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Decentralized finance introduces new business models and use cases as part of digital finance. Restaking has recently emerged as a transformative mechanism in DeFi, promising extra yields but introducing complex and interconnected risks.…

综合金融 · 定量金融 2026-04-17 Hasret Ozan Sevim , Christof Ferreira Torres

The next generation of aircraft collision avoidance systems frame the problem as a Markov decision process and use dynamic programming to optimize the alerting logic. The resulting system uses a large lookup table to determine advisories…

系统与控制 · 计算机科学 2019-03-05 Kyle D. Julian , Shivam Sharma , Jean-Baptiste Jeannin , Mykel J. Kochenderfer

In this paper, we formulate cyber risk management and mitigation as a stochastic optimal control problem under a stochastic Susceptible-Infected-Susceptible (SIS) epidemic model. To capture the dynamics and interplay of management and…

最优化与控制 · 数学 2026-01-29 Shize Na , Zhuo Jin , Ran Xu , Hailiang Yang

In this study, we propose a new multi-objective portfolio optimization with idiosyncratic and systemic risks for financial networks. The two risks are measured by the idiosyncratic variance and the network clustering coefficient derived…

投资组合管理 · 定量金融 2021-11-23 Yajie Yang , Longfeng Zhao , Lin Chen , Chao Wang , Jihui Han

Investigating efficiently the data collected from a system's activity can help to detect malicious attempts and better understand the context behind past incident occurrences. Nowadays, several solutions can be used to monitor system…

密码学与安全 · 计算机科学 2021-12-03 Inês Macedo , Sinan Wanous , Nuno Oliveira , Orlando Sousa , Isabel Praça

Corporate fraud detection aims to automatically recognize companies that conduct wrongful activities such as fraudulent financial statements or illegal insider trading. Previous learning-based methods fail to effectively integrate rich…

机器学习 · 计算机科学 2025-06-02 Shiqi Wang , Zhibo Zhang , Libing Fang , Cam-Tu Nguyen , Wenzhong Li

Whilst grading neurovascular abnormalities is critical for prompt surgical repair, no statistical markers are currently available for predicting the risk of adverse events, such as stroke, and the overall resilience of a network to vascular…

Social science studies dealing with control in networks typically resort to heuristics or describing the static control distribution. Optimal policies, however, require interventions that optimize control over a socioeconomic network…

社会与信息网络 · 计算机科学 2021-08-24 Jannes Nys , Milan van den Heuvel , Koen Schoors , Bruno Merlevede

As generative AI systems are increasingly deployed in real-world applications, regulating multiple dimensions of model behavior has become essential. We focus on test-time filtering: a lightweight mechanism for behavior control that…

机器学习 · 统计学 2026-01-01 Sunay Joshi , Yan Sun , Hamed Hassani , Edgar Dobriban

Reducing the number of failures in a production system is one of the most challenging problems in technology driven industries, such as, the online retail industry. To address this challenge, change management has emerged as a promising…

机器学习 · 计算机科学 2021-08-19 Binay Gupta , Anirban Chatterjee , Harika Matha , Kunal Banerjee , Lalitdutt Parsai , Vijay Agneeswaran

This study presents a novel methodology for stratifying post-myocardial infarction patients at risk of ventricular arrhythmias using patient-specific 3D cardiac models derived from late gadolinium enhancement cardiovascular magnetic…

We introduce a decision-making framework tailored for the management of systemic risk in networks. This framework is constructed upon three fundamental components: (1) a set of acceptable network configurations, (2) a set of interventions…

风险管理 · 定量金融 2024-10-28 Gregor Svindland , Alexander Voß

Corporate insolvency can have a devastating effect on the economy. With an increasing number of companies making expansion overseas to capitalize on foreign resources, a multinational corporate bankruptcy can disrupt the world's financial…

统计金融 · 定量金融 2018-02-16 Jacky C. K. Chow

In general insurance companies, a correct estimation of liabilities plays a key role due to its impact on management and investing decisions. Since the Financial Crisis of 2007-2008 and the strengthening of regulation, the focus is not only…

Visualization tools for supervised learning allow users to interpret, introspect, and gain an intuition for the successes and failures of their models. While reinforcement learning practitioners ask many of the same questions, existing…

机器学习 · 计算机科学 2020-08-20 Shuby Deshpande , Benjamin Eysenbach , Jeff Schneider

Identifying and then implementing an effective response to disruptive new AI technologies is enormously challenging for any business looking to integrate AI into their operations, as well as regulators looking to leverage AI-related…

综合经济学 · 经济学 2024-07-30 Mark Fenwick , Erik P. M. Vermeulen , Marcelo Corrales Compagnucci

Financial fraud refers to the act of obtaining financial benefits through dishonest means. Such behavior not only disrupts the order of the financial market but also harms economic and social development and breeds other illegal and…

机器学习 · 计算机科学 2025-12-16 Yuxin Dong , Jianhua Yao , Jiajing Wang , Yingbin Liang , Shuhan Liao , Minheng Xiao

Steering a complex system towards a desired outcome is a challenging task. The lack of clarity on the system's exact architecture and the often scarce scientific data upon which to base the operationalisation of the dynamic rules that…

系统与控制 · 计算机科学 2016-08-03 Sotiris Moschoyiannis , Nicholas Elia , Alexandra S. Penn , David J. B. Lloyd , Chris Knight

A probabilistic framework is introduced that represents stylized banking networks and aims to predict the size of contagion events. In contrast to previous work on random financial networks, which assumes independent connections between…

综合金融 · 定量金融 2011-10-20 Thomas R. Hurd , James P. Gleeson

The paper provides a framework for the assessment and optimization of the total risk of complex distributed systems. The framework takes into account the risk of each agent, which may arise from heterogeneous sources, as well as the risk…

最优化与控制 · 数学 2025-09-09 Aray Almen , Darinka Dentcheva