A Novel Business Process Prediction Model Using a DeepLearning Method

The ability to proactively monitor business pro-cesses is a main competitive differentiator for firms. Processexecution logs generated by process aware informationsystems help to make process specific predictions forenabling a proactive situational awareness. The goal of theproposed approach is to predict the next process event fromthe completed activities of the running process instance,based on the execution log data from previously completedprocess instances. By predicting process events, companiescan initiate timely interventions to address undesired devi-ations from the desired workflow. The paper proposes amulti-stage deep learning approach that formulates the nextevent prediction problem as a classification problem. Fol-lowing a feature pre-processing stage with n-grams andfeature hashing, a deep learning model consisting of anunsupervised pre-training component with stacked autoen-coders and a supervised fine-tuning component is applied.Experiments on a variety of business process log datasetsshow that the multi-stage deep learning approach providespromising results. The study also compared the results toexisting deep recurrent neural networks and conventionalclassification approaches. Furthermore, the paper addressesthe identification of suitable hyperparameters for the pro-posed approach, and the handling of the imbalanced nature ofbusiness process event datasets

Advanced Customer Activity Prediction based on Deep Hierarchic Encoder-Decoders

Product recommender systems and customer profiling techniques have always been a priority in online retail. Recent machine learning research advances and also wide availability of massive parallel numerical computing has enabled various approaches and directions of recommender systems advancement. Worth to mention is the fact that in past years multiple traditional "offline" retail business are gearing more and more towards employing inferential and even predictive analytics both to stock-related problems such as predictive replenishment but also to enrich customer interaction experience. One of the most important areas of recommender systems research and development is that of Deep Learning based models which employ representational learning to model consumer behavioral patterns. Current state of the art in Deep Learning based recommender systems uses multiple approaches ranging from already classical methods such as the ones based on learning product representation vector, to recurrent analysis of customer transactional time-series and up to generative models based on adversarial training. Each of these methods has multiple advantages and inherent weaknesses such as inability of understanding the actual user-journey, ability to propose only single product recommendation or top-k product recommendations without prediction of actual next-best-offer. In our work we will present a new and innovative architectural approach of applying state-of-the-art hierarchical multi-module encoder-decoder architecture in order to solve several of current state-of-the-art recommender systems issues. Our approach will also produce by-products such as product need-based segmentation and customer behavioral segmentation - all in an end-to-end trainable approach. Finally, we will present a couple methods that solve known retail & distribution pain-points based on the proposed architecture.Comment: 2019 22nd International Conference on Control Systems and Computer Science (CSCS

Deep Neural Net with Attention for Multi-channel Multi-touch Attribution

Customers are usually exposed to online digital advertisement channels, such as email marketing, display advertising, paid search engine marketing, along their way to purchase or subscribe products( aka. conversion). The marketers track all the customer journey data and try to measure the effectiveness of each advertising channel. The inference about the influence of each channel plays an important role in budget allocation and inventory pricing decisions. Several simplistic rule-based strategies and data-driven algorithmic strategies have been widely used in marketing field, but they do not address the issues, such as channel interaction, time dependency, user characteristics. In this paper, we propose a novel attribution algorithm based on deep learning to assess the impact of each advertising channel. We present Deep Neural Net With Attention multi-touch attribution model (DNAMTA) model in a supervised learning fashion of predicting if a series of events leads to conversion, and it leads us to have a deep understanding of the dynamic interaction effects between media channels. DNAMTA also incorporates user-context information, such as user demographics and behavior, as control variables to reduce the estimation biases of media effects. We used computational experiment of large real world marketing dataset to demonstrate that our proposed model is superior to existing methods in both conversion prediction and media channel influence evaluation.Comment: 6 pages ; It got published in AdKDD 2018 workshop as part of KDD 201

An Interdisciplinary Comparison of Sequence Modeling Methods for Next-Element Prediction

Data of sequential nature arise in many application domains in forms of, e.g. textual data, DNA sequences, and software execution traces. Different research disciplines have developed methods to learn sequence models from such datasets: (i) in the machine learning field methods such as (hidden) Markov models and recurrent neural networks have been developed and successfully applied to a wide-range of tasks, (ii) in process mining process discovery techniques aim to generate human-interpretable descriptive models, and (iii) in the grammar inference field the focus is on finding descriptive models in the form of formal grammars. Despite their different focuses, these fields share a common goal - learning a model that accurately describes the behavior in the underlying data. Those sequence models are generative, i.e, they can predict what elements are likely to occur after a given unfinished sequence. So far, these fields have developed mainly in isolation from each other and no comparison exists. This paper presents an interdisciplinary experimental evaluation that compares sequence modeling techniques on the task of next-element prediction on four real-life sequence datasets. The results indicate that machine learning techniques that generally have no aim at interpretability in terms of accuracy outperform techniques from the process mining and grammar inference fields that aim to yield interpretable models

