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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.

168,695 papers · 148 categories

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239478716955 · Jun 202019922001200920172026
48 results for network resilience

Federated Learning aims to train distributed deep models without sharing the raw data with the centralized server. Similarly, in distributed inference of neural networks, by partitioning the network and distributing it across several physical nodes, activations and gradients are exchanged between physical nodes, rather…

2020-02-18abs ↗pdf ↗

New framework boosts neural network performance and resilience.

problem Susceptibility of compact neural network implementations to system disturbances.
method Realistic crossbar simulations and Mosaics framework to re-use synaptic connections.
result Compact neural networks are noise-immune and perform well under disturbances.

This paper uses robust optimization to analyze supply chain resilience.

problem Supply chain resilience analysis of multi-modal logistics networks.
method Robust optimization with budget-of-uncertainty.
result Interactive effects of network size, disruption scale, and degree on resilience.

One of the most defining features of the global financial network is its inherent complex and intertwined structure. From the perspective of systemic risk it is important to understand the influence of this network structure on default contagion. Using sparse random graphs to model the financial network, asymptotic met…

2018-03-21abs ↗pdf ↗

Predictive Q-learning algorithm for IoT networks with human operators.

problem Resilient and predictive actions for IoT networks with faulty components.
method Predictive and resilient Q-learning algorithm considering historical data and human operator feedback.
result Optimal scheduling policies avoiding attacked locations and faults.

Supply chains are the backbone of the global economy. Disruptions to them can be costly. Centrally managed supply chains invest in ensuring their resilience. Decentralized supply chains, however, must rely upon the self-interest of their individual components to maintain the resilience of the entire chain. We examine t…

2019-09-17abs ↗pdf ↗

Paper introduces a new index to measure financial and workplace resilience of firms.

problem Corporate resilience and its types in turbulent markets.
method Quantitative analysis of earnings expectations and implied discount rates.
result Evidence of workplace resilience amplification by financial status in the COVID-19 era.

Measures financial resilience using BSDEs and their properties.

problem Measuring financial resilience in dynamic risk environments.
method Developed stochastic calculus for BSDEs with jumps, revealing resilience rate as expectation of generator.
result Resilience rate can be represented as expectation of BSDE generator, revealing properties of dynamic risk measures.

The study assesses how financial networks resist simultaneous price shocks and calculates the worst-case loss.

problem Resilience of financial networks to simultaneous price fluctuations and default contagion.
method Introduced a concept of default resilience margin, ε*, and computed worst-case systemic loss through linear programming.
result Threshold value ε* determines the maximum amplitude of asset price fluctuations the network can tolerate.

The Resilient Propagation (Rprop) algorithm has been very popular for backpropagation training of multilayer feed-forward neural networks in various applications. The standard Rprop however encounters difficulties in the context of deep neural networks as typically happens with gradient-based learning algorithms. In th…

2015-09-15abs ↗pdf ↗

New method creates powerful, transferable adversarial attacks for deep learning networks.

problem Vulnerability of deep learning networks to adversarial attacks.
method Developed a method to generate strong, transferable adversarial attacks.
result Demonstrated that the proposed method can easily transfer strong adversarial attacks between different models.

This paper optimizes cybersecurity resource allocation in networks with heterogeneous attacker and defender valuations.

problem Optimizing cybersecurity resource allocation in networks with heterogeneous attacker and defender valuations.
method Combining strategic behavior of players with contagion dynamics, a method is extended to determine optimal resource allocation based on simple network metrics weighted by risk profiles.
result The asymmetry between attacker and defender valuations drives optimal attack and defense strategies, shaping system resilience.

This work explores the characteristics of financial contagion in networks whose links distributions approaches a power law, using a model that defines banks balance sheets from information of network connectivity. By varying the parameters for the creation of the network, several interbank networks are built, in which …

2014-10-09abs ↗pdf ↗

This paper measures financial market resilience in China and identifies key uncertainties.

problem Measuring financial market resilience in China.
method Quantitative analysis of total financial market and sub-markets, Diebold-Yilmaz connectedness approach.
result Financial market resilience in China is event-driven and influenced by geopolitical risks, economic and trade policy uncertainty, and U.S.-China tensions.

