Reinforcement learning trading strategy analysis
Explaining the decisions of reinforcement learning agents for portfolio management and comparing them with technical trading indicators.
Supervised deep learning for fraud detection
Evaluating supervised deep learning for credit card fraud detection on imbalanced tabular data.
Rules Extraction
Extracting readable rules from machine learning models for payment fraud detection.
Temporal Point Processes
Machine learning applied to Hawkes processes.
Automated playlists
An investigation about the automation of playlists building for a music provider.
Explaining classifiers
Comparing LIME and SHAP explanations of credit card fraud classifiers.
Fraud detection by graphs
An investigation about using graph models and deep learning.
Metrics for trading
Designing metrics that reflect the potential profitability of market prediction models.