Search Results for author: María Óskarsdóttir

Found 9 papers, 5 papers with code

Attention-based Dynamic Multilayer Graph Neural Networks for Loan Default Prediction

no code implementations1 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.

INFLECT-DGNN: Influencer Prediction with Dynamic Graph Neural Networks

1 code implementation16 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.

Marketing

You better watch out: US COVID-19 wave dynamics versus vaccination strategy

no code implementations22 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

Multilayer Network Analysis for Improved Credit Risk Prediction

1 code implementation19 Oct 2020 María Óskarsdóttir, Cristián Bravo

We present a multilayer network model for credit risk assessment.

Social network analytics for supervised fraud detection in insurance

1 code implementation15 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.

Fraud Detection

Evolution of Credit Risk Using a Personalized Pagerank Algorithm for Multilayer Networks

1 code implementation25 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.

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