Stochastic Partial Differential Equations (SPDEs) are fundamental to modeling complex systems in physics, finance, and engineering, yet their numerical estimation remains a formidable challenge. Traditional methods rely on discretization, introducing computational inefficiencies, and limiting applicability in high-dimensional settings. In this work, we introduce a novel neural framework for SPDE estimation that eliminates the need for discretization, enabling direct estimation of expected values across arbitrary spatio-temporal points. We develop and compare two distinct neural architectures: Loss Enforced Conditions (LEC), which integrates physical constraints into the loss function, and Model Enforced Conditions (MEC), which embeds these constraints directly into the network structure. Through extensive experiments on the stochastic heat equation, Burgers' equation, and Kardar-Parisi-Zhang (KPZ) equation, we reveal a trade-off: While LEC achieves superior residual minimization and generalization, MEC enforces initial conditions with absolute precision and exceptionally high accuracy in boundary condition enforcement. Our findings highlight the immense potential of neural-based SPDE solvers, particularly for high-dimensional problems where conventional techniques falter. By circumventing discretization and explicitly modeling uncertainty, our approach opens new avenues for solving SPDEs in fields ranging from quantitative finance to turbulence modeling. To the best of our knowledge, this is the first neural framework capable of directly estimating the expected values of SPDEs in an entirely non-discretized manner, offering a step forward in scientific computing.

Manual scoring of polysomnography (PSG) is a time intensive task, prone to inter scorer variability that can impact diagnostic reliability. This study investigates the integration of decision support systems (DSS) into PSG scoring workflows, focusing on their effects on accuracy, scoring time, and potential biases toward recommendations from artificial intelligence (AI) compared to human generated recommendations. Using a novel online scoring platform, we conducted a repeated measures study with sleep technologists, who scored traditional and self applied PSGs. Participants were occasionally presented with recommendations labeled as either human or AI generated. We found that traditional PSGs tended to be scored slightly more accurately than self applied PSGs, but this difference was not statistically significant. Correct recommendations significantly improved scoring accuracy for both PSG types, while incorrect recommendations reduced accuracy. No significant bias was observed toward or against AI generated recommendations compared to human generated recommendations. These findings highlight the potential of AI to enhance PSG scoring reliability. However, ensuring the accuracy of AI outputs is critical to maximizing its benefits. Future research should explore the long term impacts of DSS on scoring workflows and strategies for integrating AI in clinical practice.

We present a novel approach for predicting the distribution of asset returns using a quantile-based method with Long Short-Term Memory (LSTM) networks. Our model is designed in two stages: the first focuses on predicting the quantiles of normalized asset returns using asset-specific features, while the second stage incorporates market data to adjust these predictions for broader economic conditions. This results in a generalized model that can be applied across various asset classes, including commodities, cryptocurrencies, as well as synthetic datasets. The predicted quantiles are then converted into full probability distributions through kernel density estimation, allowing for more precise return distribution predictions and inferencing. The LSTM model significantly outperforms a linear quantile regression baseline by 98% and a dense neural network model by over 50%, showcasing its ability to capture complex patterns in financial return distributions across both synthetic and real-world data. By using exclusively asset-class-neutral features, our model achieves robust, generalizable results.

Whereas traditional credit scoring tends to employ only individual borrower- or loan-level predictors, it has been acknowledged for some time that connections between borrowers may result in default risk propagating over a network. In this paper, we present a model for credit risk assessment leveraging a dynamic multilayer network built from a Graph Neural Network and a Recurrent Neural Network, each layer reflecting a different source of network connection. We test our methodology in a behavioural credit scoring context using a dataset provided by U.S. mortgage financier Freddie Mac, in which different types of connections arise from the geographical location of the borrower and their choice of mortgage provider. The proposed model considers both types of connections and the evolution of these connections over time. We enhance the model by using a custom attention mechanism that weights the different time snapshots according to their importance. After testing multiple configurations, a model with GAT, LSTM, and the attention mechanism provides the best results. Empirical results demonstrate that, when it comes to predicting probability of default for the borrowers, our proposed model brings both better results and novel insights for the analysis of the importance of connections and timestamps, compared to traditional methods.

Leveraging network information for predictive modeling has become widespread in many domains. Within the realm of referral and targeted marketing, influencer detection stands out as an area that could greatly benefit from the incorporation of dynamic network representation due to the ongoing development of customer-brand relationships. To elaborate this idea, we introduce INFLECT-DGNN, a new framework for INFLuencer prEdiCTion with Dynamic Graph Neural Networks that combines Graph Neural Networks (GNN) and Recurrent Neural Networks (RNN) with weighted loss functions, the Synthetic Minority Oversampling TEchnique (SMOTE) adapted for graph data, and a carefully crafted rolling-window strategy. To evaluate predictive performance, we utilize a unique corporate data set with networks of three cities and derive a profit-driven evaluation methodology for influencer prediction. Our results show how using RNN to encode temporal attributes alongside GNNs significantly improves predictive performance. We compare the results of various models to demonstrate the importance of capturing graph representation, temporal dependencies, and using a profit-driven methodology for evaluation.

Leveraging network information for prediction tasks has become a common practice in many domains. Being an important part of targeted marketing, influencer detection can potentially benefit from incorporating dynamic network representation. In this work, we investigate different dynamic Graph Neural Networks (GNNs) configurations for influencer detection and evaluate their prediction performance using a unique corporate data set. We show that using deep multi-head attention in GNN and encoding temporal attributes significantly improves performance. Furthermore, our empirical evaluation illustrates that capturing neighborhood representation is more beneficial that using network centrality measures.

Insurance fraud occurs when policyholders file claims that are exaggerated or based on intentional damages. This contribution develops a fraud detection strategy by extracting insightful information from the social network of a claim. First, we construct a network by linking claims with all their involved parties, including the policyholders, brokers, experts, and garages. Next, we establish fraud as a social phenomenon in the network and use the BiRank algorithm with a fraud specific query vector to compute a fraud score for each claim. From the network, we extract features related to the fraud scores as well as the claims' neighborhood structure. Finally, we combine these network features with the claim-specific features and build a supervised model with fraud in motor insurance as the target variable. Although we build a model for only motor insurance, the network includes claims from all available lines of business. Our results show that models with features derived from the network perform well when detecting fraud and even outperform the models using only the classical claim-specific features. Combining network and claim-specific features further improves the performance of supervised learning models to detect fraud. The resulting model flags highly suspicions claims that need to be further investigated. Our approach provides a guided and intelligent selection of claims and contributes to a more effective fraud investigation process.

In this paper we present a novel algorithm to study the evolution of credit risk across complex multilayer networks. Pagerank-like algorithms allow for the propagation of an influence variable across single networks, and allow quantifying the risk single entities (nodes) are subject to given the connection they have to other nodes in the network. Multilayer networks, on the other hand, are networks where subset of nodes can be associated to a unique set (layer), and where edges connect elements either intra or inter networks. Our personalized PageRank algorithm for multilayer networks allows for quantifying how credit risk evolves across time and propagates through these networks. By using bipartite networks in each layer, we can quantify the risk of various components, not only the loans. We test our method in an agricultural lending dataset, and our results show how default risk is a challenging phenomenon that propagates and evolves through the network across time.