Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,051 papers · 148 categories

Trend · papers per month

115229344458 · Jun 202019922001200920182026
48 results for Card Analysis

Research examines motivations and factors influencing retailers' payment method choices.

problem Understanding motivations and factors affecting retailers' payment method choices.
method Qualitative and quantitative analysis of various factors including regulatory constraints, merchant service providers, and demographic variables.
result Lower interchange fees and regulatory constraints make card payment adoption financially feasible for merchants.

A new approach models credit card transactions using HMMs to detect fraud.

problem Detecting credit card fraud using isolated event analysis.
method Model sequences from three perspectives using HMMs and combine likelihoods as features.
result Improved fraud detection effectiveness compared to state-of-the-art methods.

Money flow models are essential tools to understand different economical phenomena, like saving propensities and wealth distributions. In spite of their importance, most of them are based on synthetic transaction networks with simple topologies, e.g. random or scale-free ones, as the characterisation of real networks i…

2016-02-23abs ↗pdf ↗

CaT-GNN improves credit card fraud detection by integrating causal reasoning into GNNs.

problem Credit card fraud detection overlooks causal structure of transactions.
method CaT-GNN combines causal invariant learning and temporal graph neural networks.
result CaT-GNN outperforms existing methods on various datasets.

Study optimizes classifiers for credit card mail campaigns and default prediction.

problem Optimizing classifiers for credit card mail campaigns and default prediction.
method Three distinct models: response, risk, and response-risk. Optimized various performance metrics.
result Random Forest classifier achieves highest accuracy (83.2%) in multi-class response-risk model.

Standard economic theory, starting with Adam Smith's invisible hand, holds that those who trade for their own selfish motives of maximizing their private preferences may contribute more to the public wealth than those who claim altruistic motives. Under restrictive conditions, this has been shown to result from a self-…

2005-10-09abs ↗pdf ↗

Enhances fraud detection with multiple HMM perspectives.

problem Detecting credit card fraud from sequential transactions.
method Modeling credit card transactions from three perspectives (card-holder, terminal, amount/time) using HMMs and combining likelihoods as features.
result 15% increase in precision-recall AUC compared to state-of-the-art methods.

Expert system predicts credit card charge-offs using macroeconomic indicators.

problem Managing charge-off rates in the credit card industry.
method Developed an expert system using machine learning and macroeconomic indicators.
result Achieved mean squared error values of 1.15E-03 and 1.04E-03.

We present a model of credit card profitability, assuming that the card-holder always pays the full outstanding balance. The motivation for the model is to calculate an optimal credit limit, which requires an expression for the expected outstanding balance. We derive its Laplace transform, assuming that purchases are m…

2015-06-17abs ↗pdf ↗

Semi-supervised GANs with log-signatures improve credit card fraud detection.

problem Detecting fraud in large, complex financial transaction data streams.
method Conditional GANs with Bayesian inference and log-signatures for robust feature encoding.
result Consistent improvements over benchmarks in global and domain-specific metrics.

The study reveals fundamental limits of fraud detection in card payment networks.

problem Fraud detection in card payment networks is challenging due to structural information impairments.
method Formalized card authorization as a sequential decision problem with delayed feedback, derived minimax regret lower bound.
result Improving issuer reporting quality or reducing censorship can yield larger reductions in the regret floor than increasing model complexity.

This paper summarizes AI methods for detecting credit card fraud.

problem Detecting credit card fraud from millions of transactions.
method Rule-based and AI approaches, addressing imbalanced datasets, real-time scenarios, and feature engineering.
result Summarizes state-of-the-art AI methods for fraud detection.

Study evaluates AD methods for fraud detection in online credit card payments.

problem Fraud detection in online credit card payments using anomaly detection methods.
method Assessed several recent anomaly detection methods and compared them with standard supervised learning methods.
result LightGBM outperforms other methods but is more sensitive to distribution shifts.

