Instance-dependent cost-sensitive learning for detecting transfer fraud

DOI10.1016/j.ejor.2021.05.028zbMath1487.91169arXiv2005.02488WikidataQ111522127 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 analysis; fraud detection; cost-sensitive classification; cost-based model evaluation

Mathematics Subject Classification ID

62H30: Classification and discrimination; cluster analysis (statistical aspects)

68T05: Learning and adaptive systems in artificial intelligence

91G80: Financial applications of other theories

Uses Software

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