Enhanced Recurrent Neural Network for Combining Static and Dynamic Features for Credit Card Default Prediction

2019 ◽  
Author(s):  
Te-Cheng Hsu ◽  
Shing-Tzuo Liou ◽  
Yun-Ping Wang ◽  
Yung-Shun Huang ◽  
Che-Lin
Keyword(s):  
Neural Network ◽  
Recurrent Neural Network ◽  
Credit Card ◽  
Dynamic Features ◽  
Default Prediction ◽  
Credit Card Default

scholarly journals Research on Credit Card Default Prediction Based on k-Means SMOTE and BP Neural Network

Complexity ◽  
2021 ◽  
Vol 2021 ◽  
pp. 1-13
Author(s):  
Ying Chen ◽  
Ruirui Zhang
Keyword(s):  
Neural Network ◽  
Random Forest ◽  
Bp Neural Network ◽  
Credit Card ◽  
Prediction Models ◽  
Financial Institution ◽  
Classification Performance ◽  
Default Prediction ◽  
Credit Card Default ◽  
Default Data

Aiming at the problem that the credit card default data of a financial institution is unbalanced, which leads to unsatisfactory prediction results, this paper proposes a prediction model based on k-means SMOTE and BP neural network. In this model, k-means SMOTE algorithm is used to change the data distribution, and then the importance of data features is calculated by using random forest, and then it is substituted into the initial weights of BP neural network for prediction. The model effectively solves the problem of sample data imbalance. At the same time, this paper constructs five common machine learning models, KNN, logistics, SVM, random forest, and tree, and compares the classification performance of these six prediction models. The experimental results show that the proposed algorithm can greatly improve the prediction performance of the model, making its AUC value from 0.765 to 0.929. Moreover, when the importance of features is taken as the initial weight of BP neural network, the accuracy of model prediction is also slightly improved. In addition, compared with the other five prediction models, the comprehensive prediction effect of BP neural network is better.

A recurrent neural network-based predictive model for pressure ulcers based on an intensive care unit dataset (MIMIC-III) (Preprint)

2021 ◽  
Author(s):  
Minseop Park ◽  
Hyeok Choi ◽  
Hee-Sung Ahn ◽  
Hee-Ju Kang ◽  
Saehoon Kim ◽  
...  
Keyword(s):  
Neural Network ◽  
Intensive Care Unit ◽  
Intensive Care ◽  
Recurrent Neural Network ◽  
Short Term Memory ◽  
Machine Learning Algorithms ◽  
Dynamic Features ◽  
Braden Scale ◽  
Mlp Model ◽  
Mimic Iii

BACKGROUND A pressure ulcer (PU) is a localized cutaneous injury caused by pressure or shear, which usually occurs in the region of a bony prominence. PUs are common in hospitalized patients and cause complications including infection. OBJECTIVE This study aimed to build a recurrent neural network-based algorithm to predict PUs 24 hours before their occurrence. METHODS This study analyzed a freely accessible intensive care unit (ICU) dataset, MIMIC- III. Deep learning and machine learning algorithms including long short-term memory (LSTM), multilayer perceptron (MLP), and XGBoost were applied to 37 dynamic features (including the Braden scale, vital signs and laboratory results, and interventions to reduce the risk of PUs) and 35 static features (including the length of time spent in the ICU, demographics, and comorbidities). Their outcomes were compared in terms of the area under the receiver operating characteristic (AUROC) and the area under the precision-recall curve (AUPRC). RESULTS A total of 1,048 cases of PUs (10.0%) and 9,402 controls (90.0%) without PUs satisfied the inclusion criteria for analysis. The LSTM + MLP model (AUROC: 0.7929 ± 0.0095, AUPRC: 0.4819 ± 0.0109) outperformed the other models, namely: MLP model (AUROC: 0.7777 ± 0.0083, AUPRC: 0.4527 ± 0.0195) and XGBoost (AUROC: 0.7465 ± 0.0087, AUPRC: 0.4052 ± 0.0087). Various features, including the length of time spent in the ICU, Glasgow coma scale, and the Braden scale, contributed to the prediction model. CONCLUSIONS This study suggests that recurrent neural network-based algorithms such as LSTM can be applied to evaluate the risk of PUs in ICU patients.

scholarly journals Detection of Fraud Transactions Using Recurrent Neural Network during COVID-19

2020 ◽  
Vol 07 (03) ◽  
pp. 16-21
Author(s):  
Samir Kuma Bandyopadhyay ◽  
Keyword(s):  
Neural Network ◽  
Recurrent Neural Network ◽  
Credit Card ◽  
Usage Pattern ◽  
Financial Loss ◽  
Online Transactions ◽  
Machine Learning Methods ◽  
Payment Schemes ◽  
Money Transfer ◽  
Clustering Approach

Online transactions are becoming more popular in present situation where the globe is facing an unknown disease COVID-19. Now authorities of several countries have requested people to use cashless transaction as far as possible. Practically, it is not always possible to use it in all transactions. Since number of such cashless transactions has been increasing during lockdown period due to COVID-19, fraudulent transactions are also increasing in a rapid way. Fraud can be analysed by viewing a series of customer transactions data that was done in his/ her previous transactions. Normally banks or other transaction authorities warn their customers about the transaction, if they notice any deviation from available patterns; the authorities consider it as a possibly fraudulent transaction. For detection of fraud during COVID-19, banks and credit card companies are applying various methods such as data mining, decision tree, rule based mining, neural network, fuzzy clustering approach and machine learning methods. The approach tries to find out normal usage pattern of customers based on their former activities. The objective of this paper is to propose a method to detect such fraud transactions during such unmanageable situation of the pandemic. Digital payment schemes are often threatened by fraudulent activities. Detecting fraud transactions during money transfer may save customers from financial loss. Mobile-based money transactions are focused in this paper for fraud detection. A Deep Learning (DL) framework is suggested in the paper that monitors and detects fraudulent activities. Implementing and applying Recurrent Neural Network on PaySim generated synthetic financial dataset, deceptive transactions are identified. The proposed method is capable to detect deceptive transactions with an accuracy of 99.87%, F1-Score of 0.99 and MSE of 0.01.

scholarly journals Tonal Contour Generation for Isarn Speech Synthesis Using Deep Learning and Sampling-Based F0 Representation

2020 ◽  
Vol 10 (18) ◽  
pp. 6381 ◽  
Author(s):  
Pongsathon Janyoi ◽  
Pusadee Seresangtakul
Keyword(s):  
Neural Network ◽  
Deep Learning ◽  
Recurrent Neural Network ◽  
Speech Synthesis ◽  
Critical Factor ◽  
Dynamic Features ◽  
Linguistic Features ◽  
Proposed Model ◽  
F0 Contour ◽  
Tonal Contour

The modeling of fundamental frequency (F0) in speech synthesis is a critical factor affecting the intelligibility and naturalness of synthesized speech. In this paper, we focus on improving the modeling of F0 for Isarn speech synthesis. We propose the F0 model for this based on a recurrent neural network (RNN). Sampled values of F0 are used at the syllable level of continuous Isarn speech combined with their dynamic features to represent supra-segmental properties of the F0 contour. Different architectures of the deep RNNs and different combinations of linguistic features are analyzed to obtain conditions for the best performance. To assess the proposed method, we compared it with several RNN-based baselines. The results of objective and subjective tests indicate that the proposed model significantly outperformed the baseline RNN model that predicts values of F0 at the frame level, and the baseline RNN model that represents the F0 contours of syllables by using discrete cosine transform.

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