Enhances credit card limit adjustments by considering treatment uncertainty and prediction criteria.

problem Optimal treatment selection under multitreatment scenarios.
method Proposes a comprehensive methodology incorporating conditional value-at-risk and prediction criterion for continuous outcomes.
result Significantly improved policy performance in credit card limit adjustments.

Paper proposes a DAE algorithm to improve credit card fraud detection.

problem Imbalanced data classification problem in credit card fraud detection.
method Proposes a denoising autoencoder neural network (DAE) algorithm to oversample and denoise minority class samples.
result Improves classification accuracy of minority class samples in imbalanced datasets.

Bayesian Neural Networks improve credit card default prediction and provide feature importance.

problem Lack of interpretability and uncertainty measures in neural network models for credit risk.
method Developed and compared BNNs trained by Gaussian approximation and Hybrid Monte Carlo.
result BNNs with Automatic Relevance Determination outperform normal BNNs in credit card default prediction.

The paper proposes a method to detect credit card fraud using sparse Gaussian approximations.

problem Detecting credit card fraud in financial institutions.
method Sparse Gaussian classification method with pseudo or inducing inputs and different kernels and inducing points.
result The RBF kernel with a higher number of inducing points achieved the best accuracy.

BreachRadar detects points-of-compromise in bank transactions to prevent fraud.

problem Detecting and preventing bank transaction fraud caused by data breaches.
method A distributed alternating algorithm that assigns probabilities to different locations being compromised.
result BreachRadar achieves over 90% precision and recall in detecting compromised cards.

The paper assesses fairness in AI for financial services, using statistical methods.

problem Unintentional bias and insufficient model validation in AI applications.
method Statistical methods for imbalanced data treatment and bias mitigation.
result Fairness evaluation metrics applied to a credit card default payment example.

Approach detects outliers in large datasets for credit card fraud.

problem Lack of patterns and changing fraudulent patterns make fraud detection difficult.
method Ensemble of clustering methods to assign consistency scores to data points.
result Area under precision-recall curve is a better evaluation metric for outlier detection.

DAMVI algorithm improves imbalanced binary classification by adjusting weights of examples and classifiers.

problem Imbalanced binary classification tasks where minority class is underrepresented.
method DAMVI algorithm increases positive example weights and optimizes classifier weights using PAC-Bayesian C-Bound.
result DAMVI outperforms state-of-the-art models on various imbalanced datasets.

An adversarial detector identifies anomalous sequences in sequential data.

problem Detecting anomalous sequences in one-class settings with limited data.
method Solves a minimax problem to find an optimal detector against the worst-case sequences from a generator, using marked point process model.
result Demonstrated good performance on simulations and real credit card fraud datasets.

Conditional diffusion models improve data generation with non-asymptotic convergence bounds.

problem Lack of non-asymptotic properties in conditional diffusion models.
method Integrates a pre-trained model into the diffusion model framework to capture conditional distributions.
result Established upper error bounds for the convergence between original and generated conditional distributions.

Adaptive Stress Testing detects financial fraud by simulating potential failures.

problem Detecting and mitigating vulnerabilities in financial systems.
method Developed a simplified model using historical data and reinforcement learning.
result Identified the most likely path to system failure and improved fraud detection.

This paper builds a machine learning model to predict credit defaults for unsecured lending.

problem High credit defaults and delinquency rates in unsecured lending due to imbalanced data.
method Employing machine learning techniques, particularly SMOTE for imbalanced data, and evaluating models like LGBM Classifier.
result LGBM Classifier model outperforms other models in predicting credit defaults.

IA-BMA adapts model weights to inputs for better predictions.

problem Predicting with multiple models in heterogeneous settings.
method Input adaptive Bayesian Model Averaging (IA-BMA) with an input adaptive prior and amortized variational inference.
result IA-BMA consistently delivers more accurate and better-calibrated predictions.

A new method uses persistent homology to assess auto-encoders' latent manifold quality.

problem Chaos in auto-encoders' latent manifold and failure of current distance measures.
method Persistent Homology for Wasserstein Auto-Encoders (PHom-WAE).
result PHom-WAE improves auto-encoders' performance in credit card transaction data.