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作者:

Zhang, Yixuan (Zhang, Yixuan.) | Tong, Jialiang (Tong, Jialiang.) | Wang, Ziyi (Wang, Ziyi.) | Gao, Fengqiang (Gao, Fengqiang.)

收录:

EI

摘要:

Customer transaction fraud detection is an important application for both the public and banks and it is becoming a heated topic in research and industries. Many data mining techniques have been utilized in financial sys-tem to save consumers millions of dollars per year. In this study, we presented a Xgboost-based transaction fraud detection model with some feature engineering and visualization. The dataset is from IEEECIS Fraud Detection Competition on Kaggle, which is a well-informed data science organization. The study indicated that xgboost based model outperformed the other three methods including Support Vector Machine, Random Forest and Logistic Regression. As to two feature selection methods, Xgboost performed better. Our best model achieved 95.2% roc auc score on leader-board and defeated other 98 percent participants. © 2020 IEEE.

关键词:

Crime Data mining Data Science Decision trees Feature extraction Logistic regression Support vector machines Support vector regression

作者机构:

  • [ 1 ] [Zhang, Yixuan]Beijing Jiaotong University, Beijing, China
  • [ 2 ] [Tong, Jialiang]Beijing Jiaotong University, Beijing, China
  • [ 3 ] [Wang, Ziyi]Beijing University of Technology, Beijing, China
  • [ 4 ] [Gao, Fengqiang]Beijing Jiaotong University, Beijing, China

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来源 :

年份: 2020

页码: 554-558

语种: 英文

被引次数:

WoS核心集被引频次: 0

SCOPUS被引频次: 30

ESI高被引论文在榜: 0 展开所有

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