Graph-based fraud detection with the free energy distance
(2019) , 14 pages
Files
2019-16_SylvainCourtainconf.pdf
Closed Access - Adobe PDF
- 311.94 KB
Details
- Authors
Courtain, Sylvain 
- Abstract
- This paper investigates a real-world application of the free energy distance between nodes of a graph by proposing an improved extension of the existing Fraud Detection System named APATE. It relies on a new way of computing the free energy distance based on paths of increasing length, and scaling on large, sparse, graphs. This new approach is assessed on a real-world large-scale e-commerce payment transactions dataset obtained from a major Belgian credit card issuer. Our results show that the free-energy based approach reduces the computation time by one half while maintaining state-ofthe art performance in term of Precision@100 on fraudulent card prediction.
- Affiliations
Citations
Courtain, S., Lebichot, B., Kivimaki, I., & Saerens, M. (2019). Graph-based fraud detection with the free energy distance (Louvain Research Institute in Management and Organizations Working Paper Series 2019/16). https://hdl.handle.net/2078.5/124593