相关论文: Evolution of Credit Risk Using a Personalized Page…
Ever since the Barab\'{a}si-Albert (BA) scale-free network has been proposed, network modeling has been studied intensively in light of the network growth and the preferential attachment (PA). However, numerous real systems are featured…
Aggregate and systemic risk in complex systems are emergent phenomena depending on two properties: the idiosyncratic risks of the elements and the topology of the network of interactions among them. While a significant attention has been…
In this article we will look at the PageRank algorithm used as part of the ranking process of different Internet pages in search engines by for example Google. This article has its main focus in the understanding of the behavior of PageRank…
The forecasting of the credit default risk has been an important research field for several decades. Traditionally, logistic regression has been widely recognized as a solution due to its accuracy and interpretability. As a recent trend,…
Many complex systems can be described as multiplex networks in which the same nodes can interact with one another in different layers, thus forming a set of interacting and co-evolving networks. Examples of such multiplex systems are social…
We study a class of growth algorithms for directed graphs that are candidate models for the evolution of genetic regulatory networks. The algorithms involve partial duplication of nodes and their links, together with innovation of new…
This paper is to analyze the properties of evolving bipartite networks from four aspects, the growth of networks, the degree distribution, the popularity of objects and the diversity of user behaviours, leading a deep understanding on the…
Systemic risk arises as a multi-layer network phenomenon. Layers represent direct financial exposures of various types, including interbank liabilities, derivative- or foreign exchange exposures. Another network layer of systemic risk…
The interconnectedness of financial institutions affects instability and credit crises. To quantify systemic risk we introduce here the PD model, a dynamic model that combines credit risk techniques with a contagion mechanism on the network…
As social networks are constantly changing and evolving, methods to analyze dynamic social networks are becoming more important in understanding social trends. However, due to the restrictions imposed by the social network service…
PageRank is arguably the most popular ranking algorithm which is being applied in real systems ranging from information to biological and infrastructure networks. Despite its outstanding popularity and broad use in different areas of…
A new simple model of diffusion of innovations in a social network with upgrading costs is introduced. Agents are characterized by a single real variable, their technological level. According to local information agents decide whether to…
Cooperation is a key driver of human social progress. Studies of the evolution of cooperation typically assume a deterministic outcome for social interactions. But in real-world social interactions, interaction outcomes are often subject to…
Cyber risks are the most common risks encountered by a modern network system. However, it is significantly difficult to assess the joint cyber risk owing to the network topology, risk propagation, and heterogeneities of components. In this…
Networks extracted from social media platforms frequently include multiple types of links that dynamically change over time; these links can be used to represent dyadic interactions such as economic transactions, communications, and shared…
Traditionally, the evolution of cooperation has been studied on single, isolated networks. Yet a player, especially in human societies, will typically be a member of many different networks, and those networks will play a different role in…
Credit risk assessment is a crucial aspect of financial decision-making, enabling institutions to predict the likelihood of default and make informed lending decisions. Two prominent methodologies in credit risk modeling are logistic…
With the emerging of new networks, such as wireless sensor networks, vehicle networks, P2P networks, cloud computing, mobile Internet, or social networks, the network dynamics and complexity expands from system design, hardware, software,…
In the age of the Internet, people's lives are increasingly dependent on today's network technology. Maintaining network integrity and protecting the legitimate interests of users is at the heart of network construction. Threat detection is…
The use of machine learning algorithms to model user behavior and drive business decisions has become increasingly commonplace, specifically providing intelligent recommendations to automated decision making. This has led to an increase in…