4 papers
TRACK: Multiple Instance Learning for Anti-Money Laundering in Transaction Networks
Seonkyu Lim, Inwoo Tae, Gwangui Hong +5
Anti-money laundering (AML) investigations are organized around accounts, while the suspicious evidence for an account may reside in only a few of its transactions. Yet many accoun…
HoTS: Homophily-Aware Temperature Scaling for Graph Neural Network Calibration
Inwoo Tae, Yoontae Hwang, Yongjae Lee
For graph node classification, calibrated class probabilities are needed when confidence scores, usually the maximum predicted class probability, are used to rank predictions, defe…
Post-Calibration Reliability Reranking of Relevance Decisions via Label-wise Monotone Projection
Inwoo Tae, Yongjae Lee
Web search, product search, and question-answering retrieval systems often assign a relevance label and confidence score to each query-candidate pair. The relevance label describes…
Estimating Covariance for Global Minimum Variance Portfolio: A Decision-Focused Learning Approach
Juchan Kim, Inwoo Tae, Yongjae Lee
Portfolio optimization constitutes a cornerstone of risk management by quantifying the risk-return trade-off. Since it inherently depends on accurate parameter estimation under con…