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.
The paper introduces fixed-point centralities for networks and graphons.
The paper validates a centrality measure for financial networks during financial distress.
This study analyzes how cryptocurrency networks adapt to financial disruptions.
New centrality-based graph shift operators improve graph neural networks.
Neural networks simplify SDR in regression tasks.
Federated learning has become increasingly important for modern machine learning, especially for data privacy-sensitive scenarios. Existing federated learning mostly adopts the central server-based architecture or centralized architecture. However, in many social network scenarios, centralized federated learning is not…
We provide a systematic study of the problem of finding the source of a rumor in a network. We model rumor spreading in a network with a variant of the popular SIR model and then construct an estimator for the rumor source. This estimator is based upon a novel topological quantity which we term \textbf{rumor centrality…
Node centrality is one of the most important and widely used concepts in the study of complex networks. Here, we extend the paradigm of node centrality in financial and economic networks to consider the changes of node "importance" produced not only by the variation of the topology of the system but also as a consequen…
Network metrics form a fundamental part of the network analysis toolbox. Used to quantitatively measure different aspects of the network, these metrics can give insights into the underlying network structure and function. In this work, we connect network metrics to modern probabilistic machine learning. We focus on the…
Unified model for network risks, including bilateral and central clearing, with practical applications.
Bailouts in financial networks are hard to optimize due to NP-hardness.
Most distributed machine learning systems nowadays, including TensorFlow and CNTK, are built in a centralized fashion. One bottleneck of centralized algorithms lies on high communication cost on the central node. Motivated by this, we ask, can decentralized algorithms be faster than its centralized counterpart? Althoug…
The goal of this research project is to analyze the dynamics of social networks using machine learning techniques to locate maximal cliques and to find clusters for the purpose of identifying a target demographic. Unsupervised machine learning techniques are designed and implemented in this project to analyze a dataset…
As relational datasets modeled as graphs keep increasing in size and their data-acquisition is permeated by uncertainty, graph-based analysis techniques can become computationally and conceptually challenging. In particular, node centrality measures rely on the assumption that the graph is perfectly known -- a premise …
Vertex centrality measures are a multi-purpose analysis tool, commonly used in many application environments to retrieve information and unveil knowledge from the graphs and network structural properties. However, the algorithms of such metrics are expensive in terms of computational resources when running real-time ap…
The study proves a quantitative functional CLT for neural networks with smooth activation functions.
In the wake of the still ongoing global financial crisis, bank interdependencies have come into focus in trying to assess linkages among banks and systemic risk. To date, such analysis has largely been based on numerical data. By contrast, this study attempts to gain further insight into bank interconnections by tappin…
Financial networks have become extremely useful in characterizing the structure of complex financial systems. Meanwhile, the time evolution property of the stock markets can be described by temporal networks. We utilize the temporal network framework to characterize the time-evolving correlation-based networks of stock…
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 …
This paper compares various graph centrality methods for portfolio optimization.
We rigorously prove a central limit theorem for neural network models with a single hidden layer. The central limit theorem is proven in the asymptotic regime of simultaneously (A) large numbers of hidden units and (B) large numbers of stochastic gradient descent training iterations. Our result describes the neural net…
A new model detects complex network communities using node attributes.
We introduce a model for the adaptive evolution of a network of company ownerships. In a recent work it has been shown that the empirical global network of corporate control is marked by a central, tightly connected "core" made of a small number of large companies which control a significant part of the global economy.…
Dataset for rainfall modeling in central Europe from 1981-2011.
I show that the solution of a standard clearing model commonly used in contagion analyses for financial systems can be expressed as a specific form of a generalized Katz centrality measure under conditions that correspond to a system-wide shock. This result provides a formal explanation for earlier empirical results wh…
A new network-based high-level data classification method using betweenness centrality.
Using data from 92 indices of stock exchanges worldwide, I analize the cluster formation and evolution from 2007 to 2010, which includes the Subprime Mortgage Crisis of 2008, using asset graphs based on distance thresholds. I also study the survivability of connections and of clusters through time and the influence of …
Efficiently recovers network community structure from clients' small subgraphs.
FUSE neural centrality framework improves data point measurement in high dimensions.
This paper addresses the problem of distributed detection in multi-agent networks. Agents receive private signals about an unknown state of the world. The underlying state is globally identifiable, yet informative signals may be dispersed throughout the network. Using an optimization-based framework, we develop an iter…
Visual rendering of graphs is a key task in the mapping of complex network data. Although most graph drawing algorithms emphasize aesthetic appeal, certain applications such as travel-time maps place more importance on visualization of structural network properties. The present paper advocates two graph embedding appro…
This paper contains a feasibility study of deep neural networks for the classification of Euro banknotes with respect to requirements of central banks on the ATM and high speed sorting industry. Instead of concentrating on the accuracy for a large number of classes as in the famous ImageNet Challenge we focus thus on c…
New framework for task-independent legged locomotion.
The application of deep learning to symbolic domains remains an active research endeavour. Graph neural networks (GNN), consisting of trained neural modules which can be arranged in different topologies at run time, are sound alternatives to tackle relational problems which lend themselves to graph representations. In …
Network theory assesses systemic risk in the insurance sector.
MakerDAO's governance is centralized despite its decentralized claim.
The interbank market is considered one of the most important channels of contagion. Its network representation, where banks and claims/obligations are represented by nodes and links (respectively), has received a lot of attention in the recent theoretical and empirical literature, for assessing systemic risk and identi…
Introduces NCDawareRank, a new ranking framework for networks.
Novel risk matrix for optimal portfolio choice with tail risk considerations.
Study finds significant price declines and capital reallocation from centralized to decentralized exchanges after FTX collapse.
Model shows PoS networks can be captured by external finance, leading to centralization.
We analyze the influence and interactions of 60 largest world banks for 195 world countries using the reduced Google matrix algorithm for the English Wikipedia network with 5 416 537 articles. While the top asset rank positions are taken by the banks of China, with China Industrial and Commercial Bank of China at the f…
A new network-based method for high-level data classification without normalization.
Paper derives CLT for Bayesian neural networks trained with variational inference.
We investigate topology and temporal evolution of the foreign currency exchange market viewed from a weighted network perspective. Based on exchange rates for a set of 46 currencies (including precious metals), we construct different representations of the FX network depending on a choice of the base currency. Our resu…
Graph embedding method captures both local and global network structure.
The European Union and Eurozone present an inquisitive case of strongly interconnected network with high degree of dependence among nodes. This research focused on investment network of European Union and its major trading partners for specific time period 2001 to 2014. The changing investment patterns within Eurozone …
DIGing-SGLD improves SGLD for scalable Bayesian learning in dynamic networks.