Machine Learning (ML) solutions are nowadays distributed and are prone to various types of component failures, which can be encompassed in so-called Byzantine behavior. This paper introduces LiuBei, a Byzantine-resilient ML algorithm that does not trust any individual component in the network (neither workers nor serve…

2019-11-18abs ↗pdf ↗

In complex systems like financial market, risk tolerance of individuals is crucial for system resilience.The single-security price limit, designed as risk tolerance to protect investors by avoiding sharp price fluctuation, is blamed for feeding market panic in times of crash.The relationship between the critical market…

2019-08-20abs ↗pdf ↗

The resilience of low-degree Rademacher chaos is studied, providing probabilistic lower bounds.

problem Understanding how much a Rademacher chaos can withstand adversarial sign-flips without significant probability changes.
method Probabilistic lower-bound guarantees for the resilience of Rademacher chaos of arbitrary degree.
result Probabilistic lower-bound guarantees for the resilience of Rademacher chaos of arbitrary degree, especially meaningful for constant degree.

Proposes resilience metrics for large blackout costs with logarithmic resilience.

problem Large variations in blackout costs make estimating risk impractical.
method Uses mean of log of large blackout costs, tail slope index, and frequency.
result Solves problems of heavy tail and large variations in blackout costs.

Secure federated learning framework resists adversarial users.

problem Resilience against adversarial (Byzantine) users in federated learning.
method Integrated stochastic quantization, verifiable outlier detection, and secure model aggregation.
result First single-server Byzantine-resilient secure aggregation framework (BREA) for secure federated learning.

There has been a surge of interest in using machine learning (ML) to automatically detect malware through their dynamic behaviors. These approaches have achieved significant improvement in detection rates and lower false positive rates at large scale compared with traditional malware analysis methods. ML in threat dete…

2018-12-21abs ↗pdf ↗

Stocks of more resilient firms outperformed during the pandemic, reflecting disaster risk.

problem The impact of social distancing on firms' operations and stock performance.
method Cross-sectional analysis of firms' resilience and stock performance, controlling for risk factors.
result Stocks of more resilient firms are expected to yield significantly lower returns than less resilient ones, reflecting disaster risk.

Propagation of balance-sheet or cash-flow insolvency across financial institutions may be modeled as a cascade process on a network representing their mutual exposures. We derive rigorous asymptotic results for the magnitude of contagion in a large financial network and give an analytical expression for the asymptotic …

2011-12-24abs ↗pdf ↗

Graph neural networks detect structural perturbations from time series data.

problem Detecting structural causes of disturbances in complex systems.
method Graph neural network approach to infer structural perturbations from functional time series.
result Data-driven approach outperforms typical reconstruction methods and meets Bayesian inference accuracy.

Deep Neural Networks are built to generalize outside of training set in mind by using techniques such as regularization, early stopping and dropout. But considerations to make them more resilient to adversarial examples are rarely taken. As deep neural networks become more prevalent in mission-critical and real-time sy…

2017-12-26abs ↗pdf ↗

We trained three Binarized Convolutional Neural Network architectures (LeNet-4, Network-In-Network, AlexNet) on a variety of datasets (MNIST, CIFAR-10, CIFAR-100, extended SVHN, ImageNet) using error-prone activations and tested them without errors to study the resilience of the training process. With the exception of …

2019-05-24abs ↗pdf ↗

New method quantifies resilience of electric distribution systems from historical data.

problem Large blackouts caused by extreme winds have significant costs and impacts.
method Formulate large event risk from utility outage data, quantify resilience improvements through investments.
result Investments in wind hardening and faster restoration can reduce the probability of large cost events.

New distributed clustering algorithms show resilience to initialization issues.

problem Resilience of distributed gradient-based clustering algorithms to center initialization.
method Distributed gradient-based clustering algorithms with novel center initialization.
result The algorithms are more resilient to initialization compared to baseline methods.

The aim of this paper is to quantify and manage systemic risk caused by default contagion in the interbank market. We model the market as a random directed network, where the vertices represent financial institutions and the weighted edges monetary exposures between them. Our model captures the strong degree of heterog…

2016-10-29abs ↗pdf ↗

Proposes a deep learning method for modeling dynamic individual-level latent trajectories with changing parameters.

problem Modeling longitudinal data with changing individual-level dynamics parameters.
method Combines deep learning for dimensionality reduction and differential equations for dynamic modeling, allowing different parameters for sub-periods.
result Successfully identifies dynamic parameters and predictors of resilience.

New framework for resilient bi-criteria optimization under noisy feedback.

problem Bi-criteria combinatorial optimization with noisy function evaluations.
method Introducing (α,β,δ,extttN)(α,β,δ, exttt{N})-resilience and developing a black-box framework.
result Achieves sublinear regret and constraint violation for bi-criteria bandit problems.