论文标题

信用卡欺诈检测中未来信息的重要性

The Importance of Future Information in Credit Card Fraud Detection

论文作者

Nguyen, Van Bach, Dastidar, Kanishka Ghosh, Granitzer, Michael, Siblini, Wissam

论文摘要

欺诈检测系统(FDS)主要执行两个任务:(i)在处理付款时实时检测以及(ii)后验检测以追溯封锁卡并避免进一步欺诈。由于通常需要进行人体验证,并且付款处理时间有限,因此第二个任务管理最大的交易。在文献中,对欺诈检测挑战和算法的性能进行了广泛的研究,但问题的表述永远不会被破坏:它旨在预测交易是否基于其特征和持卡人的过去交易是欺诈性的。但是,在后验检测中,验证通常需要几天,因此该卡上的新付款在做出决定之前可用。这是我们提出新范式的动机:使用“未来”信息的后欺诈检测。我们首先提供了随后交易的准时可用性的证据,可作为改善检测的额外背景。然后,我们设计了双向LSTM来利用这些交易。在一个超过3000万笔交易的现实数据集中,它的性能要比常规LSTM高,该公司是仅使用过去上下文的欺诈检测的最先进的分类器。我们还介绍了新的指标,以表明该提案捕获了更多的欺诈,更多的折衷卡,并根据其最早的欺诈行为。我们认为,这种新范式的未来工作将对折衷卡的检测产生重大影响。

Fraud detection systems (FDS) mainly perform two tasks: (i) real-time detection while the payment is being processed and (ii) posterior detection to block the card retrospectively and avoid further frauds. Since human verification is often necessary and the payment processing time is limited, the second task manages the largest volume of transactions. In the literature, fraud detection challenges and algorithms performance are widely studied but the very formulation of the problem is never disrupted: it aims at predicting if a transaction is fraudulent based on its characteristics and the past transactions of the cardholder. Yet, in posterior detection, verification often takes days, so new payments on the card become available before a decision is taken. This is our motivation to propose a new paradigm: posterior fraud detection with "future" information. We start by providing evidence of the on-time availability of subsequent transactions, usable as extra context to improve detection. We then design a Bidirectional LSTM to make use of these transactions. On a real-world dataset with over 30 million transactions, it achieves higher performance than a regular LSTM, which is the state-of-the-art classifier for fraud detection that only uses the past context. We also introduce new metrics to show that the proposal catches more frauds, more compromised cards, and based on their earliest frauds. We believe that future works on this new paradigm will have a significant impact on the detection of compromised cards.

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