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This paper develops a dynamic internal fraud model for operational losses in retail banking. It considers public operational losses arising from internal fraud in retail banking within a group of international banks. Additionally, the model…

Risk Management · Quantitative Finance 2020-02-11 Rocío Paredes , Marco Vega

Lattice investment projects support process model with corruption is formulated and analyzed. The model is based on the Ising lattice model of ferromagnetic but takes deal with the social phenomenon. Set of corruption agents is considered.…

Mathematical Finance · Quantitative Finance 2019-01-28 O. A. Malafeyev , S. A. Nemnyugin

Neural Networks are sensitive to various corruptions that usually occur in real-world applications such as blurs, noises, low-lighting conditions, etc. To estimate the robustness of neural networks to these common corruptions, we generally…

Machine Learning · Computer Science 2021-05-27 Alfred Laugros , Alice Caplier , Matthieu Ospici

Corruption is an endemic societal problem with profound implications in the development of nations. In combating this issue, cross-national evidence supporting the effectiveness of the rule of law seems at odds with poorly realized outcomes…

General Economics · Economics 2019-02-04 Omar A. Guerrero , Gonzalo Castañeda

We consider a government that aims at reducing the debt-to-gross domestic product (GDP) ratio of a country. The government observes the level of the debt-to-GDP ratio and an indicator of the state of the economy, but does not directly…

Optimization and Control · Mathematics 2019-01-29 Giorgia Callegaro , Claudia Ceci , Giorgio Ferrari

We investigate the emergence of synchronization in a network of coupled chaotic macroeconomic systems. Each node represents an economy characterized by three key variables savings, gross domestic product (GDP), and foreign capital inflows.…

Adaptation and Self-Organizing Systems · Physics 2026-05-26 Thierry Njougouo , Fernando Fagundes Ferreira , Diego Garlaschelli

Complex networked systems can be modeled and represented as graphs, with nodes representing the agents and the links describing the dynamic coupling between them. The fundamental objective of network identification for dynamic systems is to…

Systems and Control · Electrical Eng. & Systems 2020-06-09 Venkat Ram Subramanian , Andrew Lamperski , Murti V. Salapaka

This paper suggests that business cycles may be a manifestation of coupled real economy and stock market dynamics and describes a mechanism that can generate economic fluctuations consistent with observed business cycles. To this end, we…

General Finance · Quantitative Finance 2019-09-27 Dimitri Kroujiline , Maxim Gusev , Dmitry Ushanov , Sergey V. Sharov , Boris Govorkov

We propose a dynamic model of dependence structure between financial institutions within a financial system and we construct measures for dependence and financial instability. Employing Markov structures of joint credit migrations, our…

Mathematical Finance · Quantitative Finance 2018-09-11 Yu-Sin Chang

We develop a tractable macroeconomic model that captures dynamic behaviors across multiple timescales, including business cycles. The model is anchored in a dynamic capital demand framework reflecting an interactions-based process whereby…

General Economics · Economics 2022-09-08 Karl Naumann-Woleske , Michael Benzaquen , Maxim Gusev , Dimitri Kroujiline

Synthetic corruptions gathered into a benchmark are frequently used to measure neural network robustness to distribution shifts. However, robustness to synthetic corruption benchmarks is not always predictive of robustness to distribution…

Computer Vision and Pattern Recognition · Computer Science 2021-11-19 Alfred Laugros , Alice Caplier , Matthieu Ospici

This study rigorously investigates the Keynesian cross model of a national economy with a focus on the dynamic relationship between government spending and economic equilibrium. The model consists of two ordinary differential equations…

General Economics · Economics 2023-03-21 Xinyu Li

Politicians world-wide frequently promise a better life for their citizens. We find that the probability that a country will increase its {\it per capita} GDP ({\it gdp}) rank within a decade follows an exponential distribution with decay…

General Finance · Quantitative Finance 2012-09-14 Boris Podobnik , Davor Horvatic , Dror Y. Kenett , H. Eugene Stanley

The dynamics of economies and infectious disease are inexorably linked: economic well-being influences health (sanitation, nutrition, treatment capacity, etc.) and health influences economic well-being (labor productivity lost to sickness…

Physics and Society · Physics 2014-03-06 Georg M. Goerg , Oscar Patterson-Lomba , Laurent Hébert-Dufresne , Benjamin M. Althouse

Economy correlations between the 19 richest countries are investigated through their Gross Domestic Product increments. A distance is defined between increment correlation matrix elements and their evolution studied as a function of time…

Data Analysis, Statistics and Probability · Physics 2012-10-03 Janusz Miskiewicz , Marcel Ausloos

We introduce a set of image transformations that can be used as corruptions to evaluate the robustness of models as well as data augmentation mechanisms for training neural networks. The primary distinction of the proposed transformations…

Computer Vision and Pattern Recognition · Computer Science 2022-05-02 Oğuzhan Fatih Kar , Teresa Yeo , Andrei Atanov , Amir Zamir

This paper aims to identify the robust determinants of corruption after integrating out the effects of spatial spillovers in corruption levels between countries. In other words, we want to specify which variables play the most critical role…

General Economics · Economics 2021-05-28 Sajad Rahimian

In recent decades, trade between nations has constituted an important component of global Gross Domestic Product (GDP), with official estimates showing that it likely accounted for a quarter of total global production. While evidence of…

General Economics · Economics 2022-11-24 Mayank Kejriwal , Yuesheng Luo

In this paper, we propose a dynamical model to capture cascading failures among interconnected organizations in the global financial system. Failures can take the form of bankruptcies, defaults, and other insolvencies. The network that…

Optimization and Control · Mathematics 2023-11-13 Leonardo Stella , Dario Bauso , Franco Blanchini , Patrizio Colaneri

Macro-economic models describe the dynamics of economic quantities. The estimations and forecasts produced by such models play a substantial role for financial and political decisions. In this contribution we describe an approach based on…

Neural and Evolutionary Computing · Computer Science 2013-09-24 Gabriel Kronberger , Stefan Fink , Michael Kommenda , Michael Affenzeller