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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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15294458 · Feb 202019922001200920172026
48 results for Figgie card game

Historically, games of all kinds have often been the subject of study in scientific works of Computer Science, including the field of machine learning. By using machine learning techniques and applying them to a game with defined rules or a structured dataset, it's possible to learn and improve on the already existing …

2018-10-08abs ↗pdf ↗

Deep reinforcement learning (DRL) has gained a lot of attention in recent years, and has been proven to be able to play Atari games and Go at or above human levels. However, those games are assumed to have a small fixed number of actions and could be trained with a simple CNN network. In this paper, we study a special …

2019-01-24abs ↗pdf ↗

The credit cards' fraud transactions detection is the important problem in machine learning field. To detect the credit cards's fraud transactions help reduce the significant loss of the credit cards' holders and the banks. To detect the credit cards' fraud transactions, data scientists normally employ the unsupervised…

2019-08-29abs ↗pdf ↗

Study optimizes classifiers for credit card mail campaigns and default prediction.

problem Optimizing classifiers for credit card mail campaigns and default prediction.
method Three distinct models: response, risk, and response-risk. Optimized various performance metrics.
result Random Forest classifier achieves highest accuracy (83.2%) in multi-class response-risk model.

Standard economic theory, starting with Adam Smith's invisible hand, holds that those who trade for their own selfish motives of maximizing their private preferences may contribute more to the public wealth than those who claim altruistic motives. Under restrictive conditions, this has been shown to result from a self-…

2005-10-09abs ↗pdf ↗

Machine learning and data mining techniques have been used extensively in order to detect credit card frauds. However purchase behaviour and fraudster strategies may change over time. This phenomenon is named dataset shift or concept drift in the domain of fraud detection. In this paper, we present a method to quantify…

2019-06-17abs ↗pdf ↗

Expert system predicts credit card charge-offs using macroeconomic indicators.

problem Managing charge-off rates in the credit card industry.
method Developed an expert system using machine learning and macroeconomic indicators.
result Achieved mean squared error values of 1.15E-03 and 1.04E-03.

We present a model of credit card profitability, assuming that the card-holder always pays the full outstanding balance. The motivation for the model is to calculate an optimal credit limit, which requires an expression for the expected outstanding balance. We derive its Laplace transform, assuming that purchases are m…

2015-06-17abs ↗pdf ↗

Semi-supervised GANs with log-signatures improve credit card fraud detection.

problem Detecting fraud in large, complex financial transaction data streams.
method Conditional GANs with Bayesian inference and log-signatures for robust feature encoding.
result Consistent improvements over benchmarks in global and domain-specific metrics.

The study reveals fundamental limits of fraud detection in card payment networks.

problem Fraud detection in card payment networks is challenging due to structural information impairments.
method Formalized card authorization as a sequential decision problem with delayed feedback, derived minimax regret lower bound.
result Improving issuer reporting quality or reducing censorship can yield larger reductions in the regret floor than increasing model complexity.

Research examines motivations and factors influencing retailers' payment method choices.

problem Understanding motivations and factors affecting retailers' payment method choices.
method Qualitative and quantitative analysis of various factors including regulatory constraints, merchant service providers, and demographic variables.
result Lower interchange fees and regulatory constraints make card payment adoption financially feasible for merchants.

This paper summarizes AI methods for detecting credit card fraud.

problem Detecting credit card fraud from millions of transactions.
method Rule-based and AI approaches, addressing imbalanced datasets, real-time scenarios, and feature engineering.
result Summarizes state-of-the-art AI methods for fraud detection.

Study evaluates AD methods for fraud detection in online credit card payments.

problem Fraud detection in online credit card payments using anomaly detection methods.
method Assessed several recent anomaly detection methods and compared them with standard supervised learning methods.
result LightGBM outperforms other methods but is more sensitive to distribution shifts.

CaT-GNN improves credit card fraud detection by integrating causal reasoning into GNNs.

problem Credit card fraud detection overlooks causal structure of transactions.
method CaT-GNN combines causal invariant learning and temporal graph neural networks.
result CaT-GNN outperforms existing methods on various datasets.

