7 research outputs found

    FIN-DM: finantsteenuste andmekaeve protsessi mudel

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    Andmekaeve hõlmab reeglite kogumit, protsesse ja algoritme, mis võimaldavad ettevõtetel iga päev kogutud andmetest rakendatavaid teadmisi ammutades suurendada tulusid, vähendada kulusid, optimeerida tooteid ja kliendisuhteid ning saavutada teisi eesmärke. Andmekaeves ja -analüütikas on vaja hästi määratletud metoodikat ja protsesse. Saadaval on mitu andmekaeve ja -analüütika standardset protsessimudelit. Kõige märkimisväärsem ja laialdaselt kasutusele võetud standardmudel on CRISP-DM. Tegu on tegevusalast sõltumatu protsessimudeliga, mida kohandatakse sageli sektorite erinõuetega. CRISP-DMi tegevusalast lähtuvaid kohandusi on pakutud mitmes valdkonnas, kaasa arvatud meditsiini-, haridus-, tööstus-, tarkvaraarendus- ja logistikavaldkonnas. Seni pole aga mudelit kohandatud finantsteenuste sektoris, millel on omad valdkonnapõhised erinõuded. Doktoritöös käsitletakse seda lünka finantsteenuste sektoripõhise andmekaeveprotsessi (FIN-DM) kavandamise, arendamise ja hindamise kaudu. Samuti uuritakse, kuidas kasutatakse andmekaeve standardprotsesse eri tegevussektorites ja finantsteenustes. Uurimise käigus tuvastati mitu tavapärase raamistiku kohandamise stsenaariumit. Lisaks ilmnes, et need meetodid ei keskendu piisavalt sellele, kuidas muuta andmekaevemudelid tarkvaratoodeteks, mida saab integreerida organisatsioonide IT-arhitektuuri ja äriprotsessi. Peamised finantsteenuste valdkonnas tuvastatud kohandamisstsenaariumid olid seotud andmekaeve tehnoloogiakesksete (skaleeritavus), ärikesksete (tegutsemisvõime) ja inimkesksete (diskrimineeriva mõju leevendus) aspektidega. Seejärel korraldati tegelikus finantsteenuste organisatsioonis juhtumiuuring, mis paljastas 18 tajutavat puudujääki CRISP- DMi protsessis. Uuringu andmete ja tulemuste abil esitatakse doktoritöös finantsvaldkonnale kohandatud CRISP-DM nimega FIN-DM ehk finantssektori andmekaeve protsess (Financial Industry Process for Data Mining). FIN-DM laiendab CRISP-DMi nii, et see toetab privaatsust säilitavat andmekaevet, ohjab tehisintellekti eetilisi ohte, täidab riskijuhtimisnõudeid ja hõlmab kvaliteedi tagamist kui osa andmekaeve elutsüklisData mining is a set of rules, processes, and algorithms that allow companies to increase revenues, reduce costs, optimize products and customer relationships, and achieve other business goals, by extracting actionable insights from the data they collect on a day-to-day basis. Data mining and analytics projects require well-defined methodology and processes. Several standard process models for conducting data mining and analytics projects are available. Among them, the most notable and widely adopted standard model is CRISP-DM. It is industry-agnostic and often is adapted to meet sector-specific requirements. Industry- specific adaptations of CRISP-DM have been proposed across several domains, including healthcare, education, industrial and software engineering, logistics, etc. However, until now, there is no existing adaptation of CRISP-DM for the financial services industry, which has its own set of domain-specific requirements. This PhD Thesis addresses this gap by designing, developing, and evaluating a sector-specific data mining process for financial services (FIN-DM). The PhD thesis investigates how standard data mining processes are used across various industry sectors and in financial services. The examination identified number of adaptations scenarios of traditional frameworks. It also suggested that these approaches do not pay sufficient attention to turning data mining models into software products integrated into the organizations' IT architectures and business processes. In the financial services domain, the main discovered adaptation scenarios concerned technology-centric aspects (scalability), business-centric aspects (actionability), and human-centric aspects (mitigating discriminatory effects) of data mining. Next, an examination by means of a case study in the actual financial services organization revealed 18 perceived gaps in the CRISP-DM process. Using the data and results from these studies, the PhD thesis outlines an adaptation of CRISP-DM for the financial sector, named the Financial Industry Process for Data Mining (FIN-DM). FIN-DM extends CRISP-DM to support privacy-compliant data mining, to tackle AI ethics risks, to fulfill risk management requirements, and to embed quality assurance as part of the data mining life-cyclehttps://www.ester.ee/record=b547227

