1,720,954 research outputs found
Aprendizado Profundo Não Supervisionado Para Modelagem Supervisionada Interpretável: Uma Abordagem Em Duas Fases Para Detecção De Anomalias Financeiras
No full textA sofisticação crescente das atividades de lavagem de dinheiro demanda abordagens que aliem detecção eficaz de anomalias com interpretabilidade. Para enfrentar este desafio, propusemos uma arquitetura dual integrando um Autoencoder Variacional Auto-Adversarial com blocos transformadores para detecção não supervisionada de anomalias, associado a uma Máquina de Explainable Boosting para classificação supervisionada. Essa abordagem endereça limitações fundamentais na detecção de fraudes financeiras, como a escassez de dados rotulados e o desequilíbrio extremo de classes. Em avaliações realizadas com dados proprietários de transações financeiras, o framework alcançou uma Área Sob a Curva ROC de 0,9508 e uma Área Sob a Curva Precisão-Revocação de 0,5417. Quando aplicado ao conjunto de dados público de fraude em cartões de crédito, o modelo obteve uma Área Sob a Curva ROC de 0,964, superando métodos estabelecidos na literatura como Deep Autoencoder (0,882) e Autoencoder com Clustering (0,961), mesmo sem utilizar dados rotulados durante o treinamento. O componente Máquina de Explainable Boosting viabilizou a identificação clara dos fatores determinantes nas classificações de risco, enquanto o Autoencoder Variacional Auto-Adversarial demonstrou eficácia na detecção de padrões anômalos em diferentes contextos financeiros. Os resultados evidenciam o potencial desta solução integrada, que alia capacidade avançada de detecção à transparência necessária para aplicações práticas no setor financeiro.The increasing sophistication of money laundering activities demands approaches that unite effective anomaly detection with interpretability. To address this challenge, we propose a dual-stage architecture integrating a Self-Adversarial Variational Autoencoder with transformer blocks for unsupervised anomaly detection, paired with an Explainable Boosting Machine for supervised classification. This approach addresses fundamental limitations in financial fraud detection, such as the scarcity of labeled data and extreme class imbalance. In evaluations on proprietary financial transaction data, the framework achieved a Receiver Operating Characteristic Area Under the Curve of 0.9508 and a Precision-Recall Area Under the Curve of 0.5417. When applied to the public credit card fraud dataset, the model attained a ROC AUC of 0.964, outperforming established methods in the literature such as Deep Autoencoder (0.882) and Autoencoder with Clustering (0.961), despite not using labeled data during training. The Explainable Boosting Machine component enabled clear identification of factors driving risk classifications, while the Self-Adversarial Variational Autoencoder component proved effective in detecting anomalous patterns across different financial contexts. The results demonstrate the potential of this integrated solution, which combines advanced detection capabilities with the transparency necessary for practical applications in the financial sector
Atribuição de performance de fundos de investimento em ações no ano de 2012
Get PDFEste estudo teve como objetivo analisar o desempenho de fundos de ações por meio da utilização de medidas de retorno ajustadas ao risco, assim como demonstrar a aplicação do modelo aritmético de Brinson para atribuição de performance. Para tanto, este estudo utilizou uma amostra de 151 fundos classificados como Fundos de Ações Ibovespa Ativo, todos eles com mais de um ano de atividade. Os resultados obtidos pelas medidas de retorno ajustadas ao risco evidenciaram a superioridade da amostra selecionada em relação ao Ibovespa. Por fim, a fim de quantificar as decisões da gestão ativa que contribuíram para a diferença entre o retorno da carteira e do benchmark, este estudo realizou análises de atribuição de performance mensais do fundo de ações que melhor replicou o Ibovespa.This study aimed to analyze the performance of equity funds by using "risk-adjusted return" measures, as well as demonstrates the application of Brinson's arithmetic attribution model performance. For this purpose, this study used a sample of 151 funds classified as Ibovespa Active Equity Funds, all of them with more than one year of activity. The results obtained by the risk-adjusted measures showed the superiority of the selected sample in relation to the Ibovespa. Finally, in order to quantify the decisions of active management that contributed to the differences between the return of the portfolio and the benchmark, this study conducted monthly performance attribution analysis of the equity fund that best replicated the Ibovespa
Going Beyond Counting First Authors in Author Co-citation Analysis
Get PDFThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
Get PDF“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
Get PDFWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
Dispelling the Myths Behind First-author Citation Counts
Get PDFWe conducted a full-scale evaluative citation analysis study of scholars in the XML research field to explore just how different from each other author rankings resulting from different citation counting methods actually are, and to demonstrate the capability of emerging data and tools on the Web in supporting more realistic citation counting methods. Our results contest some common arguments for the continued
use of first-author citation counts in the evaluation of scholars, such as high correlations between author rankings by first-author citation counts and other citation
counting methods, and high costs of using more realistic citation counting methods that are not well-supported by the ISI databases. It is argued that increasingly available digital full text research papers make it possible for citation analysis studies to go beyond what the ISI databases have directly supported and to employ more
sophisticated methods
koamabayili/VECTRON-author-checklist: VECTRON author checklist
No full textWe have done our best to complete the author checklist relating to the use of animals in the hut study. Note that the objective for the hut study was to evaluate the IRS treatment applications for residual efficacy against Anopheles mosquitoes, including the local An. coluzzii mosquito population. Cows were only used to attract mosquitoes into the huts and no tests were carried out directly on the cows. The author checklist is intended for use with studies where experiments are carried out on animals, which is why we have had such difficulty in completing this for the hut study, as many of the questions do not relate to how the cows were used
Author-wise bibliometric analysis based on entropy.
No full textAuthor-wise bibliometric analysis based on entropy.</p
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