Information Networks · Computer Science 2015-08-11 C. F Chiasserini , M. Garetto , E. Leonardi

This paper is motivated by the task of detecting anomalies in networks of financial transactions, with accounts as nodes and a directed weighted edge between two nodes denoting a money transfer. The weight of the edge is the transaction…

Applications · Statistics 2019-05-28 Andrew Elliott , Mihai Cucuringu , Milton Martinez Luaces , Paul Reidy , Gesine Reinert

We use methods from network science to analyze corruption risk in a large administrative dataset of over 4 million public procurement contracts from European Union member states covering the years 2008-2016. By mapping procurement markets…

General Finance · Quantitative Finance 2019-09-20 Johannes Wachs , Mihály Fazekas , János Kertész

Most real-world networks exhibit community structure, a phenomenon characterized by existence of node clusters whose intra-edge connectivity is stronger than edge connectivities between nodes belonging to different clusters. In addition to…

Machine Learning · Statistics 2016-04-20 Brian Baingana , Georgios B. Giannakis

In grid computing, trust has massive significance. There is lot of research to propose various models in providing trusted resource sharing mechanisms. The trust is a belief or perception that various researchers have tried to correlate…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-01-11 P. Suresh Kumar , P. Sateesh Kumar , S. Ramachandram
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