Money flow models are essential tools to understand different economical phenomena, like saving propensities and wealth distributions. In spite of their importance, most of them are based on synthetic transaction networks with simple topologies, e.g. random or scale-free ones, as the characterisation of real networks i…

2016-02-23abs ↗pdf ↗

The paper proposes a method to detect credit card fraud using sparse Gaussian approximations.

problem Detecting credit card fraud in financial institutions.
method Sparse Gaussian classification method with pseudo or inducing inputs and different kernels and inducing points.
result The RBF kernel with a higher number of inducing points achieved the best accuracy.

For any compact Riemannian surface SS and any point yy in SS, Qy1Q_y^{-1} denotes the set of all points in SS, for which yy is a critical point. We proved \cite{BIVZ} together with Imre Bárány that cardQy11Q_y^{-1} \geq 1, and that equality for all ySy\in S characterizes the surfaces homeomorphic to the sphere. Here …

2019-03-26abs ↗pdf ↗

Adapts agent strategies on-the-fly for better cross-play in cooperative settings.

problem Cross-play issues between self-play agents and unseen partners.
method Adapts agent strategies using posterior belief updates via Gibbs sampling.
result Achieves strong cross-play in the Hanabi game without prior knowledge of partners' strategies.

BreachRadar detects points-of-compromise in bank transactions to prevent fraud.

problem Detecting and preventing bank transaction fraud caused by data breaches.
method A distributed alternating algorithm that assigns probabilities to different locations being compromised.
result BreachRadar achieves over 90% precision and recall in detecting compromised cards.

Study uses RL to optimize credit card limits, achieving better results than traditional methods.

problem Optimizing credit card limit adjustments in banking.
method Reinforcement learning with offline learning strategy.
result Double Q-learning agent outperforms other strategies in generating optimal policy.

We propose a mathematical model of momentum risk-taking, which is essentially real-time risk management focused on short-term volatility of stock markets. Its implementation, our fully automated momentum equity trading system presented systematically, proved to be successful in extensive historical and real-time experi…

2019-11-19abs ↗pdf ↗

The paper assesses fairness in AI for financial services, using statistical methods.

problem Unintentional bias and insufficient model validation in AI applications.
method Statistical methods for imbalanced data treatment and bias mitigation.
result Fairness evaluation metrics applied to a credit card default payment example.

DAMVI algorithm improves imbalanced binary classification by adjusting weights of examples and classifiers.

problem Imbalanced binary classification tasks where minority class is underrepresented.
method DAMVI algorithm increases positive example weights and optimizes classifier weights using PAC-Bayesian C-Bound.
result DAMVI outperforms state-of-the-art models on various imbalanced datasets.

Enhances credit card limit adjustments by considering treatment uncertainty and prediction criteria.

problem Optimal treatment selection under multitreatment scenarios.
method Proposes a comprehensive methodology incorporating conditional value-at-risk and prediction criterion for continuous outcomes.
result Significantly improved policy performance in credit card limit adjustments.

Adaptive Stress Testing detects financial fraud by simulating potential failures.

problem Detecting and mitigating vulnerabilities in financial systems.
method Developed a simplified model using historical data and reinforcement learning.
result Identified the most likely path to system failure and improved fraud detection.

This paper builds a machine learning model to predict credit defaults for unsecured lending.

problem High credit defaults and delinquency rates in unsecured lending due to imbalanced data.
method Employing machine learning techniques, particularly SMOTE for imbalanced data, and evaluating models like LGBM Classifier.
result LGBM Classifier model outperforms other models in predicting credit defaults.

IA-BMA adapts model weights to inputs for better predictions.

problem Predicting with multiple models in heterogeneous settings.
method Input adaptive Bayesian Model Averaging (IA-BMA) with an input adaptive prior and amortized variational inference.
result IA-BMA consistently delivers more accurate and better-calibrated predictions.

Study improves fraud detection in e-commerce with a stacked model combining CNNs, GNNs, and confidence gating.

problem Detecting credit card fraud in online transactions.
method Stacking approach with attention and confidence-driven layers, using DOWA and IOWA operators.
result The method achieves high accuracy and robust generalization in CCF detection.