Rodrigo Rivera-Castro

Rodrigo Rivera-Castro
Skolkovo Institute of Science and Technology | Skoltech · Computer Science

PhD Candidate

About

27
Publications
3,762
Reads
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74
Citations

Publications

Publications (27)
Article
Roughly 10 percent of the insurance industry’s incurred losses are estimated to stem from fraudulent claims. One solution is to use tabular data to construct models that can distinguish between claims that are legitimate and those that are fraudulent. However, while canonical tabular data models enable robust fraud detection, complex sequential dat...
Preprint
Full-text available
Machine learning models using transaction records as inputs are popular among financial institutions. The most efficient models use deep-learning architectures similar to those in the NLP community, posing a challenge due to their tremendous number of parameters and limited robustness. In particular, deep-learning models are vulnerable to adversari...
Preprint
There is emerging attention towards working with event sequences. In particular, clustering of event sequences is widely applicable in domains such as healthcare, marketing, and finance. Use cases include analysis of visitors to websites, hospitals, or bank transactions. Unlike traditional time series, event sequences tend to be sparse and not equa...
Preprint
This work is devoted to a comprehensive analysis of topological data analysis fortime series classification. Previous works have significant shortcomings, such aslack of large-scale benchmarking or missing state-of-the-art methods. In this work,we propose TOTOPO for extracting topological descriptors from different types ofpersistence diagrams. The...
Preprint
This research article suggests that there are significant benefits in exposing demand planners to forecasting methods using matrix completion techniques. This study aims to contribute to a better understanding of the field of forecasting with multivariate time series prediction by focusing on the dimension of large commercial data sets with hierarc...
Preprint
Topological Data Analysis (TDA) is a recent approach to analyze data sets from the perspective of their topological structure. Its use for time series data has been limited. In this work, a system developed for a leading provider of cloud computing combining both user segmentation and demand forecasting is presented. It consists of a TDA-based clus...
Preprint
Demand forecasting of hierarchical components is essential in manufacturing. However, its discussion in the machine-learning literature has been limited, and judgemental forecasts remain pervasive in the industry. Demand planners require easy-to-understand tools capable of delivering state-of-the-art results. This work presents an industry case of...
Preprint
Portfolio management is essential for any investment decision. Yet, traditional methods in the literature are ill-suited for the characteristics and dynamics of cryptocurrencies. This work presents a method to build an investment portfolio consisting of more than 1500 cryptocurrencies covering 6 years of market data. It is centred around Topologica...
Preprint
Time series prediction aims to predict future values to help stakeholders make proper strategic decisions. This problem is relevant in all industries and areas, ranging from financial data to demand to forecast. However, it remains challenging for practitioners to select the appropriate model to use for forecasting tasks. With this in mind, we pres...
Preprint
Recommender systems have become an essential instrument in a wide range of industries to personalize the user experience. A significant issue that has captured both researchers' and industry experts' attention is the cold start problem for new items. In this work, we present a graph neural network recommender system using item hierarchy graphs and...
Preprint
Full-text available
This work proposes DeepFolio, a new model for deep portfolio management based on data from limit order books (LOB). DeepFolio solves problems found in the state-of-the-art for LOB data to predict price movements. Our evaluation consists of two scenarios using a large dataset of millions of time series. The improvements deliver superior results both...
Poster
Full-text available
Topological Data Analysis is an approach to analyze data using different techniques from topology. These techniques aim to extract fundamental qualitative properties, such as shape and connectivity in data. In this work, we propose a universal approach for time series classification with variational autoencoders. It is built on extracted features f...
Conference Paper
Full-text available
Demand forecasting of hierarchical components is essential in manufacturing. However, its discussion in the machine-learning literature has been limited, and judgemental forecasts remain pervasive in the industry. Demand planners require easy-to-understand tools capable of delivering state-of-the-art results. This work presents an industry case of...
Chapter
Build-to-order (BTO) supply chains have become commonplace in industries such as electronics, automotive and fashion. They enable building products based on individual requirements with a short lead time and minimum inventory and production costs. Due to their nature, they differ significantly from traditional supply chains. However, there have not...
Conference Paper
Topological Data Analysis (TDA) is a recent approach to analyze data sets from the perspective of their topological structure. Its use for time series data has been limited to the field of financial time series primarily and as a method for feature generation in machine learning applications. In this work, TDA is presented as a technique to gain ad...
Conference Paper
Full-text available
Topological Data Analysis (TDA) is a recent approach to analyze data sets from the perspective of their topological structure. Its use for time series data has been limited to the field of financial time series primarily and as a method for feature generation in machine learning applications. In this work, TDA is presented as a technique to gain ad...
Preprint
Full-text available
Topological Data Analysis (TDA) is a recent approach to analyze data sets from the perspective of their topological structure. Its use for time series data has been limited to the field of financial time series primarily and as a method for feature generation in machine learning applications. In this work, TDA is presented as a technique to gain ad...
Conference Paper
Full-text available
Build-to-order (BTO) supply chains have become commonplace in industries such as electronics, automotive and fashion. They enable building products based on individual requirements with a short lead time and minimum inventory and production costs. Due to their nature, they differ significantly from traditional supply chains. However, there have not...
Preprint
Full-text available
Build-to-order (BTO) supply chains have become common-place in industries such as electronics, automotive and fashion. They enable building products based on individual requirements with a short lead time and minimum inventory and production costs. Due to their nature, they differ significantly from traditional supply chains. However, there have no...
Article
Full-text available
This research article suggests that there are significant benefits in exposing demand planners to forecasting methods using matrix completion techniques. This study aims to contribute to a better understanding of the field of forecasting with multivariate time series prediction by focusing on the dimension of large commercial data sets with hierarc...
Article
Full-text available
This paper argues that there has not been enough discussion in the field of applications of Gaussian Process for the fast moving consumer goods industry. Yet, this technique can be important as it e.g., can provide automatic feature relevance determination and the posterior mean can unlock insights on the data. Significant challenges are the large...

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