6G White Paper on Machine Learning in Wireless Communication Networks

The focus of this white paper is on machine learning (ML) in wireless communications. 6G wireless communication networks will be the backbone of the digital transformation of societies by providing ubiquitous, reliable, and near-instant wireless connectivity for humans and machines. Recent advances in ML research has led enable a wide range of novel technologies such as self-driving vehicles and voice assistants. Such innovation is possible as a result of the availability of advanced ML models, large datasets, and high computational power. On the other hand, the ever-increasing demand for connectivity will require a lot of innovation in 6G wireless networks, and ML tools will play a major role in solving problems in the wireless domain. In this paper, we provide an overview of the vision of how ML will impact the wireless communication systems. We first give an overview of the ML methods that have the highest potential to be used in wireless networks. Then, we discuss the problems that can be solved by using ML in various layers of the network such as the physical layer, medium access layer, and application layer. Zero-touch optimization of wireless networks using ML is another interesting aspect that is discussed in this paper. Finally, at the end of each section, important research questions that the section aims to answer are presented

Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Prediction

Stock trend prediction plays a critical role in seeking maximized profit from stock investment. However, precise trend prediction is very difficult since the highly volatile and non-stationary nature of stock market. Exploding information on Internet together with advancing development of natural language processing and text mining techniques have enable investors to unveil market trends and volatility from online content. Unfortunately, the quality, trustworthiness and comprehensiveness of online content related to stock market varies drastically, and a large portion consists of the low-quality news, comments, or even rumors. To address this challenge, we imitate the learning process of human beings facing such chaotic online news, driven by three principles: sequential content dependency, diverse influence, and effective and efficient learning. In this paper, to capture the first two principles, we designed a Hybrid Attention Networks to predict the stock trend based on the sequence of recent related news. Moreover, we apply the self-paced learning mechanism to imitate the third principle. Extensive experiments on real-world stock market data demonstrate the effectiveness of our approach

Artificial Intelligence : from Research to Application ; the Upper-Rhine Artificial Intelligence Symposium (UR-AI 2019)

The TriRhenaTech alliance universities and their partners presented their competences in the field of artificial intelligence and their cross-border cooperations with the industry at the tri-national conference 'Artificial Intelligence : from Research to Application' on March 13th, 2019 in Offenburg. The TriRhenaTech alliance is a network of universities in the Upper Rhine Trinational Metropolitan Region comprising of the German universities of applied sciences in Furtwangen, Kaiserslautern, Karlsruhe, and Offenburg, the Baden-Wuerttemberg Cooperative State University Loerrach, the French university network Alsace Tech (comprised of 14 'grandes \'ecoles' in the fields of engineering, architecture and management) and the University of Applied Sciences and Arts Northwestern Switzerland. The alliance's common goal is to reinforce the transfer of knowledge, research, and technology, as well as the cross-border mobility of students

Sequential Behavioral Data Processing Using Deep Learning and the Markov Transition Field in Online Fraud Detection

Due to the popularity of the Internet and smart mobile devices, more and more financial transactions and activities have been digitalized. Compared to traditional financial fraud detection strategies using credit-related features, customers are generating a large amount of unstructured behavioral data every second. In this paper, we propose an Recurrent Neural Netword (RNN) based deep-learning structure integrated with Markov Transition Field (MTF) for predicting online fraud behaviors using customer's interactions with websites or smart-phone apps as a series of states. In practice, we tested and proved that the proposed network structure for processing sequential behavioral data could significantly boost fraud predictive ability comparing with the multilayer perceptron network and distance based classifier with Dynamic Time Warping(DTW) as distance metric.Comment: KDD2018 Data Science in Fintech Workshop Pape

A Novel Distributed Representation of News (DRNews) for Stock Market Predictions

In this study, a novel Distributed Representation of News (DRNews) model is developed and applied in deep learning-based stock market predictions. With the merit of integrating contextual information and cross-documental knowledge, the DRNews model creates news vectors that describe both the semantic information and potential linkages among news events through an attributed news network. Two stock market prediction tasks, namely the short-term stock movement prediction and stock crises early warning, are implemented in the framework of the attention-based Long Short Term-Memory (LSTM) network. It is suggested that DRNews substantially enhances the results of both tasks comparing with five baselines of news embedding models. Further, the attention mechanism suggests that short-term stock trend and stock market crises both receive influences from daily news with the former demonstrates more critical responses on the information related to the stock market {\em per se}, whilst the latter draws more concerns on the banking sector and economic policies.Comment: 25 page