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arXiv research

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.

169,181 papers · 148 categories

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48 results for network regulation

An asset network systemic risk (ANWSER) model is presented to investigate the impact of how shadow banks are intermingled in a financial system on the severity of financial contagion. Particularly, the focus of this study is the impact of the following three representative topologies of an interbank loan network betwee…

2014-09-30abs ↗pdf ↗

IEBN normalizes noise by enhancing instance-specific information, improving deep learning performance.

problem Improving deep learning performance by regulating noise in batch normalization.
method Integrates self-attention mechanism to recalibrate channel information in BN.
result IEBN outperforms BN with improved generalization and stability.

Proposes a novel network-based neighborhood regression for biological systems.

problem Lack of comprehensive analysis on biological modules using both global and local network data.
method Develops a community-wise least square optimization approach to analyze gene modules and their regulatory strength.
result Achieves exact minimax optimality and linear consistency in identifying gene module associations.

Improves adversarial robustness of DEQ models by regulating neural dynamics.

problem Limited adversarial robustness of DEQ models.
method Interprets DEQs as neural dynamics, uses entropy reduction and random intermediate states.
result Significantly increases adversarial robustness of DEQ models.

The paper analyzes financial networks with default charges and defines a model using fixpoint problems.

problem Modeling systemic risk in interbank networks with crossholdings and default charges.
method Mixed integer-linear programming and Gaussian elimination algorithm for computing clearing pairs.
result Developed methods to compute maximal and minimal clearing pairs.

Motivation: Cell-biological processes are regulated through a complex network of interactions between genes and their products. The processes, their activating conditions, and the associated transcriptional responses are often unknown. Organism-wide modeling of network activation can reveal unique and shared mechanisms…

2012-02-02abs ↗pdf ↗

URN neural network dynamically generates various neural structures during training.

problem Creating neural networks with flexible, dynamic structures during training.
method Introduced Unstructured Recursive Network (URN) and used gradient descent on a single loss function.
result Different neural structures can emerge from a single URN during training.

Model proposes how regulators should oversee complex algorithms in high-stakes applications.

problem Regulating complex algorithms used in high-stakes applications like lending, testing, and hiring.
method Proposes a model where regulators are limited in learning about complex algorithms with misaligned preferences, and explores different regulatory approaches.
result Complex algorithms can improve welfare, but regulation should focus on the source of incentive misalignment for optimal results.

New measure assesses systemic risk in financial networks using high-order clustering coefficients.

problem Assessing systemic risk in financial networks.
method Defines systemic risk based on high-order clustering coefficients of nodes in financial networks.
result Empirical experiments show the effectiveness of the new systemic risk measure.

Physically-inspired Gaussian process models study post-transcriptional regulation in Drosophila.

problem Understanding spatiotemporal interactions between mRNAs and gap proteins in post-transcriptional regulation.
method Two physically-inspired Gaussian process models based on reaction-diffusion equations, tested with mRNA expression data.
result Novel GP model requires only kernel function differentiation, simplifying spatial discretisation.

Financial networks reveal systemic risk, suggesting new regulatory strategies.

problem Global financial interconnectedness and inadequacy of traditional risk models.
method Network-based models of financial systems to understand contagion and risk.
result Financial networks exhibit 'robust-yet-fragile' properties, informing cost-effective regulation.

Regulated curves on Banach manifolds with continuous projections and regulated derivatives are studied.

problem Regulated curves on Banach manifolds with continuous projections and regulated derivatives.
method Building a Banach manifold structure on the set of such curves.
result Existence of a 'local addition' on such a manifold for any Banach manifold.

We show that any objective risk measurement algorithm mandated by central banks for regulated financial entities will result in more risk being taken on by those financial entities than would otherwise be the case. Furthermore, the risks taken on by the regulated financial entities are far more systemically concentrate…

2010-04-10abs ↗pdf ↗

The paper proposes a data-driven method for optimal power flow and voltage regulation in distribution grids.

problem Optimal power flow and voltage regulation in decentralized power grids.
method The approach uses a network model, historic data, and regression to find functions approximating optimal reactive power injections for inverters.
result The method achieves near-optimal results in voltage- and capacity-constrained loss minimization and voltage flattening.

