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Scale invariance, collective behaviours and structural reorganization are crucial for portfolio management (portfolio composition, hedging, alternative definition of risk, etc.). This lack of any characteristic scale and such elaborated…

Statistical Finance · Quantitative Finance 2014-03-24 Thomas Bury

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…

Physics and Society · Physics 2018-11-27 Jingfang Fan , Keren Cohen , Louis M. Shekhtman , Sibo Liu , Jun Meng , Yoram Louzoun , Shlomo Havlin

In this article we focus on dynamic network data which describe interactions among a fixed population through time. We model this data using the latent space framework, in which the probability of a connection forming is expressed as a…

Methodology · Statistics 2021-12-21 Kathryn Turnbull , Christopher Nemeth , Matthew Nunes , Tyler McCormick

This paper proposes a multi-agent reinforcement learning based medium access framework for wireless networks. The access problem is formulated as a Markov Decision Process (MDP), and solved using reinforcement learning with every network…

Machine Learning · Computer Science 2021-04-30 Hrishikesh Dutta , Subir Biswas

In the aftermath of the financial crisis, the growing literature on financial networks has widely documented the predictive power of topological characteristics (e.g. degree centrality measures) to explain the systemic impact or systemic…

General Finance · Quantitative Finance 2021-10-27 Yérali Gandica , Sophie Béreau , Jean-Yves Gnabo

A financial system contains many elements networked by their relationships. Extensive works show that topological structure of the network stores rich information on evolutionary behaviors of the system such as early warning signals of…

Statistical Finance · Quantitative Finance 2018-05-09 Li Zhou , Lu Qiu , Changgui Gu , Huijie Yang

Model Context Protocol (MCP) is increasingly adopted for tool-integrated LLM agents, but its multi-layer design and third-party server ecosystem expand risks across tool metadata, untrusted outputs, cross-tool flows, multimodal inputs, and…

Cryptography and Security · Computer Science 2026-04-24 Run Hao , Zhuoran Tan

Safe navigation is essential for autonomous systems operating in hazardous environments, especially when multiple agents must coordinate using only high-dimensional visual observations. While recent approaches successfully combine…

Robotics · Computer Science 2026-03-24 Viraj Parimi , Brian C. Williams

The Robot Context Protocol (RCP) is a lightweight, middleware-agnostic communication protocol designed to simplify the complexity of robotic systems and enable seamless interaction between robots, users, and autonomous agents. RCP provides…

Robotics · Computer Science 2025-06-16 Lambert Lee , Joshua Lau

While Large Language Models (LLMs) have achieved remarkable performance, they remain vulnerable to jailbreak. The integration of Large Language Models (LLMs) with external tools via protocols such as the Model Context Protocol (MCP)…

Cryptography and Security · Computer Science 2026-01-09 Wenpeng Xing , Zhonghao Qi , Yupeng Qin , Yilin Li , Caini Chang , Jiahui Yu , Changting Lin , Zhenzhen Xie , Meng Han

Traffic-responsive signal control is a cost-effective and easy-to-implement network management strategy with high potential in improving performance in congested networks with dynamic characteristics. Max Pressure (MP) distributed…

Systems and Control · Electrical Eng. & Systems 2023-05-03 Dimitrios Tsitsokas , Anastasios Kouvelas , Nikolas Geroliminis

To address the steep learning curve and reliance on complex manual file editing and command-line operations in the traditional workflow of the mainstream open-source seismic wave simulation software SPECFEM, this paper proposes an…

Artificial Intelligence · Computer Science 2025-12-17 Yukun Ren , Siwei Yu , Kai Chen , Jianwei Ma

With the increasing complexity of financial markets and rapid growth in data volume, traditional risk monitoring methods no longer suffice for modern financial institutions. This paper designs and optimizes a risk monitoring system based on…

Machine Learning · Computer Science 2024-07-30 Liyang Wang , Yu Cheng , Xingxin Gu , Zhizhong Wu

Regime-switching poses both problems and opportunities for portfolio managers. If a switch in the behaviour of the markets is not quickly detected it can be a source of loss, since previous trading positions may be inappropriate in the new…

Computational Engineering, Finance, and Science · Computer Science 2023-08-21 Piotr Pomorski , Denise Gorse

Achieving safety in autonomous multi-agent systems, particularly in time-critical tasks like rendezvous, is a critical challenge. In this paper, we propose a distributionally robust risk framework for analyzing cascading failures in…

Systems and Control · Electrical Eng. & Systems 2025-08-01 Vivek Pandey , Nader Motee

AI agents have become increasingly adept at complex tasks such as coding, reasoning, and multimodal understanding. However, building generalist systems requires moving beyond individual agents to collective inference -- a paradigm where…

We propose a robust model predictive control (MPC) method for discrete-time linear systems with polytopic model uncertainty and additive disturbances. Optimizing over linear time-varying (LTV) state feedback controllers has been…

Systems and Control · Electrical Eng. & Systems 2023-09-28 Shaoru Chen , Victor M. Preciado , Manfred Morari , Nikolai Matni

Model Context Protocol (MCP) have quickly become the interface layer between LLM agents and external tools, yet they also introduce unsafe data flows that existing analyzers handle poorly. Vulnerabilities manifest in two directions:…

Software Engineering · Computer Science 2026-05-11 Xinyi Hou , Yanjie Zhao , Haoyu Wang

As large language models (LLMs) expose systemic security challenges in high risk applications, including privacy leaks, bias amplification, and malicious abuse, there is an urgent need for a dynamic risk assessment and collaborative defence…

Cryptography and Security · Computer Science 2026-02-05 Xiaoyan Zhang , Dongyang Lyu , Xiaoqi Li

In this paper, we demonstrate how multiport network theory can be used as a powerful modeling tool in economics. The critical insight is using the port concept to pair the flow of goods (the electrical current) with the agent's incentive…

Systems and Control · Electrical Eng. & Systems 2025-12-24 Coen Hutters , Max B. Mendel
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