相关论文: Systemic risk and network intervention

This paper focuses on botnet economics and design of defensive strategies. It takes the view that by combining scarce information on the attackers business models, with rational economic analysis of these business processes, one can…

Adversarial attacks to graph analytics are gaining increased attention. To date, two lines of countermeasures have been proposed to resist various graph adversarial attacks from the perspectives of either graph per se or graph neural…

We consider games of strategic substitutes and strategic complements on networks. We introduce two different evolutionary dynamics in order to refine their multiplicity of equilibria, and we analyse the system through a mean field approach.…

In this paper, we deal with risk evaluation and risk-averse optimization of complex distributed systems with general risk functionals. We postulate a novel set of axioms for the functionals evaluating the total risk of the system. We derive…

Social influence is largely recognized as a key factor in opinion formation processes. Recently, the role of external forces in inducing opinion displacement and polarization in social networks has attracted significant attention. This is…

In this two-part paper, we address the problem of finding the optimal precoding/multiplexing scheme for a set of non-cooperative links sharing the same physical resources, e.g., time and bandwidth. We consider two alternative optimization…

This paper investigates recently proposed approaches for defending against adversarial examples and evaluating adversarial robustness. We motivate 'adversarial risk' as an objective for achieving models robust to worst-case inputs. We then…

An acknowledged weakness of neural networks is their vulnerability to adversarial perturbations to the inputs. To improve the robustness of these models, one of the most popular defense mechanisms is to alternatively maximize the loss over…

The latest financial crisis has painfully revealed the dangers arising from a globally interconnected financial system. Conventional approaches based on the notion of the existence of equilibrium and those which rely on statistical…

Whilst network coordination games and network anti-coordination games have received a considerable amount of attention in the literature, network games with coexisting coordinating and anti-coordinating players are known to exhibit more…

The dynamics of protection processes has been a fundamental challenge in systemic risk analysis. The conceptual principle and methodological techniques behind the mechanisms involved [in such dynamics] have been harder to grasp than…

Recently, researchers have discovered that the state-of-the-art object classifiers can be fooled easily by small perturbations in the input unnoticeable to human eyes. It is also known that an attacker can generate strong adversarial…

This paper tackles the problem of adversarial examples from a game theoretic point of view. We study the open question of the existence of mixed Nash equilibria in the zero-sum game formed by the attacker and the classifier. While previous…

Optimization networks are a new methodology for holistically solving interrelated problems that have been developed with combinatorial optimization problems in mind. In this contribution we revisit the core principles of optimization…

Despite the considerable success enjoyed by machine learning techniques in practice, numerous studies demonstrated that many approaches are vulnerable to attacks. An important class of such attacks involves adversaries changing features at…

We study power control in optimization and game frameworks. In the optimization framework there is a single decision maker who assigns network resources and in the game framework users share the network resources according to Nash…

We consider a system consisting of multiple interdependent assets, and a set of defenders, each responsible for securing a subset of the assets against an attacker. The interdependencies between the assets are captured by an attack graph,…

Evaluation of systemic risk in networks of financial institutions in general requires information of inter-institution financial exposures. In the framework of Debt Rank algorithm, we introduce an approximate method of systemic risk…

Cyber risk has become a critical financial threat in today's interconnected digital economy. This paper introduces a cyber-risk management framework for networked digital systems that combines the strategic behavior of players with…

We study cascades on a two-layer multiplex network, with asymmetric feedback that depends on the coupling strength between the layers. Based on an analytical branching process approximation, we calculate the systemic risk measured by the…