    Search for dark matter produced in association with bottom or top quarks in √s = 13 TeV pp collisions with the ATLAS detector

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    A search for weakly interacting massive particle dark matter produced in association with bottom or top quarks is presented. Final states containing third-generation quarks and miss- ing transverse momentum are considered. The analysis uses 36.1 fb−1 of proton–proton collision data recorded by the ATLAS experiment at √s = 13 TeV in 2015 and 2016. No significant excess of events above the estimated backgrounds is observed. The results are in- terpreted in the framework of simplified models of spin-0 dark-matter mediators. For colour- neutral spin-0 mediators produced in association with top quarks and decaying into a pair of dark-matter particles, mediator masses below 50 GeV are excluded assuming a dark-matter candidate mass of 1 GeV and unitary couplings. For scalar and pseudoscalar mediators produced in association with bottom quarks, the search sets limits on the production cross- section of 300 times the predicted rate for mediators with masses between 10 and 50 GeV and assuming a dark-matter mass of 1 GeV and unitary coupling. Constraints on colour- charged scalar simplified models are also presented. Assuming a dark-matter particle mass of 35 GeV, mediator particles with mass below 1.1 TeV are excluded for couplings yielding a dark-matter relic density consistent with measurements

    Search for direct top squark pair production in final states with two leptons in s=13\sqrt{s} = 13 TeV pppp collisions with the ATLAS detector

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    International audienceThe results of a search for direct pair production of top squarks in events with two opposite-charge leptons (electrons or muons) are reported, using 36.1 fb136.1~\hbox {fb}^{-1} of integrated luminosity from proton–proton collisions at s=13\sqrt{s}=13 TeV collected by the ATLAS detector at the Large Hadron Collider. To cover a range of mass differences between the top squark t~\tilde{t} and lighter supersymmetric particles, four possible decay modes of the top squark are targeted with dedicated selections: the decay t~bχ~1±\tilde{t} \rightarrow b \tilde{\chi }_{1}^{\pm } into a b-quark and the lightest chargino with χ~1±Wχ~10\tilde{\chi }_{1}^{\pm } \rightarrow W \tilde{\chi }_{1}^{0} , the decay t~tχ~10\tilde{t} \rightarrow t \tilde{\chi }_{1}^{0} into an on-shell top quark and the lightest neutralino, the three-body decay t~bWχ~10\tilde{t} \rightarrow b W \tilde{\chi }_{1}^{0} and the four-body decay t~bνχ~10\tilde{t} \rightarrow b \ell \nu \tilde{\chi }_{1}^{0} . No significant excess of events is observed above the Standard Model background for any selection, and limits on top squarks are set as a function of the t~\tilde{t} and χ~10\tilde{\chi }_{1}^{0} masses. The results exclude at 95% confidence level t~\tilde{t} masses up to about 720 GeV, extending the exclusion region of supersymmetric parameter space covered by previous searches

    Measurements of ttˉt\bar{t} differential cross-sections of highly boosted top quarks decaying to all-hadronic final states in pppp collisions at s=13\sqrt{s}=13\, TeV using the ATLAS detector

