scholarly journals A Deep Learning Approach with Feature Derivation and Selection for Overdue Repayment Forecasting

2020 ◽  
Vol 10 (23) ◽  
pp. 8491
Author(s):  
Bin Liu ◽  
Zhexi Zhang ◽  
Junchi Yan ◽  
Ning Zhang ◽  
Hongyuan Zha ◽  
...  

Risk control has always been a major challenge in finance. Overdue repayment is a frequently encountered discreditable behavior in online lending. Motivated by the powerful capabilities of deep neural networks, we propose a fusion deep learning approach, namely AD-MBLSTM, based on the deep neural network (DNN), multi-layer bi-directional long short-term memory (LSTM) (BiLSTM) and the attention mechanism for overdue repayment behavior forecasting according to historical repayment records. Furthermore, we present a novel feature derivation and selection method for the procedure of data preprocessing. Visualization and interpretability improvement work is also implemented to explore the critical time points and causes of overdue repayment behavior. In addition, we present a new dataset originating from a practical application scenario in online lending. We evaluate our proposed framework on the dataset and compare the performance with various general machine learning models and neural network models. Comparison results and the ablation study demonstrate that our proposed model outperforms many effective general machine learning models by a large margin, and each indispensable sub-component takes an active role.

Author(s):  
Diana Gaifilina ◽  
Igor Kotenko

Introduction: The article discusses the problem of choosing deep learning models for detecting anomalies in Internet of Things (IoT) network traffic. This problem is associated with the necessity to analyze a large number of security events in order to identify the abnormal behavior of smart devices. A powerful technology for analyzing such data is machine learning and, in particular, deep learning. Purpose: Development of recommendations for the selection of deep learning models for anomaly detection in IoT network traffic. Results: The main results of the research are comparative analysis of deep learning models, and recommendations on the use of deep learning models for anomaly detection in IoT network traffic. Multilayer perceptron, convolutional neural network, recurrent neural network, long short-term memory, gated recurrent units, and combined convolutional-recurrent neural network were considered the basic deep learning models. Additionally, the authors analyzed the following traditional machine learning models: naive Bayesian classifier, support vector machines, logistic regression, k-nearest neighbors, boosting, and random forest. The following metrics were used as indicators of anomaly detection efficiency: accuracy, precision, recall, and F-measure, as well as the time spent on training the model. The constructed models demonstrated a higher accuracy rate for anomaly detection in large heterogeneous traffic typical for IoT, as compared to conventional machine learning methods. The authors found that with an increase in the number of neural network layers, the completeness of detecting anomalous connections rises. This has a positive effect on the recognition of unknown anomalies, but increases the number of false positives. In some cases, preparing traditional machine learning models takes less time. This is due to the fact that the application of deep learning methods requires more resources and computing power. Practical relevance: The results obtained can be used to build systems for network anomaly detection in Internet of Things traffic.


2020 ◽  
Vol 245 ◽  
pp. 06019
Author(s):  
Kim Albertsson ◽  
Sitong An ◽  
Sergei Gleyzer ◽  
Lorenzo Moneta ◽  
Joana Niermann ◽  
...  

ROOT provides, through TMVA, machine learning tools for data analysis at HEP experiments and beyond. We present recently included features in TMVA and the strategy for future developments in the diversified machine learning landscape. Focus is put on fast machine learning inference, which enables analysts to deploy their machine learning models rapidly on large scale datasets. The new developments are paired with newly designed C++ and Python interfaces supporting modern C++ paradigms and full interoperability in the Python ecosystem. We present as well a new deep learning implementation for convolutional neural network using the cuDNN library for GPU. We show benchmarking results in term of training time and inference time, when comparing with other machine learning libraries such as Keras/Tensorflow.


Tomography ◽  
2021 ◽  
Vol 7 (2) ◽  
pp. 154-168
Author(s):  
Silvia Moreno ◽  
Mario Bonfante ◽  
Eduardo Zurek ◽  
Dmitry Cherezov ◽  
Dmitry Goldgof ◽  
...  

Lung cancer causes more deaths globally than any other type of cancer. To determine the best treatment, detecting EGFR and KRAS mutations is of interest. However, non-invasive ways to obtain this information are not available. Furthermore, many times there is a lack of big enough relevant public datasets, so the performance of single classifiers is not outstanding. In this paper, an ensemble approach is applied to increase the performance of EGFR and KRAS mutation prediction using a small dataset. A new voting scheme, Selective Class Average Voting (SCAV), is proposed and its performance is assessed both for machine learning models and CNNs. For the EGFR mutation, in the machine learning approach, there was an increase in the sensitivity from 0.66 to 0.75, and an increase in AUC from 0.68 to 0.70. With the deep learning approach, an AUC of 0.846 was obtained, and with SCAV, the accuracy of the model was increased from 0.80 to 0.857. For the KRAS mutation, both in the machine learning models (0.65 to 0.71 AUC) and the deep learning models (0.739 to 0.778 AUC), a significant increase in performance was found. The results obtained in this work show how to effectively learn from small image datasets to predict EGFR and KRAS mutations, and that using ensembles with SCAV increases the performance of machine learning classifiers and CNNs. The results provide confidence that as large datasets become available, tools to augment clinical capabilities can be fielded.


