信用卡偽卡偵測之研究

• Main Author: 張憶賢
• Other Authors: 陳春龍
• Format: Others
• Language: zh-TW
• Published: 2003
• Online Access: http://ndltd.ncl.edu.tw/handle/72510980521491306395

碩士 === 國立政治大學 === 資訊管理研究所 === 92 === When reviewing the researches about fraud cards detecting in the past, most of them focus on how to enhance the probabilities to detect fraud cards. Then,they applied the methods they found to detect all the cardholders’ credit cards. The shortcoming is it’s easy to treat the fraud transactions as the normal transactions because every cardholder has different consuming behavior. Even some researchers try to detect fraud cards by personal consuming behavior. In fact,they still don’t detect fraud cards by personal consuming behavior completely. To resolve the problems described as above,this research adapt Event History analysis. Event history analysis revolves around two concepts: the risk set and the hazard rate(Allison 1984). The risk set comprises the number of dyads subject to event occurrence at a particular point in time. “The hazard rate is the probability that an event will occur at a particular time to a particular individual, given that the individual is at risk at that time” (Allison 1984, 16). We applied this method on fraud cards detecting to find the factors which cause fraud cards happened. Besides that,we can build the hazard function and use it to know the fraud opportunity of the transaction. This research applied the method to find the factors which cause fraud cards happened successfully. The software this research used doesn’t provide the function to create hazard function when the time dependent variables exist,so this research replaced it with decision tree