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In this paper, we propose a dynamical model to capture cascading failures among interconnected organizations in the global financial system. Failures can take the form of bankruptcies, defaults, and other insolvencies. The network that…

最优化与控制 · 数学 2023-11-13 Leonardo Stella , Dario Bauso , Franco Blanchini , Patrizio Colaneri

Quantifying changes in the probability and magnitude of extreme flooding events is key to mitigating their impacts. While hydrodynamic data are inherently spatially dependent, traditional spatial models such as Gaussian processes are poorly…

统计方法学 · 统计学 2024-05-06 Reetam Majumder , Brian J. Reich , Benjamin A. Shaby

Marine invasive species spread through global shipping and generate substantial ecological and economic impacts. Traditional risk assessments require detailed records of ballast water and traffic patterns, which are often incomplete,…

计算工程、金融与科学 · 计算机科学 2025-11-07 Gabriel Spadon , Vaishnav Vaidheeswaran , Claudio DiBacco

Problem definition: Supply chains are constantly evolving networks. Reinforcement learning is increasingly proposed as a solution to provide optimal control of these networks. Academic/practical: However, learning in continuously varying…

系统与控制 · 电气工程与系统科学 2023-12-27 Wan Wang , Haiyan Wang , Adam J. Sobey

Supply chain disruptions and volatile demand pose significant challenges to the UK automotive industry, which relies heavily on Just-In-Time (JIT) manufacturing. While qualitative studies highlight the potential of integrating Artificial…

机器学习 · 统计学 2025-11-11 Muhammad Shahnawaz , Adeel Safder

The challenges in operational flood forecasting lie in producing reliable forecasts given constrained computational resources and within processing times that are compatible with near-real-time forecasting. Flood hydrodynamic models exploit…

图像与视频处理 · 电气工程与系统科学 2023-10-25 Thanh Huy Nguyen , Sophie Ricci , Andrea Piacentini , Quentin Bonassies , Raquel Rodriguez Suquet , Santiago Peña Luque , Kevin Marlis , Cédric David

The increasing complexity of cascading risks in urban systems necessitates robust, data-driven frameworks to model interdependencies across multiple domains. This study presents a foundational Bayesian network-based approach for analyzing…

Production networks constitute the backbone of every economic system. They are inherently fragile as several recent crises clearly highlighted. Estimating the system-wide consequences of local disruptions (systemic risk) requires detailed…

The scope of financial systemic risk research encompasses a wide range of interbank channels and effects, including asset correlation shocks, default contagion, illiquidity contagion, and asset fire sales. This paper introduces a financial…

综合金融 · 定量金融 2016-09-23 Thomas R. Hurd , Davide Cellai , Sergey Melnik , Quentin Shao

This paper presents a conceptual model describing the medium and long-term co-evolution of natural and socio-economic subsystems of Earth. An economy is viewed as an out-of-equilibrium dissipative structure that can only be maintained with…

综合经济学 · 经济学 2022-05-09 Éric Herbert , and Gael Giraud , Aurélie Louis-Napoléon , Christophe Goupil

Renewable energy power is influenced by the atmospheric system, which exhibits nonlinear and time-varying features. To address this, a dynamic temporal correlation modeling framework is proposed for renewable energy scenario generation. A…

机器学习 · 计算机科学 2025-01-27 Xiaochong Dong , Yilin Liu , Xuemin Zhang , Shengwei Mei

With a changing climate, the frequency and intensity of extreme weather events are likely to increase, posing a threat to infrastructure systems' resilience. The response of infrastructure systems to localised failures depends on whether…

系统与控制 · 电气工程与系统科学 2022-11-21 Qianqian Li , Giuliano Punzo , Craig Robson , Hadi Arbabi , Martin Mayfield

In the rapidly evolving automotive industry, Systems-on-Chips (SoCs) are playing an increasingly crucial role in enhancing vehicle intelligence, connectivity, and safety features. For enterprises whose business encompasses automotive SoCs,…

社会与信息网络 · 计算机科学 2024-05-20 Jiawei Feng , Mengsi Cai , Fangze Dai , Tianci Bu , Xiaoyu Zhang , Huijun Zheng , Xin Lu

Achieving safety in autonomous multi-agent systems, particularly in time-critical tasks like rendezvous, is a critical challenge. In this paper, we propose a distributionally robust risk framework for analyzing cascading failures in…

系统与控制 · 电气工程与系统科学 2025-08-01 Vivek Pandey , Nader Motee

Understanding the spatial extent of extreme precipitation is necessary for determining flood risk and adequately designing infrastructure (e.g., stormwater pipes) to withstand such hazards. While environmental phenomena typically exhibit…

应用统计 · 统计学 2020-03-25 Gregory P. Bopp , Benjamin A. Shaby , Raphaël Huser

One of the fundamental data transmission mechanisms in Ethernet LAN is broadcasting. Flooding is a direct broadcasting technique used in these networks. A significant drawback of this method is that it can lead to broadcast storms. This…

网络与互联网体系结构 · 计算机科学 2011-07-12 Dr. T. R. Gopalakrishnan Nair , B. R. Shubhamangala , Vaidehi. M

Food-web perturbations stemming from climate change, overexploitation, invasive species, and habitat degradation often cause an initial loss of species that results in a cascade of secondary extinctions, posing considerable challenges to…

种群与进化 · 定量生物学 2011-03-10 Sagar Sahasrabudhe , Adilson E. Motter

Inspired by recent ideas on how the analysis of complex financial risks can benefit from analogies with independent research areas, we propose an unorthodox framework for mapping microfinance credit risk---a major obstacle to the…

风险管理 · 定量金融 2018-11-21 Joung-Hun Lee , Marko Jusup , Boris Podobnik , Yoh Iwasa

We explore the crucial interplay between climate change and power system planning, highlighting the urgent need to systematically integrate climate information into energy system studies. Climate change impacts the energy sector on multiple…

大气与海洋物理 · 物理学 2026-05-05 Laurent Dubus , Alberto Troccoli , Aron zuiker , Laurens Stoop

Weather-related risk makes the insurance industry inevitably concerned with climate and climate change. Buildings hit by pluvial flooding is a key manifestation of this risk, giving rise to compensations of the induced physical damages and…