Banks in the interbank network can not assess the true risks associated with lending to other banks in the network, unless they have full information on the riskiness of all the other banks. These risks can be estimated by using network metrics (for example DebtRank) of the interbank liability network which is availabl…

2013-01-25abs ↗pdf ↗

Optimal insurance investment under VaR regulation improves policyholders' utility.

problem Optimal investment for participating insurance contracts under VaR-regulation.
method Martingale approach for constrained non-concave optimization problems.
result VaR constraints lead to more prudent investment, improving policyholders' utility.

Proposes a game-theoretic framework for ML trust regulation.

problem Lack of coordination between ML model builders and regulators.
method Formulates trustworthy ML as a multi-objective multi-agent optimization problem and introduces regulation games and ParetoPlay.
result Enables efficient enforcement of ML model specifications without discouraging participation.

Study examines how bank holding structures affect financial stress spread.

problem Financial stress spread in a network of bank holdings and subsidiaries.
method Investigates the spread of contagion in a multilayered banking network with different holding support rules.
result Holding structures can either amplify or mitigate financial stress, depending on network capitalization.

The FCA improved insider trading regulation after 2012, reducing abnormal returns.

problem Regulation of insider trading before and after the UK Financial Services Act 2012.
method Event study methodology using abnormal returns analysis.
result Abnormal returns were reduced after the FCA took over from the FSA.

A deterministic trading strategy by a representative investor on a single market asset, which generates complex and realistic returns with its first four moments similar to the empirical values of European stock indices, is used to simulate the effects of financial regulation that either pricks bubbles, props up crashe…

2010-02-11abs ↗pdf ↗

Under Solvency II the computation of capital requirements is based on value at risk (V@R). V@R is a quantile-based risk measure and neglects extreme risks in the tail. V@R belongs to the family of distortion risk measures. A serious deficiency of V@R is that firms can hide their total downside risk in corporate network…

2017-02-28abs ↗pdf ↗

New method infers causal factors from large-scale data without full graph reconstruction.

problem Inferring causal variables from large-scale systems without full causal graph reconstruction.
method Supervised learning on simulated data using a neural network and subsampled-ensemble inference.
result Efficiently identifies causal relationships in large-scale gene regulatory networks.

Regulator allocates buffers to prevent financial contagion in networks with common assets.

problem Containment of default contagion in financial networks with common asset exposures.
method Allocates nonnegative buffer vectors under linear budget constraints to maximize default or insolvency resilience margins or minimize worst-case systemic losses.
result Exact synthesis results for buffer allocation under \ell_{\infty} and 1\ell_{1} uncertainty sets, showing significant gains over uniform and exposure-proportional allocations.

Develops new methods for isospectral orbifolds and regulator quotients.

problem Isospectral orbifolds and regulator quotients in Vignéras constructions.
method New sufficient criteria for isospectrality and regulator quotients, linking torsion homology and Galois representations.
result Produces small exotic isospectral orbifolds and sufficient criteria for regulator quotients.

This study examines how ChiNext IPOs' initial returns are influenced by regulation regime changes.

problem Investors' behavior and pricing of ChiNext IPOs under different regulation regimes.
method Analysis of three time periods with two different regulation regimes and three sets of listing day trading restrictions.
result Regulation regime changes significantly impact ChiNext IPO pricing and overreaction.

We propose a family of statistical models for social network evolution over time, which represents an extension of Exponential Random Graph Models (ERGMs). Many of the methods for ERGMs are readily adapted for these models, including maximum likelihood estimation algorithms. We discuss models of this type and their pro…

2009-08-09abs ↗pdf ↗