4 citations · 4 across the 5 of their papers we have counts for
5 papers
Radial Autoencoders for Enhanced Anomaly Detection
Mihai-Cezar Augustin, Vivien Bonvin, Regis Houssou +2
In classification problems, supervised machine-learning methods outperform traditional algorithms, thanks to the ability of neural networks to learn complex patterns. However, in t…
Generation and Simulation of Synthetic Datasets with Copulas
Regis Houssou, Mihai-Cezar Augustin, Efstratios Rappos +2
This paper proposes a new method to generate synthetic data sets based on copula models. Our goal is to produce surrogate data resembling real data in terms of marginal and joint d…
Anomaly Detection Model for Imbalanced Datasets
Régis Houssou, Stephan Robert-Nicoud
This paper proposes a method to detect bank frauds using a mixed approach combining a stochastic intensity model with the probability of fraud observed on transactions. It is a dyn…
Anomaly and Fraud Detection in Credit Card Transactions Using the ARIMA Model
Giulia Moschini, Régis Houssou, Jérôme Bovay +1
This paper addresses the problem of unsupervised approach of credit card fraud detection in unbalanced dataset using the ARIMA model. The ARIMA model is fitted on the regular spend…
Adaptive Financial Fraud Detection in Imbalanced Data with Time-Varying Poisson Processes
Régis Houssou, Jérôme Bovay, Stephan Robert
This paper discusses financial fraud detection in imbalanced dataset using homogeneous and non-homogeneous Poisson processes. The probability of predicting fraud on the financial t…