相关论文: Bank transactions embeddings help to uncover curre…

Identifying meaningful relationships between the price movements of financial assets is a challenging but important problem in a variety of financial applications. However with recent research, particularly those using machine learning and…

Financial transactions can be considered edges in a heterogeneous graph between entities sending money and entities receiving money. For financial institutions, such a graph is likely large (with millions or billions of edges) while also…

Machine learning models underpin many modern financial systems for use cases such as fraud detection and churn prediction. Most are based on supervised learning with hand-engineered features, which relies heavily on the availability of…

Financial institutions obtain enormous amounts of data about user transactions and money transfers, which can be considered as a large graph dynamically changing in time. In this work, we focus on the task of predicting new interactions in…

Industry classification schemes provide a taxonomy for segmenting companies based on their business activities. They are relied upon in industry and academia as an integral component of many types of financial and economic analysis.…

Big data, both in its structured and unstructured formats, have brought in unforeseen challenges in economics and business. How to organize, classify, and then analyze such data to obtain meaningful insights are the ever-going research…

Predicting the economy's short-term dynamics -- a vital input to economic agents' decision-making process -- often uses lagged indicators in linear models. This is typically sufficient during normal times but could prove inadequate during…

Financial institutions increasingly require scalable tools to analyse complex transactional networks, yet traditional graph embedding methods struggle with dynamic, real-world banking data. This paper demonstrates the practical application…

Macro-economic models describe the dynamics of economic quantities. The estimations and forecasts produced by such models play a substantial role for financial and political decisions. In this contribution we describe an approach based on…

The ability to construct a realistic simulator of financial exchanges, including reproducing the dynamics of the limit order book, can give insight into many counterfactual scenarios, such as a flash crash, a margin call, or changes in…

We employ network embedding to detect money laundering in financial transaction networks. Using real anonymized banking data, we model over one million accounts as a directed graph and use it to refine previously detected suspicious cycles…

Financial transactions constitute connections between entities and through these connections a large scale heterogeneous weighted graph is formulated. In this labyrinth of interactions that are continuously updated, there exists a variety…

In today's world, banks use artificial intelligence to optimize diverse business processes, aiming to improve customer experience. Most of the customer-related tasks can be categorized into two groups: 1) local ones, which focus on a…

Limited datasets and complex nonlinear relationships are among the challenges that may emerge when applying econometrics to macroeconomic problems. This research proposes deep learning as an approach to transfer learning in the former case…

Understanding the functional roles of financial institutions within interconnected markets is critical for effective supervision, systemic risk assessment, and resolution planning. We propose an interpretable role-based clustering approach…

In e-commerce industry, graph neural network methods are the new trends for transaction risk modeling.The power of graph algorithms lie in the capability to catch transaction linking network information, which is very hard to be captured by…

This paper aims to categorize bank transactions using weak supervision, natural language processing, and deep neural network techniques. Our approach minimizes the reliance on expensive and difficult-to-obtain manual annotations by…

Bank crisis is challenging to define but can be manifested through bank contagion. This study presents a comprehensive framework grounded in nonlinear time series analysis to identify potential early warning signals (EWS) for impending…

This paper explores neural network-based approaches for algorithmic trading in cryptocurrency markets. Our approach combines multi-timeframe trend analysis with high-frequency direction prediction networks, achieving positive risk-adjusted…

Recently, neural models for information retrieval are becoming increasingly popular. They provide effective approaches for product search due to their competitive advantages in semantic matching. However, it is challenging to use…