Related papers: Computing Tarski Fixed Points in Financial Network…
The combination of the network theoretic approach with recently available abundant economic data leads to the development of novel analytic and computational tools for modelling and forecasting key economic indicators. The main idea is to…
One-max search is a classic problem in online decision-making, in which a trader acts on a sequence of revealed prices and accepts one of them irrevocably to maximise its profit. The problem has been studied both in probabilistic and in…
The fundamental caching problem in networks asks to find an allocation of contents to a network of caches with the aim of maximizing the cache hit rate. Despite the problem's importance to a variety of research areas -- including not only…
The network pricing problem (NPP) is a bilevel problem, where the leader optimizes its revenue by deciding on the prices of certain arcs in a graph, while expecting the followers (also known as the commodities) to choose a shortest path…
Economic integration, globalization and financial crises represent examples of processes whose understanding requires the analysis of the underlying network structure. Of particular interest is establishing whether a real economic network…
In this paper we consider a set of travelers, starting from likely different locations towards a common destination within a road network, and propose solutions to find the optimal connecting points for them. A connecting point is a vertex…
We study the problem of solving fixed-point equations for seminorm-contractive operators and establish foundational results on the non-asymptotic behavior of iterative algorithms in both deterministic and stochastic settings. Specifically,…
Many statistical estimators are defined as the fixed point of a data-dependent operator, with estimators based on minimizing a cost function being an important special case. The limiting performance of such estimators depends on the…
The current global financial system forms a highly interconnected network where a default in one of its nodes can propagate to many other nodes, causing a catastrophic avalanche effect. In this paper we consider the problem of reducing the…
How to observe the state of a network from a limited number of measurements has become an important issue in complex networks, engineering, communication, epidemiology, etc. Under some scenarios, it is neither unfeasible nor unnecessary to…
This paper is devoted to a study of robust fundamental theorems of asset pricing in discrete time and finite horizon settings. Uncertainty is modelled by a (possibly uncountable) family of price processes on the same probability space. Our…
Stochastic network calculus is a newly developed theory for stochastic service guarantee analysis of computer networks. In the current stochastic network calculus literature, its fundamental models are based on the cumulative amount of…
Nonexpansive mappings play a central role in modern optimization and monotone operator theory because their fixed points can describe solutions to optimization or critical point problems. It is known that when the mappings are sufficiently…
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…
We investigate a variant of the so-called "Internet Shopping Problem" introduced by Blazewicz et al. (2010), where a customer wants to buy a list of products at the lowest possible total cost from shops which offer discounts when purchases…
The principal portfolio approach is an emerging method in signal-based trading. However, these principal portfolios may not be diversified to explore the key features of the prediction matrix or robust to different situations. To address…
Many networks including social networks, computer networks, and biological networks are found to divide naturally into communities of densely connected individuals. Finding community structure is one of fundamental problems in network…
Professional networks provide invaluable entree to opportunity through referrals and introductions. A rich literature shows they also serve to entrench and even exacerbate a status quo of privilege and disadvantage. Hiring platforms,…
It is a consequence of existing literature that least and greatest fixed-points of monotone polynomials on Heyting algebras-that is, the algebraic models of the Intuitionistic Propositional Calculus-always exist, even when these algebras…
The aim of this paper is to establish some results regarding Infinite Iterated Function Systems with the help of the Tarski-Kantorovitch fixed-point principles for maps on partially ordered sets. To this end we introduce two new classes of…