2021 ◽  
Vol 2021 ◽  
pp. 1-15
Author(s):  
Bader Alouffi ◽  
Abdullah Alharbi ◽  
Radhya Sahal ◽  
Hager Saleh

Fake news is challenging to detect due to mixing accurate and inaccurate information from reliable and unreliable sources. Social media is a data source that is not trustworthy all the time, especially in the COVID-19 outbreak. During the COVID-19 epidemic, fake news is widely spread. The best way to deal with this is early detection. Accordingly, in this work, we have proposed a hybrid deep learning model that uses convolutional neural network (CNN) and long short-term memory (LSTM) to detect COVID-19 fake news. The proposed model consists of some layers: an embedding layer, a convolutional layer, a pooling layer, an LSTM layer, a flatten layer, a dense layer, and an output layer. For experimental results, three COVID-19 fake news datasets are used to evaluate six machine learning models, two deep learning models, and our proposed model. The machine learning models are DT, KNN, LR, RF, SVM, and NB, while the deep learning models are CNN and LSTM. Also, four matrices are used to validate the results: accuracy, precision, recall, and F1-measure. The conducted experiments show that the proposed model outperforms the six machine learning models and the two deep learning models. Consequently, the proposed system is capable of detecting the fake news of COVID-19 significantly.


2021 ◽  
Vol 11 (5) ◽  
pp. 2164
Author(s):  
Jiaxin Li ◽  
Zhaoxin Zhang ◽  
Changyong Guo

X.509 certificates play an important role in encrypting the transmission of data on both sides under HTTPS. With the popularization of X.509 certificates, more and more criminals leverage certificates to prevent their communications from being exposed by malicious traffic analysis tools. Phishing sites and malware are good examples. Those X.509 certificates found in phishing sites or malware are called malicious X.509 certificates. This paper applies different machine learning models, including classical machine learning models, ensemble learning models, and deep learning models, to distinguish between malicious certificates and benign certificates with Verification for Extraction (VFE). The VFE is a system we design and implement for obtaining plentiful characteristics of certificates. The result shows that ensemble learning models are the most stable and efficient models with an average accuracy of 95.9%, which outperforms many previous works. In addition, we obtain an SVM-based detection model with an accuracy of 98.2%, which is the highest accuracy. The outcome indicates the VFE is capable of capturing essential and crucial characteristics of malicious X.509 certificates.


Sensors ◽  
2021 ◽  
Vol 21 (11) ◽  
pp. 3678
Author(s):  
Dongwon Lee ◽  
Minji Choi ◽  
Joohyun Lee

In this paper, we propose a prediction algorithm, the combination of Long Short-Term Memory (LSTM) and attention model, based on machine learning models to predict the vision coordinates when watching 360-degree videos in a Virtual Reality (VR) or Augmented Reality (AR) system. Predicting the vision coordinates while video streaming is important when the network condition is degraded. However, the traditional prediction models such as Moving Average (MA) and Autoregression Moving Average (ARMA) are linear so they cannot consider the nonlinear relationship. Therefore, machine learning models based on deep learning are recently used for nonlinear predictions. We use the Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU) neural network methods, originated in Recurrent Neural Networks (RNN), and predict the head position in the 360-degree videos. Therefore, we adopt the attention model to LSTM to make more accurate results. We also compare the performance of the proposed model with the other machine learning models such as Multi-Layer Perceptron (MLP) and RNN using the root mean squared error (RMSE) of predicted and real coordinates. We demonstrate that our model can predict the vision coordinates more accurately than the other models in various videos.


Sensors ◽  
2019 ◽  
Vol 19 (1) ◽  
pp. 210 ◽  
Author(s):  
Zied Tayeb ◽  
Juri Fedjaev ◽  
Nejla Ghaboosi ◽  
Christoph Richter ◽  
Lukas Everding ◽  
...  

Non-invasive, electroencephalography (EEG)-based brain-computer interfaces (BCIs) on motor imagery movements translate the subject’s motor intention into control signals through classifying the EEG patterns caused by different imagination tasks, e.g., hand movements. This type of BCI has been widely studied and used as an alternative mode of communication and environmental control for disabled patients, such as those suffering from a brainstem stroke or a spinal cord injury (SCI). Notwithstanding the success of traditional machine learning methods in classifying EEG signals, these methods still rely on hand-crafted features. The extraction of such features is a difficult task due to the high non-stationarity of EEG signals, which is a major cause by the stagnating progress in classification performance. Remarkable advances in deep learning methods allow end-to-end learning without any feature engineering, which could benefit BCI motor imagery applications. We developed three deep learning models: (1) A long short-term memory (LSTM); (2) a spectrogram-based convolutional neural network model (CNN); and (3) a recurrent convolutional neural network (RCNN), for decoding motor imagery movements directly from raw EEG signals without (any manual) feature engineering. Results were evaluated on our own publicly available, EEG data collected from 20 subjects and on an existing dataset known as 2b EEG dataset from “BCI Competition IV”. Overall, better classification performance was achieved with deep learning models compared to state-of-the art machine learning techniques, which could chart a route ahead for developing new robust techniques for EEG signal decoding. We underpin this point by demonstrating the successful real-time control of a robotic arm using our CNN based BCI.


2021 ◽  
Vol 72 (1) ◽  
pp. 11-20
Author(s):  
Mingtao He ◽  
Wenying Li ◽  
Brian K. Via ◽  
Yaoqi Zhang

Abstract Firms engaged in producing, processing, marketing, or using lumber and lumber products always invest in futures markets to reduce the risk of lumber price volatility. The accurate prediction of real-time prices can help companies and investors hedge risks and make correct market decisions. This paper explores whether Internet browsing habits can accurately nowcast the lumber futures price. The predictors are Google Trends index data related to lumber prices. This study offers a fresh perspective on nowcasting the lumber price accurately. The novel outlook of employing both machine learning and deep learning methods shows that despite the high predictive power of both the methods, on average, deep learning models can better capture trends and provide more accurate predictions than machine learning models. The artificial neural network model is the most competitive, followed by the recurrent neural network model.


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