ENTERPRISE CREDIT RISK ASSESSMENT ANALYZING THE DATA OF SHORT TERM ACTIVITY PERIOD

This research investigates the possibility to classify the companies into default and non-default groups analyzing the financial data of 1 year. The developed statistical model enables banks to predict the default of new companies that have no sufficient financial information for the credit risk assessment using other models. The classification and regression tree predicts the default of companies with the 96% probability. The complementary analysis the financial data of 2 years by probit model allows to increase the classification accuracy to 99%. DOI: https://doi.org/10.15544/ssaf.2012.2

Statistical deformation reconstruction using multi-organ shape features for pancreatic cancer localization

Respiratory motion and the associated deformations of abdominal organs and tumors are essential information in clinical applications. However, inter- and intra-patient multi-organ deformations are complex and have not been statistically formulated, whereas single organ deformations have been widely studied. In this paper, we introduce a multi-organ deformation library and its application to deformation reconstruction based on the shape features of multiple abdominal organs. Statistical multi-organ motion/deformation models of the stomach, liver, left and right kidneys, and duodenum were generated by shape matching their region labels defined on four-dimensional computed tomography images. A total of 250 volumes were measured from 25 pancreatic cancer patients. This paper also proposes a per-region-based deformation learning using the non-linear kernel model to predict the displacement of pancreatic cancer for adaptive radiotherapy. The experimental results show that the proposed concept estimates deformations better than general per-patient-based learning models and achieves a clinically acceptable estimation error with a mean distance of 1.2 ± 0.7 mm and a Hausdorff distance of 4.2 ± 2.3 mm throughout the respiratory motion

ROMO: Retrieval-enhanced Offline Model-based Optimization

Data-driven black-box model-based optimization (MBO) problems arise in a great number of practical application scenarios, where the goal is to find a design over the whole space maximizing a black-box target function based on a static offline dataset. In this work, we consider a more general but challenging MBO setting, named constrained MBO (CoMBO), where only part of the design space can be optimized while the rest is constrained by the environment. A new challenge arising from CoMBO is that most observed designs that satisfy the constraints are mediocre in evaluation. Therefore, we focus on optimizing these mediocre designs in the offline dataset while maintaining the given constraints rather than further boosting the best observed design in the traditional MBO setting. We propose retrieval-enhanced offline model-based optimization (ROMO), a new derivable forward approach that retrieves the offline dataset and aggregates relevant samples to provide a trusted prediction, and use it for gradient-based optimization. ROMO is simple to implement and outperforms state-of-the-art approaches in the CoMBO setting. Empirically, we conduct experiments on a synthetic Hartmann (3D) function dataset, an industrial CIO dataset, and a suite of modified tasks in the Design-Bench benchmark. Results show that ROMO performs well in a wide range of constrained optimization tasks.Comment: 15 pages, 9 figure

Fortschritte im unüberwachten Lernen und Anwendungsbereiche: Subspace Clustering mit Hintergrundwissen, semantisches Passworterraten und erlernte Indexstrukturen

Over the past few years, advances in data science, machine learning and, in particular, unsupervised learning have enabled significant progress in many scientific fields and even in everyday life. Unsupervised learning methods are usually successful whenever they can be tailored to specific applications using appropriate requirements based on domain expertise. This dissertation shows how purely theoretical research can lead to circumstances that favor overly optimistic results, and the advantages of application-oriented research based on specific background knowledge. These observations apply to traditional unsupervised learning problems such as clustering, anomaly detection and dimensionality reduction. Therefore, this thesis presents extensions of these classical problems, such as subspace clustering and principal component analysis, as well as several specific applications with relevant interfaces to machine learning. Examples include password guessing using semantic word embeddings and learning spatial index structures using statistical models. In essence, this thesis shows that application-oriented research has many advantages for current and future research.In den letzten Jahren haben Fortschritte in der Data Science, im maschinellen Lernen und insbesondere im unüberwachten Lernen zu erheblichen Fortentwicklungen in vielen Bereichen der Wissenschaft und des täglichen Lebens geführt. Methoden des unüberwachten Lernens sind in der Regel dann erfolgreich, wenn sie durch geeignete, auf Expertenwissen basierende Anforderungen an spezifische Anwendungen angepasst werden können. Diese Dissertation zeigt, wie rein theoretische Forschung zu Umständen führen kann, die allzu optimistische Ergebnisse begünstigen, und welche Vorteile anwendungsorientierte Forschung hat, die auf spezifischem Hintergrundwissen basiert. Diese Beobachtungen gelten für traditionelle unüberwachte Lernprobleme wie Clustering, Anomalieerkennung und Dimensionalitätsreduktion. Daher werden in diesem Beitrag Erweiterungen dieser klassischen Probleme, wie Subspace Clustering und Hauptkomponentenanalyse, sowie einige spezifische Anwendungen mit relevanten Schnittstellen zum maschinellen Lernen vorgestellt. Beispiele sind das Erraten von Passwörtern mit Hilfe semantischer Worteinbettungen und das Lernen von räumlichen Indexstrukturen mit Hilfe statistischer Modelle. Im Wesentlichen zeigt diese Arbeit, dass anwendungsorientierte Forschung viele Vorteile für die aktuelle und zukünftige Forschung hat

