A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Survival analysis models predict economic convergence across Americas.
Analyzes national real estate investment risks and returns.
Boosting algorithms predict financial vulnerability of farmers in Chile and Tunisia.
The paper analyzes tech specialization and diversification at various scales.
Throughout economic history, the global economy has experienced recurring crises. The persistent recurrence of such economic crises calls for an understanding of their generic features rather than treating them as singular events. The global economic system is a highly complex system and can best be viewed in terms of …
In the current era of worldwide stock market interdependencies, the global financial village has become increasingly vulnerable to systemic collapse. The recent global financial crisis has highlighted the necessity of understanding and quantifying interdependencies among the world's economies, developing new effective …
Economic interdependencies have become increasingly present in globalized production, financial and trade systems. While establishing interdependencies among economic agents is crucial for the production of complex products, they may also increase systemic risks due to failure propagation. It is crucial to identify how…
This paper investigates how economic shocks propagate and amplify through the input-output network connecting industrial sectors in developed economies. We study alternative models of diffusion on networks and we calibrate them using input-output data on real-world inter-sectoral dependencies for several European count…
Detecting and mapping informal settlements encompasses several of the United Nations sustainable development goals. This is because informal settlements are home to the most socially and economically vulnerable people on the planet. Thus, understanding where these settlements are is of paramount importance to both gove…
This paper presents the first topological analysis of the economic structure of an entire country based on payments data obtained from Swedbank. This data set is exclusive in its kind because around 80% of Estonia's bank transactions are done through Swedbank, hence, the economic structure of the country can be reconst…
Model forecasts hourly electricity demand influenced by weather, socio-economic, and political factors.
This article derives prognostic expressions for the evolution of globally aggregated economic wealth, productivity, inflation, technological change, innovation and growth. The approach is to treat civilization as an open, non-equilibrium thermodynamic system that dissipates energy and diffuses matter in order to sustai…
The increasing integration of world economies, which organize in complex multilayer networks of interactions, is one of the critical factors for the global propagation of economic crises. We adopt the network science approach to quantify shock propagation on the global trade-investment multiplex network. To this aim, w…
Emerging economies use countercyclical policies to manage crises and dominant currencies.
The study examines how climate risk influences sovereign debt default decisions.
Detecting and mapping informal settlements encompasses several of the United Nations sustainable development goals. This is because informal settlements are home to the most socially and economically vulnerable people on the planet. Thus, understanding where these settlements are is of paramount importance to both gove…
Inspired by the bankruptcy of Lehman Brothers and its consequences on the global financial system, we develop a simple model in which the Lehman default event is quantified as having an almost immediate effect in worsening the credit worthiness of all financial institutions in the economic network. In our stylized desc…
Due to economic globalization, each country's economic law, including tax laws and tax treaties, has been forced to work as a single network. However, each jurisdiction (country or region) has not made its economic law under the assumption that its law functions as an element of one network, so it has brought unexpecte…
We develop a model to study the role of rationality in economics and biology. The model's agents differ continuously in their ability to make rational choices. The agents' objective is to ensure their individual survival over time or, equivalently, to maximize profits. In equilibrium, however, rational agents who maxim…
The price volatility of cryptocurrencies is often cited as a major hindrance to their wide-scale adoption. Consequently, during the last two years, multiple so called stablecoins have surfaced---cryptocurrencies focused on maintaining stable exchange rates. In this paper, we systematically explore and analyze the stabl…
Unified framework deciphers global central bank communications.
This paper uses decolonial theory to improve AI's ethical development.
The detection of software vulnerabilities (or vulnerabilities for short) is an important problem that has yet to be tackled, as manifested by the many vulnerabilities reported on a daily basis. This calls for machine learning methods for vulnerability detection. Deep learning is attractive for this purpose because it a…
Trade networks, across which countries distribute their products, are crucial components of the globalized world economy. Their structure is strongly heterogeneous across products, given the different features of the countries which buy and sell goods. By using a diversified pool of indicators from network science and …
Study reveals widespread manipulation of meme coins, leading to significant economic losses.
Each year, thousands of software vulnerabilities are discovered and reported to the public. Unpatched known vulnerabilities are a significant security risk. It is imperative that software vendors quickly provide patches once vulnerabilities are known and users quickly install those patches as soon as they are available…
Despite the remarkable performance of deep neural networks on various computer vision tasks, they are known to be susceptible to adversarial perturbations, which makes it challenging to deploy them in real-world safety-critical applications. In this paper, we conjecture that the leading cause of adversarial vulnerabili…
This paper proposes non-stationary factor models for financial stress in the UK.
A membership inference attack (MIA) against a machine-learning model enables an attacker to determine whether a given data record was part of the model's training data or not. In this paper, we provide an in-depth study of the phenomenon of disparate vulnerability against MIAs: unequal success rate of MIAs against diff…
Informal settlements are home to the most socially and economically vulnerable people on the planet. In order to deliver effective economic and social aid, non-government organizations (NGOs), such as the United Nations Children's Fund (UNICEF), require detailed maps of the locations of informal settlements. However, d…
Research creates a taxonomy to bridge AI security and regulatory gaps.
Increasing numbers of software vulnerabilities are discovered every year whether they are reported publicly or discovered internally in proprietary code. These vulnerabilities can pose serious risk of exploit and result in system compromise, information leaks, or denial of service. We leveraged the wealth of C and C++ …
The international community was caught by surprise on 5 June 2017 when Saudi Arabia, the United Arab Emirates (UAE), Bahrain and Egypt severed diplomatic ties with Qatar, accusing it of destabilizing the region. More than one year after this diplomatic rift, several questions remain unaddressed. This study focuses on t…
Over the past few years, neural networks were proven vulnerable to adversarial images: targeted but imperceptible image perturbations lead to drastically different predictions. We show that adversarial vulnerability increases with the gradients of the training objective when viewed as a function of the inputs. Surprisi…
Confounding biases recommender systems, even when data seems fully observed.
New risk measures assess cryptocurrency market vulnerabilities during financial distress.
New algorithm breaks multiagency gap in robust MARL.
Energy markets are strategic to governments and economic development. Several commodities compete as substitutable energy sources and energy diversifiers. Such competition reduces the energy vulnerability of countries as well as portfolios' risk exposure. Vulnerability results mainly from price trends and fluctuations,…
Adversarial attacks can fool ML energy theft detection models.
This paper analyzes how banking risks spread through sentiment and policy shocks.
Preschool attendance correlates with lower developmental vulnerabilities in Queensland, Australia.
Study on measuring vulnerability of neural network parameters via corruption.
Study reveals clusters of resilient and vulnerable Spanish agri-food firms post-Ukraine-Russia war.
Study reveals how high-dimensional models are vulnerable to consistent adversarial attacks.
Thousands of security vulnerabilities are discovered in production software each year, either reported publicly to the Common Vulnerabilities and Exposures database or discovered internally in proprietary code. Vulnerabilities often manifest themselves in subtle ways that are not obvious to code reviewers or the develo…
We are concerned with the vulnerability of computer vision models to distributional shifts. We formulate a combinatorial optimization problem that allows evaluating the regions in the image space where a given model is more vulnerable, in terms of image transformations applied to the input, and face it with standard se…
The paper analyzes how much data points can be altered to change their rank in nearest neighbor searches.
Using a suitable change of probability measure, we obtain a novel Poisson series representation for the arbitrage- free price process of vulnerable contingent claims in a regime-switching market driven by an underlying continuous- time Markov process. As a result of this representation, along with a short-time asymptot…