no code implementations • 1 Feb 2024 • Sahab Zandi, Kamesh Korangi, María Óskarsdóttir, Christophe Mues, Cristián Bravo
We enhance the model by using a custom attention mechanism that weights the different time snapshots according to their importance.
1 code implementation • 16 Jul 2023 • Elena Tiukhova, Emiliano Penaloza, María Óskarsdóttir, Bart Baesens, Monique Snoeck, Cristián Bravo
We compare the results of various models to demonstrate the importance of capturing graph representation, temporal dependencies, and using a profit-driven methodology for evaluation.
1 code implementation • 15 Nov 2022 • Elena Tiukhova, Emiliano Penaloza, María Óskarsdóttir, Hernan Garcia, Alejandro Correa Bahnsen, Bart Baesens, Monique Snoeck, Cristián Bravo
Leveraging network information for prediction tasks has become a common practice in many domains.
no code implementations • 15 Sep 2021 • Anna Sigridur Islind, María Óskarsdóttir, Corentin Cot, Giacomo Cacciapaglia, Francesco Sannino
In this paper we analyze the impact of vaccinations on spread of the COVID-19 virus for different age groups.
no code implementations • 22 Dec 2020 • Giacomo Cacciapaglia, Corentin Cot, Anna Sigridur Islind, María Óskarsdóttir, Francesco Sannino
We employ the epidemic Renormalization Group (eRG) framework to understand, reproduce and predict the COVID-19 pandemic diffusion across the US.
Physics and Society Populations and Evolution
1 code implementation • 19 Oct 2020 • María Óskarsdóttir, Cristián Bravo
We present a multilayer network model for credit risk assessment.
1 code implementation • 15 Sep 2020 • María Óskarsdóttir, Waqas Ahmed, Katrien Antonio, Bart Baesens, Rémi Dendievel, Tom Donas, Tom Reynkens
Finally, we combine these network features with the claim-specific features and build a supervised model with fraud in motor insurance as the target variable.
1 code implementation • 25 May 2020 • Cristián Bravo, María Óskarsdóttir
Our personalized PageRank algorithm for multilayer networks allows for quantifying how credit risk evolves across time and propagates through these networks.
no code implementations • 23 Feb 2020 • María Óskarsdóttir, Cristián Bravo, Carlos Sarraute, Jan Vanthienen, Bart Baesens
In terms of profit, the best model is the one built with only calling behavior features.