An academic review: applications of data mining techniques in finance industry

With the development of Internet techniques, data volumes are doubling every two years, faster than predicted by Moore’s Law. Big Data Analytics becomes particularly important for enterprise business. Modern computational technologies will provide effective tools to help understand hugely accumulated data and leverage this information to get insights into the finance industry. In order to get actionable insights into the business, data has become most valuable asset of financial organisations, as there are no physical products in finance industry to manufacture. This is where data mining techniques come to their rescue by allowing access to the right information at the right time. These techniques are used by the finance industry in various areas such as fraud detection, intelligent forecasting, credit rating, loan management, customer profiling, money laundering, marketing and prediction of price movements to name a few. This work aims to survey the research on data mining techniques applied to the finance industry from 2010 to 2015.The review finds that Stock prediction and Credit rating have received most attention of researchers, compared to Loan prediction, Money Laundering and Time Series prediction. Due to the dynamics, uncertainty and variety of data, nonlinear mapping techniques have been deeply studied than linear techniques. Also it has been proved that hybrid methods are more accurate in prediction, closely followed by Neural Network technique. This survey could provide a clue of applications of data mining techniques for finance industry, and a summary of methodologies for researchers in this area. Especially, it could provide a good vision of Data Mining Techniques in computational finance for beginners who want to work in the field of computational finance

Spectral Graph Embedding for Dimension Reduction in Financial Risk Assessment

The economic downturn in recent years has had a significant negative impact on corporates performance. In the last two years, as in the last years of 2010s, many companies have been influenced by the economic conditions and some have gone bankrupt. This has led to an increase in companies' financial risk. One of the significant branches of financial risk is the emph{company's credit risk}. Lenders and investors attach great importance to determining a company's credit risk when granting a credit facility. Credit risk means the possibility of default on repayment of facilities received by a company. There are various models for assessing credit risk using statistical models or machine learning. In this paper, we will investigate the machine learning task of the binary classification of firms into bankrupt and healthy based on the emph{spectral graph theory}. We first construct an emph{adjacency graph} from a list of firms with their corresponding emph{feature vectors}. Next, we first embed this graph into a one-dimensional Euclidean space and then into a two dimensional Euclidean space to obtain two lower-dimensional representations of the original data points. Finally, we apply the emph{support vector machine} and the emph{multi-layer perceptron} neural network techniques to proceed binary emph{node classification}. The results of the proposed method on the given dataset (selected firms of Tehran stock exchange market) show a comparative advantage over PCA method of emph{dimension reduction}. Finally, we conclude the paper with some discussions on further research directions

