Many online platforms have deployed anti-fraud systems to detect and prevent fraudulent activities. However, there is usually a gap between the time that a user commits a fraudulent action and the time that the user is suspended by the platform. How to detect fraudsters in time is a challenging problem. Most of the existing approaches adopt classifiers to predict fraudsters given their activity sequences along time. The main drawback of classification models is that the prediction results between consecutive timestamps are often inconsistent. In this paper, we propose a survival analysis based fraud early detection model, SAFE, which maps dynamic user activities to survival probabilities that are guaranteed to be monotonically decreasing along time. SAFE adopts recurrent neural network (RNN) to handle user activity sequences and directly outputs hazard values at each timestamp, and then, survival probability derived from hazard values is deployed to achieve consistent predictions. Because we only observe the user suspended time instead of the fraudulent activity time in the training data, we revise the loss function of the regular survival model to achieve fraud early detection. Experimental results on two real world datasets demonstrate that SAFE outperforms both the survival analysis model and recurrent neural network model alone as well as state-of-the-art fraud early detection approaches.
The ability to predict future user activity is invaluable when it comes to content recommendation and personalization. For instance, knowing when users will return to an online music service and what they will listen to increases user satisfaction and therefore user retention. We present a model based on Long-Short Term Memory to estimate when a user will return to a site and what their future listening behavior will be. In doing so, we aim to solve the problem of Just-In-Time recommendation, that is, to recommend the right items at the right time. We use tools from survival analysis for return time prediction and exponential families for future activity analysis. We show that the resulting multitask problem can be solved accurately, when applied to two real-world datasets.  The electronic health record (EHR) provides an unprecedented opportunity to build actionable tools to support physicians at the point of care. In this paper, we investigate survival analysis in the context of EHR data. We introduce deep survival analysis, a hierarchical generative approach to survival analysis. It departs from previous approaches in two primary ways: (1) all observations, including covariates, are modeled jointly conditioned on a rich latent structure; and (2) the observations are aligned by their failure time, rather than by an arbitrary time zero as in traditional survival analysis. Further, it (3) scalably handles heterogeneous (continuous and discrete) data types that occur in the EHR. We validate deep survival analysis model by stratifying patients according to risk of developing coronary heart disease (CHD). Specifically, we study a dataset of 313,000 patients corresponding to 5.5 million months of observations. When compared to the clinically validated Framingham CHD risk score, deep survival analysis is significantly superior in stratifying patients according to their risk. In this paper we focus on estimating the post-click engagement on native ads by predicting the dwell time on the corresponding ad landing pages. To infer relationships between features of the ads and dwell time we resort to the application of survival analysis techniques, which allow us to estimate the distribution of the length of time that the user will spend on the ad. This information is then integrated into the ad ranking function with the goal of promoting the rank of ads that are likely to be clicked and consumed by users (dwell time greater than a given threshold). The online evaluation over live traffic shows that considering post-click engagement has a consistent positive effect on both CTR, decreases the number of bounces and increases the average dwell time, hence leading to a better user post-click experience. Large volumes of event data are becoming increasingly available in a wide variety of applications, such as healthcare analytics, smart cities and social network analysis. The precise time interval or the exact distance between two events carries a great deal of information about the dynamics of the underlying systems. These characteristics make such data fundamentally different from independently and identically distributed data and time-series data where time and space are treated as indexes rather than random variables. Marked temporal point processes are the mathematical framework for modeling event data with covariates. However, typical point process models often make strong assumptions about the generative processes of the event data, which may or may not reflect the reality, and the specifically fixed parametric assumptions also have restricted the expressive power of the respective processes. Can we obtain a more expressive model of marked temporal point processes? How can we learn such a model from massive data? In this paper, we propose the Recurrent Marked Temporal Point Process (RMTPP) to simultaneously model the event timings and the markers. The key idea of our approach is to view the intensity function of a temporal point process as a nonlinear function of the history, and use a recurrent neural network to automatically learn a representation of influences from the event history. We develop an efficient stochastic gradient algorithm for learning the model parameters which can readily scale up to millions of events. Using both synthetic and real world datasets, we show that, in the case where the true models have parametric specifications, RMTPP can learn the dynamics of such models without the need to know the actual parametric forms; and in the case where the true models are unknown, RMTPP can also learn the dynamics and achieve better predictive performance than other parametric alternatives based on particular prior assumptions.   Retention of students at colleges and universities has been a concern among educators for many decades. The consequences of student attrition are significant for students, academic staffs and the universities. Thus, increasing student retention is a long term goal of any academic institution. The most vulnerable students are the freshman, who are at the highest risk of dropping out at the beginning of their study. Therefore, the early identification of students is a crucial task that needs to be effectively addressed. In this paper, we develop a survival analysis framework for early prediction of student dropout using Cox proportional hazards regression model (Cox). We also applied time-dependent Cox (TD-Cox), which captures time-varying factors and can leverage those information to provide more accurate prediction of student dropout. For this prediction task, our model utilizes different groups of variables such as demographic, family background, financial, high school information, college enrollment and semester-wise credits. The proposed framework has the ability to address the challenge of predicting dropout students as well as the semester that the dropout will occur. This study enables us to perform proactive interventions in a prioritized manner where limited academic resources are available. This is critical in the student retention problem because not only correctly classifying whether a student is going to dropout is important but also when this is going to happen is crucial for a focused intervention. We evaluate our method on real student data collected at Wayne State University. Results show that the proposed Cox-based framework can predict the student dropouts and semester of dropout with high accuracy and precision compared to the other state-of-the-art methods.