相关论文: Regshock: Interactive Visual Analytics of Systemic…

As awareness of mental health issues grows, online counseling support services are becoming increasingly prevalent worldwide. Detecting whether users express suicidal ideation in text-based counseling services is crucial for identifying and…

Systemic risk refers to the overall vulnerability arising from the high degree of interconnectedness and interdependence within the financial system. In the rapidly developing decentralized finance (DeFi) ecosystem, numerous studies have…

Common asset holding by financial institutions, namely portfolio overlap, is nowadays regarded as an important channel for financial contagion with the potential to trigger fire sales and thus severe losses at the systemic level. In this…

In this article we propose a novel measure of systemic risk in the context of financial networks. To this aim, we provide a definition of systemic risk which is based on the structure, developed at different levels, of clustered neighbours…

We propose a nonparametric and time-varying directed information graph (TV-DIG) framework to estimate the evolving causal structure in time series networks, thereby addressing the limitations of traditional econometric models in capturing…

Industrial Control Systems (ICSs) are widely used in critical infrastructures that face various cyberattacks causing physical damage. With the increasing integration of the ICSs and information technology (IT), ensuring the security of ICSs…

This paper develops a continuous functional framework for analyzing contagion dynamics in financial networks, extending the Navier-Stokes-based approach to network-structured spatial processes. We model financial distress propagation as a…

Analyzing and finding anomalies in multi-dimensional datasets is a cumbersome but vital task across different domains. In the context of financial fraud detection, analysts must quickly identify suspicious activity among transactional data.…

This paper elaborates about the potential risk of systemic instabilities in future networks and proposes a methodology to mitigate it. The starting concept is modeling the network as a complex environment (e.g. ecosystem) of resources and…

The level of systemic risk in economic and financial systems is strongly determined by the structure of the underlying networks of interdependent entities that can propagate shocks and stresses. Since changes in network structure imply…

Money laundering is a profound global problem. Nonetheless, there is little scientific literature on statistical and machine learning methods for anti-money laundering. In this paper, we focus on anti-money laundering in banks and provide…

This paper characterises dynamic linkages arising from shocks with heterogeneous degrees of persistence. Using frequency domain techniques, we introduce measures that identify smoothly varying links of a transitory and persistent nature.…

We propose a dynamical model for the estimation of Operational Risk in banking institutions. Operational Risk is the risk that a financial loss occurs as the result of failed processes. Examples of operational losses are the ones generated…

Interactive Recommender Systems (IRS) have been increasingly used in various domains, including personalized article recommendation, social media, and online advertising. However, IRS faces significant challenges in providing accurate…

Artificial intelligence-based systems for player risk detection have become central to harm prevention efforts in the gambling industry. However, growing concerns around transparency and effectiveness have highlighted the absence of…

In an environment of increasingly volatile financial markets, the accurate estimation of risk remains a major challenge. Traditional econometric models, such as GARCH and its variants, are based on assumptions that are often too rigid to…

The recent adoption of artificial intelligence in socio-technical systems raises concerns about the black-box nature of the resulting decisions in fields such as hiring, finance, admissions, etc. If data subjects -- such as job applicants,…

This paper investigates systemic risk measures for stochastic financial networks of explicitly modelled bilateral liabilities. We extend the notion of systemic risk measures from Biagini, Fouque, Fritelli and Meyer-Brandis (2019) to graph…

A novel network-based approach is introduced to analyze banking systems, focusing on two main themes: identifying influential nodes within global banking networks using Bank for International Settlements data and developing an algorithm to…

Nowadays, organizations collect vast quantities of sensitive information in `Enterprise Resource Planning' (ERP) systems, such as accounting relevant transactions, customer master data, or strategic sales price information. The leakage of…