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 [Institute for Operations Research and the Management Sciences]
卷期号:37 (4): 998-1017
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
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
刚刚
刚刚
刚刚
啵啵应助ljj采纳,获得10
刚刚
刚刚
1秒前
1秒前
1秒前
2秒前
2秒前
可爱的函函应助赤壁采纳,获得10
3秒前
3秒前
Patman发布了新的文献求助10
3秒前
MMCC应助幸福的杨小夕采纳,获得50
3秒前
阿三完成签到,获得积分10
4秒前
4秒前
泥土豆完成签到,获得积分10
5秒前
5秒前
700w完成签到 ,获得积分0
6秒前
科目三应助研团团采纳,获得10
7秒前
nnnnn发布了新的文献求助10
7秒前
四喜丸子应助拉长的念露采纳,获得10
7秒前
7秒前
杨主意发布了新的文献求助10
7秒前
AA发布了新的文献求助10
7秒前
完美世界应助xupeng采纳,获得10
7秒前
8秒前
酷波er应助拾柒采纳,获得10
8秒前
无花果应助元元酱采纳,获得10
8秒前
科研通AI6.4应助岗岗采纳,获得10
8秒前
紧张的紫文完成签到,获得积分10
9秒前
9秒前
My_magnum_opus应助橙子采纳,获得30
9秒前
www关闭了www文献求助
9秒前
史迪仔完成签到 ,获得积分10
9秒前
小范发布了新的文献求助10
10秒前
悲伤肉丸完成签到,获得积分10
10秒前
11秒前
励志发SCI发布了新的文献求助10
14秒前
科研通AI6.4应助yy采纳,获得10
15秒前
高分求助中
(应助此贴封号)【重要!!请各用户(尤其是新用户)详细阅读】【科研通的精品贴汇总】 10000
HYDROLYSE ACIDE DE QUELQUES DIOXASPIROCYCLANES 1314
Navigating Normative Orders. Interdisciplinary Perspectives 800
Essentials of Carbohydrate Chemistry and Biochemistry, 4th Edition 700
1 Peter and Christ's Descent to the Dead in Its Early Christian Reception 700
Organizational Behavior 510
Management and the Arts 510
热门求助领域 (近24小时)
化学 材料科学 医学 生物 纳米技术 工程类 有机化学 化学工程 生物化学 计算机科学 内科学 物理 复合材料 催化作用 细胞生物学 无机化学 光电子学 物理化学 电极 基因
热门帖子
关注 科研通微信公众号,转发送积分 7743513
求助须知:如何正确求助?哪些是违规求助? 9291638
关于积分的说明 20209147
捐赠科研通 7322266
什么是DOI,文献DOI怎么找? 3307437
关于科研通互助平台的介绍 2459256
邀请新用户注册赠送积分活动 2318138