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Given an event log as a collection of recorded real-world process traces, process mining aims to automatically construct a process model that is both simple and provides a useful explanation of the traces. Conformance checking techniques…
The largest 6,529 international corporations are accountable for almost 30% of global CO2e emissions. A growing awareness of the role of the corporate world in the path toward sustainability has led many shareholders and stakeholders to…
ESG-aware portfolio optimization is increasingly important for sustainable capital allocation, yet most learning-based methods still operationalize ESG by appending static scores to the policy observation or reward. This creates a mismatch…
We propose a new class of monetary risk measures for assessing financial and ESG risk. The construction is based on classical shortfall risk measures with loss function replaced by a multi-attribute utility function. We present an extensive…
This paper presents an evaluation framework that attempts to quantify the "degree of realism" of simulated financial time series, whatever the simulation method could be, with the aim of discover unknown characteristics that are not being…
The relatedness between a country or a firm and a product is a measure of the feasibility of that economic activity. As such, it is a driver for investments at a private and institutional level. Traditionally, relatedness is measured using…
In the last years, due to the great diffusion of e-commerce, online rating platforms quickly became a common tool for purchase recommendations. However, instruments for their analysis did not evolve at the same speed. Indeed, interesting…
Efforts in the recommendation community are shifting from the sole emphasis on utility to considering beyond-utility factors, such as fairness and robustness. Robustness of recommendation models is typically linked to their ability to…
Criminal networks such as human trafficking rings are threats to the rule of law, democracy and public safety in our global society. Network science provides invaluable tools to identify key players and design interventions for Law…
In this research, we introduce a robust metric to identify Systemically Important Financial Institution (SIFI) in a financial network by taking into account both common idiosyncratic shocks and contagion through counterparty exposures. We…
On the way towards carbon neutrality, climate stress testing provides estimates for the physical and transition risks that climate change poses to the economy and the financial system. Missing firm-level CO2 emissions data severely impedes…
It is hard to establish whether a company supports internal sustainability efforts (ISEs) like gender equality, diversity, and general staff welfare, not least because of lack of methodologies operationalizing these internal sustainability…
This study explores whether the Global Value Chain(GVC) participation of 16 emerging market economies (EMEs) from 1995 to 2018 in the manufacturing sector leads to a rise in carbon emissions embodied in trade. The study covers the…
We explore the influence maximisation problem in networks with negative ties. Where prior work has focused on unsigned networks, we investigate the need to consider negative ties in networks while trying to maximise spread in a population -…
In complex scale-free networks, ranking the individual nodes based upon their importance has useful applications, such as the identification of hubs for epidemic control, or bottlenecks for controlling traffic congestion. However, in most…
Systemic risk is the risk that a company- or industry-level risk could trigger a huge collapse of another or even the whole institution. Various systemic risk measures have been proposed in the literature to quantify the domino and…
This study examines the relationship between human-AI technology integration transformation and green Environmental, Social, and Governance (ESG) performance in Chinese retail enterprises, with green technology innovation serving as a…
When learning to rank from user interactions, search and recommender systems must address biases in user behavior to provide a high-quality ranking. One type of bias that has recently been studied in the ranking literature is when sensitive…
Spatially embedded networks are shaped by a combination of purely topological (space-independent) and space-dependent formation rules. While it is quite easy to artificially generate networks where the relative importance of these two…
As interconnected systems proliferate, safeguarding complex infrastructures against an escalating array of cyber threats has become an urgent challenge. The increasing number of vulnerabilities, combined with resource constraints, makes…