Applications of the inverse infection problem on bank transaction networks

Bóta, András; Csernenszky, András; Győrffy, Lajos; Kovács, Gyula; Krész, Miklós; Pluhár, András

doi:10.1007/s10100-014-0375-2

Cited by 15 publications

(16 citation statements)

References 12 publications

Supporting

Mentioning

Contrasting

Unclassified

Order By: Relevance

“…For example, in the case of the banking application [1], [7] an accurate estimation of the probability of default for each company was given by standard models used by the bank 1 . Another application in telecommunications uses estimations for the probability of churn using similar methods.…”

Section: B Generalized Cascade Modelmentioning

confidence: 99%

See 1 more Smart Citation

The inverse infection problem

Bóta¹,

Krész²,

Pluhár³

2014

Annals of Computer Science and Information Systems

Self Cite

View full text Add to dashboard Cite

Abstract-The applications of infection models like the Linear Threshold or the Domingos-Richardson model requires a graph weighted with infection probabilities. In many real-life applications these probabilities are unknown; therefore a systematic method for the estimation of these probabilities is required. One of the methods proposed to solve this problem, the Inverse Infection Model, was originally formulated for estimating credit default in banking applications. In this paper we are going to test the capabilities of the Inverse Infection Model in a more controlled environment. We are going to use artificially created graphs to evaluate the speed and the accuracy of estimations. We are also going to examine how approximations and heuristics can be used to improve the speed of the calculations. Finally, we will experiment with the amount of a priori information available in the model and evaluate how well this method performs if only partial information is available.

show abstract

Section: B Generalized Cascade Modelmentioning

confidence: 99%

“…The Inverse Infection Problem, an application-driven approach was proposed recently by the authors [1] for the prediction of credit default in bank transaction networks. Unlike the above mentioned methods, this does not require information on the individual steps of the infection process.…”

Section: Introductionmentioning

confidence: 99%

The inverse infection problem

Bóta¹,

Krész²,

Pluhár³

2014

Annals of Computer Science and Information Systems

Self Cite

View full text Add to dashboard Cite

show abstract

“…This way we can shed more light on the behavior of the problem and we can explore the boundaries of the optimization algorithm. The usefulness of the Inverse Infection Problem has been proven in the recent publication of the authors in [1].…”

Section: Introductionmentioning

confidence: 96%

Estimation of Edge Infection Probabilities in the Inverse Infection Problem

Bóta

Krész

Pluhár

2015

Recent Advances in Computational Optimization

Self Cite

View full text Add to dashboard Cite

Several methods have been proposed recently to estimate the edge infection probabilities in infection or diffusion models. In this paper we will use the framework of the Generalized Cascade Model to define the Inverse Infection Problem-the problem of calculating these probabilities. We are going to show that the problem can be reduced to an optimization task and we will give a particle swarm based method as a solution. We will show, that direct estimation of the separate edge infection values is possible, although only on small graphs with a few thousand edges. To reduce the dimensionality of the task, the edge infection values can be considered as functions of known attributes on the vertices or edges of the graph, this way only the unknown coefficients of these functions have to be estimated. We are going to evaluate our method on artificially created infection scenarios. Our main points of interest are the accuracy and stability of the estimation.

show abstract

“…They report that inclusion and exclusion of information are noncomplementary, and that accountability increases the diligence of support personnel. Bota et al (2015) present a case study of applying the General Cascade framework of infection modelling to the problem of predicting corporate bankruptcies in a bank credit portfolio context. They show that this approach outperforms the more common scorecard-based methodology.…”

mentioning

confidence: 99%