Improving the explainability of autoencoder factors for commodities through forecast-based Shapley values.

Autoencoders are dimension reduction models in the field of machine learning which can be thought of as a neural network counterpart of principal components analysis (PCA). Due to their flexibility and good performance, autoencoders have been recently used for estimating nonlinear factor models in finance. The main weakness of autoencoders is that the results are less explainable than those obtained with the PCA.

Clustering networked funded European research activities through rank-size laws.

This paper treats a well-established public evaluation problem, which is the analysis of the funded research projects. We specifically deal with the collection of the research actions funded by the European Union over the 7th Framework Programme for Research and Technological Development and Horizon 2020. The reference period is 2007-2020.

Financial interbanking networks resilience under shocks propagation.

The concept of resilience-i.e., the ability of a unified structure to absorb shocks-is of high relevance in the context of network modelling and analysis, mainly when referred to finance.

Network constraints on the mixing patterns of binary node metadata.

We consider the network constraints on the bounds of the assortativity coefficient, which aims to quantify the tendency of nodes with the same attribute values to be connected. The assortativity coefficient can be considered as the Pearson's correlation coefficient of node metadata values across network edges and lies in the interval [-1,1]. However, properties of the network, such as degree distribution and the distribution of node metadata values, place constraints upon the attainable values of the assortativity coefficient.

Evaluating relevance and redundancy to quantify how binary node metadata interplay with the network structure.

Networks are real systems modelled through mathematical objects made up of nodes and links arranged into peculiar and deliberate (or partially deliberate) topologies. Studying these real-world topologies allows for several properties of interest to be revealed. In real networks, nodes are also identified by a certain number of non-structural features or metadata.