Advancing Fraud Detection Systems Through Online Learning

T Paladini, M Bernasconi de Luca, M Carminati… - … Conference on Machine …, 2023 - Springer
The rapid increase in digital transactions has led to a consequential surge in financial fraud,
requiring an automatic way of defending effectively from such a threat. The past few years …

Risk-Aware Linear Bandits: Theory and Applications in Smart Order Routing

J Ji, R Xu, R Zhu - arxiv preprint arxiv:2208.02389, 2022 - arxiv.org
Motivated by practical considerations in machine learning for financial decision-making,
such as risk-aversion and large action space, we initiate the study of risk-aware linear …