The paper introduces DTD‑VAE, a Variational Autoencoder that disentangles temporal dependencies to better predict credit risk. It uses an autoregressive feature inference module to capture temporal patterns among latent variables and an element‑wise gating mechanism in the generative module to assign independent weights to each latent dimension, especially those relevant to credit risk. Experiments on six real‑world datasets show the model outperforms existing methods, improving ROC‑AUC by 3.2%–4.86% and Accuracy Ratio by 6.41%–9.71%.
arXiv:2606. 06776v1 Announce Type: new Abstract: Customer churn prediction is a central task in customer analytics, particularly in non-contractual, pay-per-use service environments where disengagement is not explicitly observed and must be inferred from behavioral inactivity.
arXiv:2609.25542v1 Announce Type: new Abstract: Corporate default prediction is a core problem in financial risk management, yet traditional credit models rely heavily on financial statements that ar...
arXiv:2605. 18147v2 Announce Type: replace Abstract: Predictive models play a pivotal role in credit risk management, guiding critical decisions through accurate estimation of default probabilities and losses.
The paper presents a deep learning credit risk early warning system that fuses heterogeneous data sources, such as transaction behaviors and social networks, using deep neural networks and attention mechanisms. By extracting multidimensional features, the system establishes an early identification mechanism for corporate and individual credit risks. Testing shows that this approach improves the accuracy and timeliness of risk warnings compared to traditional rule‑based engines.
arXiv:2605. 23955v3 Announce Type: replace Abstract: Deploying machine learning in regulated financial environments -- credit risk, fraud detection, and anti-money laundering -- exposes critical vulnerabilities in algorithmic reproducibility.
The paper introduces a systematic benchmark for evaluating explainable methods that attribute temporal interactions in sequential recommendation systems. Using a dual-model masking metric, it assesses ten XAI techniques across CNN, Transformer, SASRec, and BERT4Rec backbones on KuaiRand and MovieLens datasets, revealing that gradient-based methods like GradientSHAP and Integrated Gradients are the most faithful and robust. It also finds that raw attention weights are unreliable, while gradient-weighted attention works better on short sequences but degrades on longer horizons, and that faithful methods capture genuine task structure rather than recency or popularity bias.
arXiv:2608.24582v1 Announce Type: cross Abstract: Credit risk models increasingly need to combine predictive accuracy with transparent explanations and auditable fairness constraints. Logistic regres...
Credit risk models increasingly need to combine predictive accuracy with transparent explanations and auditable fairness constraints. Logistic regression remains attractive because its coefficients ar...
arXiv:2606. 05138v1 Announce Type: new Abstract: Generating realistic financial time series is challenging as training data is often limited to a single historical path.
arXiv:2607. 17783v1 Announce Type: cross Abstract: Predictive process monitoring supports the optimization and control of operational business processes by forecasting the future state or outcome of ongoing cases.
arXiv:2512. 03578v3 Announce Type: replace-cross Abstract: Time series extrinsic regression (TSER) refers to the task of predicting a continuous target variable from an input time series.
arXiv:2501. 04339v2 Announce Type: replace-cross Abstract: We introduce the Deep Convolutional Interpreter for Time Series (DCIts), a deep-learning architecture for nonlinear multivariate time series that provides sample-specific, locally interpretable descriptions of the underlying interaction structure.