2 papers
cs.LG2019
Minimizing the Societal Cost of Credit Card Fraud with Limited and Imbalanced Data
Samuel Showalter, Zhixin Wu
Machine learning has automated much of financial fraud detection, notifying firms of, or even blocking, questionable transactions instantly. However, data imbalance starves traditi…
math.PR2019
High minima of non-smooth Gaussian processes
Zhixin Wu, Arijit Chakrabarty, Gennady Samorodnitsky
In this short note we study the asymptotic behaviour of the minima over compact intervals of Gaussian processes, whose paths are not necessarily smooth. We show that, beyond the lo…