相关论文: Regshock: Interactive Visual Analytics of Systemic…
Stroke is a major public health problem, affecting millions worldwide. Deep learning has recently demonstrated promise for enhancing the diagnosis and risk prediction of stroke. However, existing methods rely on costly medical imaging…
Penetration testing is a well-established practical concept for the identification of potentially exploitable security weaknesses and an important component of a security audit. Providing a holistic security assessment for networks…
Neural networks are increasingly deployed in real-world safety-critical domains such as autonomous driving, aircraft collision avoidance, and malware detection. However, these networks have been shown to often mispredict on inputs with…
Modern legislative frameworks, such as the Affordable Care Act (ACA), often involve complex webs of agencies, mandates, and interdependencies. Government issued charts attempt to depict these structures but are typically static, dense, and…
Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…
AI artificial intelligence brings about new quantitative techniques to assess the state of an economy. Here we describe a new measure for systemic risk: the Financial Risk Meter (FRM). This measure is based on the penalization parameter…
Financial transaction fraud prevention faces challenges such as complex relationship structures, concealed behavioral patterns, and dynamically changing data distribution. Discrimination models relying solely on independent sample features…
Financial networks are dynamic. To assess their systemic importance to the world-wide economic network and avert losses we need models that take the time variations of the links and nodes into account. Using the methodology of classical…
Protecting and preventing sensitive data from being used inappropriately has become a challenging task. Even a small mistake in securing data can be exploited by phishing attacks to release private information such as passwords or financial…
The question of how to stabilize financial systems has attracted considerable attention since the global financial crisis of 2007-2009. Recently, Beale et al. ("Individual versus systemic risk and the regulator's dilemma", Proc Natl Acad…
The rise of digital ecosystems has exposed the financial sector to evolving abuse and criminal tactics that share operational knowledge and techniques both within and across different environments (fiat-based, crypto-assets, etc.).…
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…
One of the most widespread framework for the management of access-control policies is Administrative Role Based Access Control (ARBAC). Several automated analysis techniques have been proposed to help maintaining desirable security…
In the context of containment of default contagion in financial networks, we here study a regulator that allocates pre-shock capital or liquidity buffers across banks connected by interbank liabilities and common external asset exposures.…
Stealth attacks pose potential risks to cyber-physical systems because they are difficult to detect. Assessing the risk of systems under stealth attacks remains an open challenge, especially in nonlinear systems. To comprehensively quantify…
Access to data and data processing, including the use of machine learning techniques, has become significantly easier and cheaper in recent years. Nevertheless, solutions that can be widely adopted by regulators for market monitoring and…
Providing a comprehensive view of the city operation and offering useful metrics for decision making is a well known challenge for urban risk analysis systems. Existing systems are, in many cases, generalizations of previous domain specific…
Micro-structural models of contagion and systemic risk emphasize that shock propagation is inherently multi-channel, spanning counterparty exposures, short-term funding and roll-over risk, securities cross-holdings, and common-asset…
Accurately defining, measuring and mitigating risk is a cornerstone of financial risk management, especially in the presence of financial contagion. Traditional correlation-based risk assessment methods often struggle under volatile market…
Risk assessment is an inevitable step in implementation of a cyber-defense strategy. An important part of this assessment is to reason about the impact of possible attacks. In this paper, we propose a framework for estimating the impact of…