30 résultats pour « machinelearning »

Imbalanced Data Issues in Machine Learning Classifiers: A Case Study

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"... the methods discussed in this paper can apply to general machine learning classifiers in applications with imbalanced data issues, by using a case study in credit card fraud detection this paper calls practitioners’ attention to the imbalanced data problems therein, where class imbalance is often mistreated and lacks theoretical discussion."

Machine Learning for Categorization of Operational Risk Events Using Textual Description

"... an overview of how machine learning can help in categorizing textual descriptions of operational loss events into Basel II event types. We apply PYTHON implementations of support vector machine and multinomial naive Bayes algorithms to precategorized Öffentliche Schadenfälle OpRisk (ÖffSchOR) data to demonstrate that operational loss events can be automatically assigned to one of the seven Basel II event types with very few costs and satisfactory accuracy."

A Primer on Anomaly and Fraud Detection in Blockchain Networks

"... blockchain networks are vulnerable to anomalies and frauds that can have serious consequences for the integrity and security of these networks. In this primer, we provide an overview of the definition and properties of blockchain technology, and discuss the types and examples of anomalies and frauds that occur in these networks."

Prediction of Auto Insurance Risk Based on t‑SNE Dimensionality Reduction

"... we develop a framework based on a combination of a neural network together with a dimensionality reduction technique t-SNE (t-distributed stochastic neighbour embedding)... The obtained results, which are based on real insurance data, reveal a clear contrast between the high and low risk policy holders, and indeed improve upon the actual risk estimation performed by the insurer."

Supply Chain Characteristics as Predictors of Cyber Risk: A Machine‑Learning Assessment

"... supply chain network features add significant detection power to predicting enterprise cyber risk, relative to merely using enterprise-only attributes. Particularly, compared to a base model that relies only on internal enterprise features... Given that each cyber data breach is a low probability high impact risk event, these improvements in the prediction power have significant value."

Artificial Intelligence for Sustainable Finance: Why it May Help

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"This paper reviews the use of AI in the ESG field: textual analysis to measure firms’ ESG incidents or verify the credibility of companies’ concrete commitments, satellite and sensor data to analyse companies’ environmental impact or estimate physical risk exposures, machine learning to fill missing corporate data (GHG emissions etc.)."

Using Knowledge Distillation to improve interpretable models in a retail banking context

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" Predictive machine learning algorithms used in banking environments, especially in risk and control functions, are generally subject to regulatory and technical constraints limiting their complexity. Knowledge distillation gives the opportunity to improve the performances of simple models without burdening their application, using the results of other - generally more complex and better-performing - models."