Fraud Detection by Integrating Multisource Heterogeneous Presence-Only Data

计算机科学 数据挖掘
作者
Yongqin Qiu,Yuanxing Chen,Kan Fang,Lean Yu,Kuangnan Fang
出处
期刊:Informs Journal on Computing
标识
DOI:10.1287/ijoc.2023.0366
摘要

In credit fraud detection practice, certain fraudulent transactions often evade detection because of the hidden nature of fraudulent behavior. To address this issue, an increasing number of positive-unlabeled (PU) learning techniques have been employed by more and more financial institutions. However, most of these methods are designed for single data sets and do not take into account the heterogeneity of data when they are collected from different sources. In this paper, we propose an integrative PU learning method (I-PU) for pooling information from multiple heterogeneous PU data sets. A novel approach that penalizes group differences is developed to explicitly and automatically identify the cluster structures of coefficients across different data sets, thus offering a plausible interpretation of heterogeneity. Furthermore, we apply a bilevel selection method to detect the sparse structure at both the group level and within-group level. Theoretically, we show that our proposed estimator has the oracle property. Computationally, we design an expectation-maximization (EM) algorithm framework and propose an alternating direction method of multipliers (ADMM) algorithm to solve it. Simulation results show that our proposed method has better numerical performance in terms of variable selection, parameter estimation, and prediction ability. Finally, a real-world application showcases the effectiveness of our method in identifying distinct coefficient clusters and its superior prediction performance compared with direct data merging or separate modeling. This result also offers valuable insights for financial institutions in developing targeted fraud detection systems. History: Accepted by Ram Ramesh, Area Editor for Data Science & Machine Learning. Funding: This work was supported by the National Natural Science Foundation of China [Grants 72071169, 72231005, 72233002, and 72471169], the Fundamental Research Funds for the Central Universities of China [Grant 20720231060], the National Social Science Fund of China [Grant 21&ZD146], and Shuimu Tsinghua Scholar Program. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information ( https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2023.0366 ) as well as from the IJOC GitHub software repository ( https://github.com/INFORMSJoC/2023.0366 ). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/ .
最长约 10秒,即可获得该文献文件

科研通智能强力驱动
Strongly Powered by AbleSci AI
更新
大幅提高文件上传限制,最高150M (2024-4-1)

科研通是完全免费的文献互助平台,具备全网最快的应助速度,最高的求助完成率。 对每一个文献求助,科研通都将尽心尽力,给求助人一个满意的交代。
实时播报
1秒前
研友_VZG7GZ应助盐好香采纳,获得10
3秒前
充电宝应助lsy采纳,获得10
3秒前
Gaoge发布了新的文献求助10
4秒前
专注的小松鼠完成签到,获得积分10
4秒前
勤恳函发布了新的文献求助30
6秒前
勤恳怀梦完成签到,获得积分10
8秒前
9秒前
9秒前
LN发布了新的文献求助10
10秒前
12秒前
科研通AI2S应助科研通管家采纳,获得10
12秒前
乐乐应助科研通管家采纳,获得10
12秒前
烟花应助科研通管家采纳,获得10
12秒前
科研通AI2S应助科研通管家采纳,获得10
12秒前
无尽夏发布了新的文献求助10
12秒前
研友_VZG7GZ应助科研通管家采纳,获得10
12秒前
李健应助科研通管家采纳,获得10
12秒前
汉堡包应助科研通管家采纳,获得10
12秒前
Akim应助科研通管家采纳,获得30
12秒前
科研通AI2S应助科研通管家采纳,获得10
13秒前
13秒前
13秒前
海绵徐发布了新的文献求助10
14秒前
14秒前
无花果应助芳草春云采纳,获得10
14秒前
Lee完成签到,获得积分10
15秒前
华仔应助沉默的莞采纳,获得10
16秒前
YichaoWang发布了新的文献求助10
16秒前
顾矜应助波粒海苔采纳,获得10
17秒前
18秒前
18秒前
珠珠完成签到,获得积分10
19秒前
席以亦发布了新的文献求助10
19秒前
csl完成签到,获得积分20
21秒前
欢呼的棒棒糖完成签到,获得积分10
23秒前
23秒前
和谐幻柏完成签到,获得积分10
25秒前
东方樱完成签到 ,获得积分10
26秒前
小二郎应助雪白的以丹采纳,获得10
27秒前
高分求助中
Sustainability in Tides Chemistry 2800
The Young builders of New china : the visit of the delegation of the WFDY to the Chinese People's Republic 1000
Rechtsphilosophie 1000
Bayesian Models of Cognition:Reverse Engineering the Mind 888
The SAGE Handbook of Qualitative Research 800
Le dégorgement réflexe des Acridiens 800
Defense against predation 800
热门求助领域 (近24小时)
化学 医学 生物 材料科学 工程类 有机化学 生物化学 物理 内科学 纳米技术 计算机科学 化学工程 复合材料 基因 遗传学 催化作用 物理化学 免疫学 量子力学 细胞生物学
热门帖子
关注 科研通微信公众号,转发送积分 3135113
求助须知:如何正确求助?哪些是违规求助? 2786095
关于积分的说明 7775189
捐赠科研通 2441915
什么是DOI,文献DOI怎么找? 1298256
科研通“疑难数据库(出版商)”最低求助积分说明 625108
版权声明 600839