相关论文: Mechanism Design for Decentralized Risk Detection:…
The Internet of Vehicles (IoV) has great potential to transform transportation systems by enhancing road safety, reducing traffic congestion, and improving user experience through onboard infotainment applications. Decentralized data…
This paper addresses the challenges of data privacy and collaborative modeling in cross-institution financial risk analysis. It proposes a risk assessment framework based on federated learning. Without sharing raw data, the method enables…
Decentralized coordination and digital contracting are becoming critical in complex industrial ecosystems, yet existing approaches often rely on ad hoc heuristics or purely technical blockchain implementations without a rigorous economic…
Credit risk modeling relies extensively on Weight of Evidence (WoE) and Information Value (IV) for feature engineering, and Population Stability Index (PSI) for drift monitoring, yet their theoretical foundations remain disconnected. We…
Decentralized control schemes are increasingly favored in various domains that involve multi-agent systems due to the need for computational efficiency as well as general applicability to large-scale systems. However, in the absence of an…
Collaborative machine learning involves training models on data from multiple parties but must incentivize their participation. Existing data valuation methods fairly value and reward each party based on shared data or model parameters but…
Multi-Agent Path Finding (MAPF) is a fundamental coordination problem in large-scale robotic and cyber-physical systems, where multiple agents must compute conflict-free trajectories with limited computational and communication resources.…
The credit crisis and the ongoing European sovereign debt crisis have highlighted the native form of credit risk, namely the counterparty risk. The related Credit Valuation Adjustment, (CVA), Debt Valuation Adjustment (DVA), Liquidity…
In a multi-party machine learning system, different parties cooperate on optimizing towards better models by sharing data in a privacy-preserving way. A major challenge in learning is the incentive issue. For example, if there is…
Federated reinforcement learning (FedRL) enables collaborative learning while preserving data privacy by preventing direct data exchange between agents. However, many existing FedRL algorithms assume that all agents operate in identical…
Decentralized machine learning often relies on outsourcing computations, such as gradient evaluations, to untrusted worker nodes. Existing robust aggregation methods can mitigate malicious behavior under honest-majority assumptions, but may…
Value Decomposition (VD) aims to deduce the contributions of agents for decentralized policies in the presence of only global rewards, and has recently emerged as a powerful credit assignment paradigm for tackling cooperative Multi-Agent…
We introduce an innovative theoretical framework to model derivative transactions between defaultable entities based on the principle of arbitrage freedom. Our framework extends the traditional formulations based on Credit and Debit…
Distributional reinforcement learning (RL) is a powerful framework increasingly adopted in safety-critical domains for its ability to optimize risk-sensitive objectives. However, the role of the discount factor is often overlooked, as it is…
Deterrence coalitions that collectively own their deterrence technology, need an institutional design to decide when to retaliate against an attack or incident. This choice of institutional design, formalized through a social choice…
This paper presents a meta-learning framework for credit risk assessment of Italian Small and Medium Enterprises (SMEs) that explicitly addresses the temporal misalignment of credit scoring models. The approach aligns financial statement…
Decentralized learning is an efficient emerging paradigm for boosting the computing capability of multiple bounded computing agents. In the big data era, performing inference within the distributed and federated learning (DL and FL)…
Multi-party learning provides solutions for training joint models with decentralized data under legal and practical constraints. However, traditional multi-party learning approaches are confronted with obstacles such as system…
Deep reinforcement learning (DRL) has emerged as a powerful paradigm for solving complex decision-making problems. However, DRL-based systems still face significant dependability challenges particularly in real-time environments due to the…
Federated learning is an emerging distributed paradigm that addresses the challenges posed by heterogeneous, privacy-sensitive data. It enables multiple clients to train a model collaboratively by aggregating their local updates at a…