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On electronic game platforms, different payment transactions have different levels of risk. Risk is generally higher for digital goods in e-commerce. However, it differs based on product and its popularity, the offer type (packaged game,…
Modern navigation services often provide multiple paths connecting the same source and destination for users to select. Hence, ranking such paths becomes increasingly important, which directly affects the service quality. We present…
The scalable, low overhead attributes of Peer-to-Peer (P2P) Internet protocols and networks lend themselves well to being exploited by criminals to execute a large range of cybercrimes. The types of crimes aided by P2P technology include…
Process mining represents an important field in BPM and data mining research. Recently, it has gained importance also for practitioners: more and more companies are creating business process intelligence solutions. The evaluation of process…
Deep neural networks (DNN) have been deployed in many software systems to assist in various classification tasks. In company with the fantastic effectiveness in classification, DNNs could also exhibit incorrect behaviors and result in…
Evaluation of systemic risk in networks of financial institutions in general requires information of inter-institution financial exposures. In the framework of Debt Rank algorithm, we introduce an approximate method of systemic risk…
As larger and more comprehensive datasets become standard in contemporary machine learning, it becomes increasingly more difficult to obtain reliable, trustworthy label information with which to train sophisticated models. To address this…
Large Language Models (LLMs) have demonstrated impressive capabilities across various domains, but their effectiveness in financial decision-making remains inadequately evaluated. Current benchmarks primarily assess LLMs' understanding on…
The aim of this paper is to study a new methodological framework for systemic risk measures by applying deep learning method as a tool to compute the optimal strategy of capital allocations. Under this new framework, systemic risk measures…
We address a fundamental problem that is systematically encountered when modeling complex systems: the limitedness of the information available. In the case of economic and financial networks, privacy issues severely limit the information…
Offline reinforcement-learning (RL) algorithms learn to make decisions using a given, fixed training dataset without online data collection. This problem setting is captivating because it holds the promise of utilizing previously collected…
The paper examines the potential of deep learning to support decisions in financial risk management. We develop a deep learning model for predicting whether individual spread traders secure profits from future trades. This task embodies…
Recently, there is a surge of interests on heterogeneous information network analysis. As a newly emerging network model, heterogeneous information networks have many unique features (e.g., complex structure and rich semantics) and a number…
Credit risk prediction is an effective way of evaluating whether a potential borrower will repay a loan, particularly in peer-to-peer lending where class imbalance problems are prevalent. However, few credit risk prediction models for…
Online deep learning tackles the challenge of learning from data streams by balancing two competing goals: fast learning and deep learning. However, existing research primarily emphasizes deep learning solutions, which are more adept at…
Open Banking powered machine learning applications require novel robustness approaches to deal with challenging stress and failure scenarios. In this paper we propose an hierarchical fallback architecture for improving robustness in high…
The advances of the Linked Open Data (LOD) initiative are giving rise to a more structured Web of data. Indeed, a few datasets act as hubs (e.g., DBpedia) connecting many other datasets. They also made possible new Web services for entity…
With the rapid growth of financial services, fraud detection has been a very important problem to guarantee a healthy environment for both users and providers. Conventional solutions for fraud detection mainly use some rule-based methods or…
The modern pervasiveness of large-scale deep neural networks (NNs) is driven by their extraordinary performance on complex problems but is also plagued by their sudden, unexpected, and often catastrophic failures, particularly on…
The exponential increase of availability of digital data and the necessity to process it in business and scientific fields has literally forced upon us the need to analyze and mine useful knowledge from it. Traditionally data mining has…