Lucca Machado da Silva

Semantic Pareto-DQN: A Multi-Objective Reinforcement Learning Framework for Financial Anomaly Detection

Cláudio Lúcio do Val Lopes, Lucca Machado da Silva

Financial anomaly detection suffers from extreme class imbalance, causing traditional single-objective algorithms to exhibit ``fraud collapse'', defaulting to the majority class and failing to balance anomaly interdiction with customer friction. To overcome this without distortiv…Read more