This design science paper presents a method for targeting consumers based on a 'pseudo-social network' (PSN): consumers are linked if they transfer money to the same entities. A marketer can target those individuals that are strongly connected to key individuals. We present the PSN design and a...

Explaining firm decisions made by algorithms in customer-facing applications is increasingly required by regulators and expected by customers. While the emerging field of Explainable Artificial Intelligence (XAI) has mainly focused on developing algorithms that generate such explanations, there...

The introduction of the Basel II Accord has had a huge impact on financial institutions, allowing them to build credit risk models for three key risk parameters: PD (probability of default), LGD (loss given default) and EAD (exposure at default). Until recently, credit risk research has focused...

Customer churn prediction models aim to indicate the customers with the highest propensity to attrite, allowing to improve the efficiency of customer retention campaigns and to reduce the costs associated with churn. Although cost reduction is their prime objective, churn prediction models are...

The efficiënt market hypothesis and related theories claim that it is impossible to predict future stock prices. Even so, empirical research has countered this claim by achieving better than random prediction performance. Using a model built from a combination of text mining and time series...

Many real-world large datasets correspond to bipartite graph data settings; think for example of users rating movies or people visiting locations. Although some work exists over such bigraphs, no general network-oriented methodology has been proposed yet to perform node classification. In this...