相关论文: Deep Q-Network-based Adaptive Alert Threshold Sele…

Ensuring safety via safety filters in real-world robotics presents significant challenges, particularly when the system dynamics is complex or unavailable. To handle this issue, learning-based safety filters recently gained popularity,…

The key challenge in admission control in wireless networks is to strike an optimal trade-off between the blocking probability for new requests while minimizing the dropping probability of ongoing requests. We consider two approaches for…

High false-positive rate is a long-standing challenge for anomaly detection algorithms, especially in high-stake applications. To identify the true anomalies, in practice, analysts or domain experts will be employed to investigate the top…

Choosing a decision threshold is one of the challenging job in any classification tasks. How much the model is accurate, if the deciding boundary is not picked up carefully, its entire performance would go in vain. On the other hand, for…

With the development of high technology, the scope of fraud is increasing, resulting in annual losses of billions of dollars worldwide. The preventive protection measures become obsolete and vulnerable over time, so effective detective…

Portfolio Selection is an important real-world financial task and has attracted extensive attention in artificial intelligence communities. This task, however, has two main difficulties: (i) the non-stationary price series and complex asset…

Credit card fraud detection (CCFD) is a critical application of Machine Learning (ML) in the financial sector, where accurately identifying fraudulent transactions is essential for mitigating financial losses. ML models have demonstrated…

The Q-learning algorithm is known to be affected by the maximization bias, i.e. the systematic overestimation of action values, an important issue that has recently received renewed attention. Double Q-learning has been proposed as an…

Cyber-attacks are becoming increasingly sophisticated and frequent, highlighting the importance of network intrusion detection systems. This paper explores the potential and challenges of using deep reinforcement learning (DRL) in network…

Fraud causes substantial costs and losses for companies and clients in the finance and insurance industries. Examples are fraudulent credit card transactions or fraudulent claims. It has been estimated that roughly $10$ percent of the…

This paper explores the application of deep Q-learning to hedging at-the-money options on the S\&P~500 index. We develop an agent based on the Twin Delayed Deep Deterministic Policy Gradient (TD3) algorithm, trained to simulate hedging…

With the growth of digital financial systems, robust security and privacy have become a concern for financial institutions. Even though traditional machine learning models have shown to be effective in fraud detections, they often…

Reinforcement Learning is the premier technique to approach sequential decision problems, including complex tasks such as driving cars and landing spacecraft. Among the software validation and verification practices, testing for functional…

The UK anti-fraud charity Fraud Advisory Panel (FAP) in their review of 2016 estimates business costs of fraud at 144 billion, and its individual counterpart at 9.7 billion. Banking, insurance, manufacturing, and government are the most…

Data economy relies on data-driven systems and complex machine learning applications are fueled by them. Unfortunately, however, machine learning models are exposed to fraudulent activities and adversarial attacks, which threaten their…

Distribution network reconfiguration (DNR) has proved to be an economical and effective way to improve the reliability of distribution systems. As optimal network configuration depends on system operating states (e.g., loads at each node),…

Credit card fraud causes significant financial losses and frequently occurs as fraud attack, defined as short-term sequence of fraudulent transactions associated with high transaction rates and amounts, business areas historically tied to…

The success of deep learning in recent years have led to a significant increase in interest and prevalence for its adoption to tackle financial services tasks. One particular question that often arises as a barrier to adopting deep learning…

The digital revolution has significantly impacted financial transactions, leading to a notable increase in credit card usage. However, this convenience comes with a trade-off: a substantial rise in fraudulent activities. Traditional machine…

Fraud is a prevalent offence that extends beyond financial loss, causing psychological and physical harm to victims. The advancements in online communication technologies alowed for online fraud to thrive in this vast network, with…