arXiv Machine Learning

Beyond Churn: Predicting Financial Fragmentation in Retail Banking with Temporal Machine Learning

arXiv AI
Aug 28

Explainable Artificial Intelligence for Customer Churn Prediction in Telecommunications: A Framework for CRM Integration

The paper presents a framework for integrating explainable AI into customer churn prediction for telecommunications. It benchmarks four classifiers—Logistic Regression, Random Forest, XGBoost, and LightGBM—on the IBM Telco Customer Churn dataset, finding comparable performance with Logistic Regression achieving the highest AUC-ROC and LightGBM the highest accuracy. Explanations are provided via SHAP and LIME at both global and instance levels, and a four‑layer CRM integration architecture is proposed to translate risk scores and attribution vectors into actionable retention strategies, projecting a 3.3–5.3 percentage point reduction in churn and $199K–$319K savings per campaign cycle.

By Sandeep Gaddamwar
arXiv AI
Jun 2

ChurnNet: A Optimized Modern AI for Churn Prediction

arXiv:2606. 00169v1 Announce Type: cross Abstract: Increased competition and the growing similarity of products and services offered by retailers have lowered the barriers for customers to switch to competitors.

By Syed Saad Saif, Giulio Maggiore, Paolo Russo, Damiano Distante
Hugging Face Trending Papers
Aug 20

Catching the Rug: Early Prediction of Fraudulent Memecoins on Solana via Machine Learning

The paper presents a method for early detection of fraudulent memecoins (rug pulls) on the Solana blockchain, using a dataset of 6.4 million tokens collected over seven months. It shows that most rug pulls occur within an hour of launch and that classic machine learning models, especially Gradient Boosting (XGBoost), can reliably predict them using only the first five minutes of trading data. Cross‑platform data fusion between PumpFun and Raydium further improves detection by reducing domain shift.

arXiv Computation and Language
Aug 25

PRAGMA: Revolut Foundation Model

arXiv:2604.08649v2 Announce Type: replace-cross Abstract: Modern financial systems generate vast quantities of transactional and event-level data that encode rich economic signals. This paper present...

By Maxim Ostroukhov, Ruslan Mikhailov, Vladimir Iashin, Artem Sokolov, Andrei Akshonov, Vitaly Protasov, Andrey Goncharov, Dmitrii Beloborodov, Vince Mullin, Roman Yokunda Enzmann, Georgios Kolovos, Jason Renders, Pavel Nesterov, Anton Repushko