Ripples of Risk: Forecasting Market Shocks with Spillover Effects
![The analysis of spillover components-[latex]q^{s}_{i,t}[/latex]-across several models-SAV CAViaR-SE, AS CAViaR-SE, and IG CAViaR-SE-from March 19, 2008, through November 14, 2025, demonstrates how systemic risk propagates through interconnected financial instruments, revealing distinct patterns of influence for each modeled approach.](https://arxiv.org/html/2603.25217v1/x5.png)
A new modeling approach enhances the accuracy of Value at Risk and Expected Shortfall predictions by accounting for how risk spreads between assets.
Science
Mapping Disease Spread with the Power of Networks
![The model’s sensitivity was assessed by quantifying the loss in balanced accuracy-measured on test host pairs-following the random permutation of dataset variables, revealing that the [latex]Genetic\_Distance[/latex] attribute holds particular importance, though it is exclusively defined for training edges within the Graph Neural Network, while other significant variables function as node-level attributes.](https://arxiv.org/html/2603.24745v1/importance_boxplot_Cumbria.png)
New research demonstrates how graph neural networks can unlock deeper insights from genomic and relational data to improve our understanding of infectious disease outbreaks.
The Art of the Prompt: Measuring AI’s Potential for Manipulation
A new framework evaluates how easily large language models can be used to influence and deceive, revealing critical variations in their manipulative capabilities.
Connecting the Dots in Emergency Response
A new multi-agent system aims to transform fragmented 9-1-1 data into a unified and evolving picture of emergency incidents.
Seeing the Forest for the Trees: Improving Wildfire Prediction with Full-Map Analysis
A new approach to evaluating data-driven fire danger models leverages complete spatial data to enhance forecast accuracy and reduce false alarms.
Beyond the Firewall: Securing AI in the Age of Foundation Models
As powerful AI models become increasingly integrated into critical systems, a comprehensive understanding of their vulnerabilities is paramount.
Reading Between the Tweets: Gauging Crypto Market Sentiment
New research details a framework for understanding how emotions expressed in cryptocurrency-related tweets can predict market movements.
Beyond the Crisis: Modeling the Lasting Impact of Mortality Shocks
New research explores how unexpected surges in deaths from specific causes ripple through populations and financial systems for years to come.
Hunting Threats with AI: A New Approach to Security Operations
Researchers are leveraging the power of artificial intelligence to automate and improve the proactive detection of hidden security threats within modern Security Operation Centers.
Seeing the Invisible: AI Unlocks Secrets of Active Galaxies
New machine learning methods are providing astronomers with powerful tools to identify and characterize active galaxies and estimate the masses of their central supermassive black holes.