Authors
Songwen Pei, Tianma Shen, Xianrong Wang, Chunhua Gu, Zhong Ning, Xiaochun Ye, Naixue Xiong
Publication date
2020/3/1
Journal
Information Sciences
Volume
513
Pages
17-29
Publisher
Elsevier
Description
Time series data and non-time series data are increasing in the credit system of financial market, so that an effective and intelligent data mining model plays a critical role to analyze hybrid time series data. In addition, traditional mining models sometimes fail to converge because of imbalanced data problem. Therefore, we propose a 3D Augmented Convolutional Network (3DACN) to extract time series information and solve the serious imbalanced data problem. By using the augmented algorithm on time series data, hybrid time series data are enlarged to generate more examples on the minority classes. 3DACN ensures the latent variables with an Expectation-Maximization(EM) algorithm to improve F1 score (F1) and Area Under Curve (AUC). Experimental results show that in the benchmark of Bank database, it can gain F1 score by 81.1% and the AUC by 88.2% respectively; while in the benchmark of Credit Risk …
Total citations
2020202120222023202413121142
Scholar articles
S Pei, T Shen, X Wang, C Gu, Z Ning, X Ye, N Xiong - Information Sciences, 2020