Instance-dependent cost-sensitive learning for detecting transfer fraud

DOI10.1016/j.ejor.2021.05.028zbMath1487.91169arXiv2005.02488OpenAlexW3167373147WikidataQ111522127 ScholiaQ111522127MaRDI QIDQ2242220

Wouter Verbeke, Bart Baesens, Sebastiaan Höppner, Tim Verdonck

Publication date: 9 November 2021

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.02488

zbMATH Keywords

decision analysisfraud detectioncost-sensitive classificationcost-based model evaluation

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Learning and adaptive systems in artificial intelligence (68T05) Financial applications of other theories (91G80)

Related Items

Robust instance-dependent cost-sensitive classification ⋮ Cost-sensitive thresholding over a two-dimensional decision region for fraud detection ⋮ To do or not to do? Cost-sensitive causal classification with individual treatment effect estimates

Uses Software

• TOMP
• aplore3
• ElemStatLearn
• PMTK
• XGBoost
• DFVLR-SQP

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