2 papers
cs.CR2020
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…
q-fin.RM2019
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…