Natural image processing and synthesis using deep learning

Nous étudions dans cette thèse comment les réseaux de neurones profonds peuvent être utilisés dans différents domaines de la vision artificielle. La vision artificielle est un domaine interdisciplinaire qui traite de la compréhension d’images et de vidéos numériques. Les problèmes de ce domaine ont traditionnellement été adressés avec des méthodes ad-hoc nécessitant beaucoup de réglages manuels. En effet, ces systèmes de vision artificiels comprenaient jusqu’à récemment une série de modules optimisés indépendamment. Cette approche est très raisonnable dans la mesure où, avec peu de données, elle bénéficient autant que possible des connaissances du chercheur. Mais cette avantage peut se révéler être une limitation si certaines données d’entré n’ont pas été considérées dans la conception de l’algorithme. Avec des volumes et une diversité de données toujours plus grands, ainsi que des capacités de calcul plus rapides et économiques, les réseaux de neurones profonds optimisés d’un bout à l’autre sont devenus une alternative attrayante. Nous démontrons leur avantage avec une série d’articles de recherche, chacun d’entre eux trouvant une solution à base de réseaux de neurones profonds à un problème d’analyse ou de synthèse visuelle particulier. Dans le premier article, nous considérons un problème de vision classique: la détection de bords et de contours. Nous partons de l’approche classique et la rendons plus ‘neurale’ en combinant deux étapes, la détection et la description de motifs visuels, en un seul réseau convolutionnel. Cette méthode, qui peut ainsi s’adapter à de nouveaux ensembles de données, s’avère être au moins aussi précis que les méthodes conventionnelles quand il s’agit de domaines qui leur sont favorables, tout en étant beaucoup plus robuste dans des domaines plus générales. Dans le deuxième article, nous construisons une nouvelle architecture pour la manipulation d’images qui utilise l’idée que la majorité des pixels produits peuvent d’être copiés de l’image d’entrée. Cette technique bénéficie de plusieurs avantages majeurs par rapport à l’approche conventionnelle en apprentissage profond. En effet, elle conserve les détails de l’image d’origine, n’introduit pas d’aberrations grâce à la capacité limitée du réseau sous-jacent et simplifie l’apprentissage. Nous démontrons l’efficacité de cette architecture dans le cadre d’une tâche de correction du regard, où notre système produit d’excellents résultats. Dans le troisième article, nous nous éclipsons de la vision artificielle pour étudier le problème plus générale de l’adaptation à de nouveaux domaines. Nous développons un nouvel algorithme d’apprentissage, qui assure l’adaptation avec un objectif auxiliaire à la tâche principale. Nous cherchons ainsi à extraire des motifs qui permettent d’accomplir la tâche mais qui ne permettent pas à un réseau dédié de reconnaître le domaine. Ce réseau est optimisé de manière simultané avec les motifs en question, et a pour tâche de reconnaître le domaine de provenance des motifs. Cette technique est simple à implémenter, et conduit pourtant à l’état de l’art sur toutes les tâches de référence. Enfin, le quatrième article présente un nouveau type de modèle génératif d’images. À l’opposé des approches conventionnels à base de réseaux de neurones convolutionnels, notre système baptisé SPIRAL décrit les images en termes de programmes bas-niveau qui sont exécutés par un logiciel de graphisme ordinaire. Entre autres, ceci permet à l’algorithme de ne pas s’attarder sur les détails de l’image, et de se concentrer plutôt sur sa structure globale. L’espace latent de notre modèle est, par construction, interprétable et permet de manipuler des images de façon prévisible. Nous montrons la capacité et l’agilité de cette approche sur plusieurs bases de données de référence.In the present thesis, we study how deep neural networks can be applied to various tasks in computer vision. Computer vision is an interdisciplinary field that deals with understanding of digital images and video. Traditionally, the problems arising in this domain were tackled using heavily hand-engineered adhoc methods. A typical computer vision system up until recently consisted of a sequence of independent modules which barely talked to each other. Such an approach is quite reasonable in the case of limited data as it takes major advantage of the researcher's domain expertise. This strength turns into a weakness if some of the input scenarios are overlooked in the algorithm design process. With the rapidly increasing volumes and varieties of data and the advent of cheaper and faster computational resources end-to-end deep neural networks have become an appealing alternative to the traditional computer vision pipelines. We demonstrate this in a series of research articles, each of which considers a particular task of either image analysis or synthesis and presenting a solution based on a ``deep'' backbone. In the first article, we deal with a classic low-level vision problem of edge detection. Inspired by a top-performing non-neural approach, we take a step towards building an end-to-end system by combining feature extraction and description in a single convolutional network. The resulting fully data-driven method matches or surpasses the detection quality of the existing conventional approaches in the settings for which they were designed while being significantly more usable in the out-of-domain situations. In our second article, we introduce a custom architecture for image manipulation based on the idea that most of the pixels in the output image can be directly copied from the input. This technique bears several significant advantages over the naive black-box neural approach. It retains the level of detail of the original images, does not introduce artifacts due to insufficient capacity of the underlying neural network and simplifies training process, to name a few. We demonstrate the efficiency of the proposed architecture on the challenging gaze correction task where our system achieves excellent results. In the third article, we slightly diverge from pure computer vision and study a more general problem of domain adaption. There, we introduce a novel training-time algorithm (\ie, adaptation is attained by using an auxilliary objective in addition to the main one). We seek to extract features that maximally confuse a dedicated network called domain classifier while being useful for the task at hand. The domain classifier is learned simultaneosly with the features and attempts to tell whether those features are coming from the source or the target domain. The proposed technique is easy to implement, yet results in superior performance in all the standard benchmarks. Finally, the fourth article presents a new kind of generative model for image data. Unlike conventional neural network based approaches our system dubbed SPIRAL describes images in terms of concise low-level programs executed by off-the-shelf rendering software used by humans to create visual content. Among other things, this allows SPIRAL not to waste its capacity on minutae of datasets and focus more on the global structure. The latent space of our model is easily interpretable by design and provides means for predictable image manipulation. We test our approach on several popular datasets and demonstrate its power and flexibility