Assessing Banks' Distress Using News and Regular Financial Data.

In this paper, we focus our attention on leveraging the information contained in financial news to enhance the performance of a bank distress classifier. The news information should be analyzed and inserted into the predictive model in the most efficient way and this task deals with the issues related to Natural Language interpretation and to the analysis of news media. Among the different models proposed for such purpose, we investigate a deep learning approach.

Information Network Modeling for U.S. Banking Systemic Risk.

In this work we investigate whether information theory measures like mutual information and transfer entropy, extracted from a bank network, Granger cause financial stress indexes like LIBOR-OIS (London Interbank Offered Rate-Overnight Index Swap) spread, STLFSI (St. Louis Fed Financial Stress Index) and USD/CHF (USA Dollar/Swiss Franc) exchange rate. The information theory measures are extracted from a Gaussian Graphical Model constructed from daily stock time series of the top 74 listed US banks.

Fractal dimension as a quantitator of the microvasculature of normal and adenomatous pituitary tissue.

It is well known that angiogenesis is a complex process that accompanies neoplastic growth, but pituitary tumours are less vascularized than normal pituitary glands. Several analytical methods aimed at quantifying the vascular system in two-dimensional histological sections have been proposed, with very discordant results. In this study we investigated the non-Euclidean geometrical complexity of the two-dimensional microvasculature of normal pituitary glands and pituitary adenomas by quantifying the surface fractal dimension that measures its space-filling property.