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We apply multiple testing procedures to the validation of estimated default probabilities in credit rating systems. The goal is to identify rating classes for which the probability of default is estimated inaccurately, while still…

Applications · Statistics 2010-06-28 Sebastian Döhler

Smartphones have become an important tool for people's daily lives, which brings higher security requirements in high-risk application areas, for example, mobile payment. Although the combination of physical password, fingerprint and facial…

Human-Computer Interaction · Computer Science 2020-03-10 Chunmin Mi , Runjie Xu , Ching-Torng Lin , Run Yu Meng

Human mobility is an important characteristic of human behavior, but since tracking personalized position to high temporal and spatial resolution is difficult, most studies on human mobility patterns rely largely on mathematical models.…

Physics and Society · Physics 2019-07-09 Chen Zhao , An Zeng , Chi Ho Yeung

We develop a deep learning model of multi-period mortgage risk and use it to analyze an unprecedented dataset of origination and monthly performance records for over 120 million mortgages originated across the US between 1995 and 2014. Our…

Statistical Finance · Quantitative Finance 2018-03-13 Justin Sirignano , Apaar Sadhwani , Kay Giesecke

Recent research has shown the possibility of using smartphones' sensors and accessories to extract some behavioral attributes such as touch dynamics, keystroke dynamics and gait recognition. These attributes are known as behavioral…

Cryptography and Security · Computer Science 2018-01-30 Ahmed Mahfouz , Tarek M. Mahmoud , Ahmed Sharaf Eldin

A student reads a textbook to learn a new topic; an attorney leafs through familiar legal documents. Each reader may have a different goal for, and prior knowledge of, their reading. A mobile context, which captures interaction behavior,…

Human-Computer Interaction · Computer Science 2020-04-28 Sungjin Nam , Zoya Bylinskii , Christopher Tensmeyer , Curtis Wigington , Rajiv Jain , Tong Sun

We propose behavior-oriented services as a new paradigm of communication in mobile human networks. Our study is motivated by the tight user-network coupling in future mobile societies. In such a paradigm, messages are sent to inferred…

Networking and Internet Architecture · Computer Science 2008-07-09 Wei-jen Hsu , Debojyoti Dutta , Ahmed Helmy

Mobile phones play a very important role in our life. Mobile phone sales have been soaring over the last decade due to the growing acceptance of technological innovations, especially by Generations Y and Z. Understanding the change in…

General Economics · Economics 2019-01-04 Szabolcs Nagy

Mobile phones can record individual's daily behavioral data as a time-series. In this paper, we present an effective time-series segmentation technique that extracts optimal time segments of individual's similar behavioral characteristics…

Computers and Society · Computer Science 2018-11-26 Iqbal H. Sarker , Alan Colman , MA Kabir , Jun Han

Mobile devices and technologies have become increasingly popular, offering comparable storage and computational capabilities to desktop computers allowing users to store and interact with sensitive and private information. The security and…

Cryptography and Security · Computer Science 2020-05-12 Mohammed Abuhamad , Ahmed Abusnaina , DaeHun Nyang , David Mohaisen

Large-scale collection of human behavioral data by companies raises serious privacy concerns. We show that behavior captured in the form of application usage data collected from smartphones is highly unique even in very large datasets…

Computers and Society · Computer Science 2021-02-24 Vedran Sekara , Enys Mones , Håkan Jonsson

In this paper, we present a novel approach to predict crime in a geographic space from multiple data sources, in particular mobile phone and demographic data. The main contribution of the proposed approach lies in using aggregated and…

Computers and Society · Computer Science 2014-09-11 Andrey Bogomolov , Bruno Lepri , Jacopo Staiano , Nuria Oliver , Fabio Pianesi , Alex Pentland

Churn prediction, or the task of identifying customers who are likely to discontinue use of a service, is an important and lucrative concern of firms in many different industries. As these firms collect an increasing amount of large-scale,…

Machine Learning · Computer Science 2015-12-22 Muhammad R. Khan , Johua Manoj , Anikate Singh , Joshua Blumenstock

When given the option, will LLMs choose to leave the conversation (bail)? We investigate this question by giving models the option to bail out of interactions using three different bail methods: a bail tool the model can call, a bail string…

Computers and Society · Computer Science 2025-09-08 Danielle Ensign , Henry Sleight , Kyle Fish

Timings of human activities are marked by circadian clocks which in turn are entrained to different environmental signals. In an urban environment the presence of artificial lighting and various social cues tend to disrupt the natural…

Physics and Society · Physics 2018-02-07 Daniel Monsivais , Asim Ghosh , Kunal Bhattacharya , Robin I. M Dunbar , Kimmo Kaski

MoodPupilar introduces a novel method for mood evaluation using pupillary response captured by a smartphone's front-facing camera during daily use. Over a four-week period, data was gathered from 25 participants to develop models capable of…

Human-Computer Interaction · Computer Science 2024-08-06 Rahul Islam , Tongze Zhang , Priyanshu Singh Bisen , Sang Won Bae

Persuasive designs become prevalent on smartphones, and an increasing number of users report having problematic smartphone use behaviours. Persuasive designs in smartphones might be accountable for the development and reinforcement of such…

Human-Computer Interaction · Computer Science 2023-05-24 Xiaowei Chen , Anders Hedman , Verena Distler , Vincent Koenig

In this work, we analyze the problem of adoption of mobile money in Pakistan by using the call detail records of a major telecom company as our input. Our results highlight the fact that different sections of the society have different…

Machine Learning · Statistics 2017-12-05 Muhammad Raza Khan , Joshua Blumenstock

We compare observed corporate cumulative default probabilities to those calculated using a stochastic model based on an extension of the work of Black and Cox and find that corporations default as if via diffusive dynamics. The model, based…

Soft Condensed Matter · Physics 2008-12-02 Ting Lei , Raymond J. Hawkins

Motivated by the recently launched mobile data trading markets (e.g., China Mobile Hong Kong's 2nd exChange Market), in this paper we study the mobile data trading problem under the future data demand uncertainty. We introduce a…

Computer Science and Game Theory · Computer Science 2017-02-10 Junlin Yu , Man Hon Cheung , Jianwei Huang , H. Vincent Poor