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    政大機構典藏 > 理學院 > 應用數學系 > 學位論文 >  Item 140.119/149594
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/149594


    Title: 機器學習下信用卡詐欺之預測分析: 以美國市場為例
    Predictive Analysis of Credit Card Fraud via Machine Learning : Evidence from the United State
    Authors: 陳彥霖
    Chen, Yen-Lin
    Contributors: 洪芷漪
    林士貴

    Hong, Jyy-I
    Lin, Shih-Kuei

    陳彥霖
    Chen, Yen-Lin
    Keywords: 信用卡詐欺模型
    機器學習
    非線性問題
    召回率
    Credit Card Fraud Model
    Machine Learning
    Nonlinear Problem
    Recall
    Date: 2024
    Issue Date: 2024-02-01 11:25:27 (UTC+8)
    Abstract: 本研究採用包含 180 萬筆美國信用卡詐欺資料集,旨在深入探討消費詐
    欺行為。透過對客戶消費行為與個人資料這兩大類變數進行建模,我們試
    圖探究各項變數對詐欺消費之影響。本研究比較機器學習中樹模型與邏輯
    斯迴歸模型的表現,結果顯示在這類非線性問題中,隨機森林與 XGBoost
    展現出優異預測能力。同時,我們發現消費金額、店家種類以及消費日期
    為星期幾這三個變數對於預測詐欺行為具有重要影響,並成功建立出召回
    率較高的模型。
    This study employs a dataset containing 1.8 million instances of credit card fraud in the United States to delve into fraudulent transaction behaviors. By modeling two major categories of variables—customer transaction behaviors and personal information—we aim to explore the influence of various factors on fraudulent transactions. Comparative analysis between tree-based models and logistic regression in machine learning reveals that in such non-linear scenarios, Random Forest and XGBoost demonstrate superior predictive performance. Additionally, we identified four significant variables—transaction amount, merchant type, and the day of the week of the transaction —as influential factors in predicting fraudulent behavior, resulting in the development of a model with higher recall rates.
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    Description: 碩士
    國立政治大學
    應用數學系
    110751015
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0110751015
    Data Type: thesis
    Appears in Collections:[應用數學系] 學位論文

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