Related papers: Graph theoretical models and algorithms of portfol…

Constrained maximization of submodular functions poses a central problem in combinatorial optimization. In many realistic scenarios, a number of agents need to maximize multiple submodular objectives over the same ground set. We study such…

We study financial networks with debt contracts and credit default swaps between specific pairs of banks. Given such a financial system, we want to decide which of the banks are in default, and how much of their liabilities can these…

Computing market equilibria is an important practical problem for market design, for example in fair division of items. However, computing equilibria requires large amounts of information (typically the valuation of every buyer for every…

Rule learning approaches for knowledge graph completion are efficient, interpretable and competitive to purely neural models. The rule aggregation problem is concerned with finding one plausibility score for a candidate fact which was…

The most commonly used method to tackle the graph partitioning problem in practice is the multilevel approach. During a coarsening phase, a multilevel graph partitioning algorithm reduces the graph size by iteratively contracting nodes and…

Community-based graph clustering is one of the most popular topics in the analysis of complex social networks. This type of clustering involves grouping vertices that are considered to share more connections, whereas vertices in different…

Graphs may be used to represent many different problem domains -- a concrete example is that of detecting communities in social networks, which are represented as graphs. With big data and more sophisticated applications becoming widespread…

This paper proposes a compression framework for adjacency matrices of weighted graphs based on graph filter banks. Adjacency matrices are widely used mathematical representations of graphs and are used in various applications in signal…

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…

Conventional models of matching markets assume that monetary transfers can clear markets by compensating for utility differentials. However, empirical patterns show that such transfers often fail to close structural preference gaps. This…

This paper characterizes the equilibrium in a continuous time financial market populated by heterogeneous agents who differ in their rate of relative risk aversion and face convex portfolio constraints. The model is studied in an…

In this study, we address the complex issue of graph clustering in signed graphs, which are characterized by positive and negative weighted edges representing attraction and repulsion among nodes, respectively. The primary objective is to…

In financial markets marked by inherent volatility, extreme events can result in substantial investor losses. This paper proposes a portfolio strategy designed to mitigate extremal risks. By applying extreme value theory, we evaluate the…

In the load-balancing problem, we have an $n$-vertex bipartite graph $G=(L, R, E)$ between a set of clients and servers. The goal is to find an assignment of all clients to the servers, while minimizing the maximum load on each server,…

Pattern matching is a fundamental tool for answering complex graph queries. Unfortunately, existing solutions have limited capabilities: they do not scale to process large graphs and/or support only a restricted set of search templates or…

Contracts are complex documents featuring detailed formal structures, explicit and implicit dependencies and rich semantic content. Given these document properties, contract drafting and manual examination of contracts have proven to be…

Receivable financing is the process whereby cash is advanced to firms against receivables their customers have yet to pay: a receivable can be sold to a funder, which immediately gives the firm cash in return for a small percentage of the…

Graphs are a natural representation for systems based on relations between connected entities. Combinatorial optimization problems, which arise when considering an objective function related to a process of interest on discrete structures,…

This paper deals with an optimization problem over a network of agents, where the cost function is the sum of the individual objectives of the agents and the constraint set is the intersection of local constraints. Most existing methods…

Investment returns naturally reside on irregular domains, however, standard multivariate portfolio optimization methods are agnostic to data structure. To this end, we investigate ways for domain knowledge to be conveniently incorporated…