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    Measurements are made of differential cross-sections of highly boosted pair-produced top quarks as a function of top-quark and ttˉt\bar{t} system kinematic observables using proton--proton collisions at a center-of-mass energy of s=13\sqrt{s} = 13 TeV. The data set corresponds to an integrated luminosity of 36.136.1 fb1^{-1}, recorded in 2015 and 2016 with the ATLAS detector at the CERN Large Hadron Collider. Events with two large-radius jets in the final state, one with transverse momentum pT>500p_{\rm T} > 500 GeV and a second with pT>350p_{\rm T}>350 GeV, are used for the measurement. The top-quark candidates are separated from the multijet background using jet substructure information and association with a bb-tagged jet. The measured spectra are corrected for detector effects to a particle-level fiducial phase space and a parton-level limited phase space, and are compared to several Monte Carlo simulations by means of calculated χ2\chi^2 values. The cross-section for ttˉt\bar{t} production in the fiducial phase-space region is 292±7 (stat)±76(syst)292 \pm 7 \ \rm{(stat)} \pm 76 \rm{(syst)} fb, to be compared to the theoretical prediction of 384±36384 \pm 36 fb

    Searches for the ZγZ\gamma decay mode of the Higgs boson and for new high-mass resonances in pppp collisions at s=13\sqrt{s} = 13 TeV with the ATLAS detector

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    International audienceThis article presents searches for the Zγ decay of the Higgs boson and for narrow high-mass resonances decaying to Zγ, exploiting Z boson decays to pairs of electrons or muons. The data analysis uses 36.1 fb1^{−1} of pp collisions at s=13 \sqrt{s}=13 recorded by the ATLAS detector at the CERN Large Hadron Collider. The data are found to be consistent with the expected Standard Model background. The observed (expected — assuming Standard Model pp → H → Zγ production and decay) upper limit on the production cross section times the branching ratio for pp → H → Zγ is 6.6. (5.2) times the Standard Model prediction at the 95% confidence level for a Higgs boson mass of 125.09 GeV. In addition, upper limits are set on the production cross section times the branching ratio as a function of the mass of a narrow resonance between 250 GeV and 2.4 TeV, assuming spin-0 resonances produced via gluon-gluon fusion, and spin-2 resonances produced via gluon-gluon or quark-antiquark initial states. For high-mass spin-0 resonances, the observed (expected) limits vary between 88 fb (61 fb) and 2.8 fb (2.7 fb) for the mass range from 250 GeV to 2.4 TeV at the 95% confidence level

    Measurements of ttˉt\bar{t} differential cross-sections of highly boosted top quarks decaying to all-hadronic final states in pppp collisions at s=13\sqrt{s}=13\, TeV using the ATLAS detector

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    Measurements are made of differential cross-sections of highly boosted pair-produced top quarks as a function of top-quark and ttˉt\bar{t} system kinematic observables using proton--proton collisions at a center-of-mass energy of s=13\sqrt{s} = 13 TeV. The data set corresponds to an integrated luminosity of 36.136.1 fb1^{-1}, recorded in 2015 and 2016 with the ATLAS detector at the CERN Large Hadron Collider. Events with two large-radius jets in the final state, one with transverse momentum pT>500p_{\rm T} > 500 GeV and a second with pT>350p_{\rm T}>350 GeV, are used for the measurement. The top-quark candidates are separated from the multijet background using jet substructure information and association with a bb-tagged jet. The measured spectra are corrected for detector effects to a particle-level fiducial phase space and a parton-level limited phase space, and are compared to several Monte Carlo simulations by means of calculated χ2\chi^2 values. The cross-section for ttˉt\bar{t} production in the fiducial phase-space region is 292±7 (stat)±76(syst)292 \pm 7 \ \rm{(stat)} \pm 76 \rm{(syst)} fb, to be compared to the theoretical prediction of 384±36384 \pm 36 fb

    Search for the dimuon decay of the Higgs boson in pppp collisions at s\sqrt{s} = 13 TeV with the ATLAS detector

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    International audienceA search for the dimuon decay of the Higgs boson was performed using data corresponding to an integrated luminosity of 36.1  fb-1 collected with the ATLAS detector in pp collisions at s=13  TeV at the Large Hadron Collider. No significant excess is observed above the expected background. The observed (expected) upper limit on the cross section times branching ratio is 3.0 (3.1) times the Standard Model prediction at the 95% confidence level for a Higgs boson mass of 125 GeV. When combined with the pp collision data at s=7  TeV and s=8  TeV, the observed (expected) upper limit is 2.8 (2.9) times the Standard Model prediction
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