A time series can often be characterized using machine learning techniques, which require feature vectors as input. The quality of the feature vectors reflects the accuracy of the utilized machine learning techniques. We propose a method for combining features extracted from two popular...

The ability to accurately estimate the extent to which the failure of a bank disrupts the financial system is very valuable for regulators of the financial system. One important part of the financial system is the interbank payment system. This paper develops a robust measure, SinkRank, that...