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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.

168,657 papers · 148 categories

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36811 · Oct 201919922001200920172026
48 results for Fraud

Model detects insurance fraud using social network analysis.

problem Fraudulent insurance claims by exaggeration or intentional damage.
method Network construction linking claims and parties, BiRank algorithm for fraud score computation, feature extraction from network and claims, supervised model building.
result Network features improve fraud detection performance.

New taxonomy reveals different detection limits for various types of fraud.

problem Existing fraud detection treats all fraud as the same, ignoring its diverse forms.
method Introduced an observation-mechanism taxonomy with five fraud classes.
result Separate estimation by fraud class outperforms pooled estimation.

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.

TimeTrail detects financial fraud patterns through temporal correlation analysis.

problem Detecting and explaining complex financial fraud patterns.
method Temporal data enrichment, dynamic correlation analysis, interpretable pattern visualization.
result TimeTrail outperforms conventional methods in accuracy and interpretability.

Quantum Support Vector Classifier outperforms other QML models in finance fraud detection.

problem Detecting financial fraud using Quantum Machine Learning.
method Comparative study of four QML models: Quantum Support Vector Classifier, Variational Quantum Classifier, Estimator QNN, and Sampler QNN.
result Quantum Support Vector Classifier achieved the highest F1 scores (0.98) for fraud and non-fraud classes.

This paper develops a dynamic internal fraud model for operational losses in retail banking. It considers public operational losses arising from internal fraud in retail banking within a group of international banks. Additionally, the model takes into account internal factors such as the ethical quality of workers and …

2020-02-08abs ↗pdf ↗

Accounting fraud is a global concern representing a significant threat to the financial system stability due to the resulting diminishing of the market confidence and trust of regulatory authorities. Several tricks can be used to commit accounting fraud, hence the need for non-static regulatory interventions that take …

2018-05-08abs ↗pdf ↗

The credit cards' fraud transactions detection is the important problem in machine learning field. To detect the credit cards's fraud transactions help reduce the significant loss of the credit cards' holders and the banks. To detect the credit cards' fraud transactions, data scientists normally employ the unsupervised…

2019-08-29abs ↗pdf ↗

This paper examines anomalies and frauds in blockchain networks and proposes detection techniques.

problem Anomalies and frauds undermine blockchain networks' integrity and security.
method Statistical and machine learning methods, game-theoretic solutions, digital forensics, reputation-based systems, and risk assessment techniques.
result Practical applications and insights for enhancing blockchain network security.

Although shill bidding is a common auction fraud, it is however very tough to detect. Due to the unavailability and lack of training data, in this study, we build a high-quality labeled shill bidding dataset based on recently collected auctions from eBay. Labeling shill biding instances with multidimensional features i…

2018-08-22abs ↗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.

Payment card fraud causes multibillion dollar losses for banks and merchants worldwide, often fueling complex criminal activities. To address this, many real-time fraud detection systems use tree-based models, demanding complex feature engineering systems to efficiently enrich transactions with historical data while co…

2020-02-14abs ↗pdf ↗

Deep semi-supervised anomaly detection improves fraud detection in financial markets.

problem Detecting fraud in high-frequency financial data with limited labeled examples.
method Evaluation of Deep Semi-Supervised Anomaly Detection (Deep SAD) on proprietary limit order book data.
result Deep SAD significantly improves fraud detection accuracy with minimal labeled data.

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.

FraudTransformer detects payment fraud by preserving event order and time gaps.

problem Detecting payment fraud in real-world banking streams with irregular time gaps.
method Augments a GPT-style architecture with a dedicated time encoder and a learned positional encoder.
result FraudTransformer outperforms classical and transformer baselines, achieving highest AUROC and PRAUC on held-out test set.

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.

Fraud detection is a difficult problem that can benefit from predictive modeling. However, the verification of a prediction is challenging; for a single insurance policy, the model only provides a prediction score. We present a case study where we reflect on different instance-level model explanation techniques to aid …

2018-06-19abs ↗pdf ↗

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.

With the explosive growth of e-commerce and the booming of e-payment, detecting online transaction fraud in real time has become increasingly important to Fintech business. To tackle this problem, we introduce the TitAnt, a transaction fraud detection system deployed in Ant Financial, one of the largest Fintech compani…

2019-06-18abs ↗pdf ↗

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.

DILP improves fraud detection explainability without significant performance boost.

problem Improving fraud detection explainability in machine learning.
method Differentiable Inductive Logic Programming (DILP) for fraud detection with data curation.
result DILP provides comparable results to traditional methods but lacks significant advantage.

EmDT generates synthetic fraud data to improve detection accuracy.

problem Imbalanced datasets in fraud detection lead to poor performance on rare fraudulent transactions.
method EmDT uses UMAP clustering to identify fraudulent patterns and a Transformer denoising network to generate synthetic data.
result EmDT significantly improves classification performance compared to existing methods.

Financial fraud detection in digital banking requires reasoning over multiple heterogeneous event streams.

problem Financial fraud detection in digital banking requires reasoning over multiple heterogeneous event streams.
method Multi-Stream Fraud Transformer (MSFT) architecture that encodes each event stream with independent Transformer encoders and fuses their representations through configurable mechanisms.
result Sequence models significantly outperform gradient-boosted trees operating on aggregated features.

This review examines deep learning in financial fraud detection over 5 years.

problem Improving deep learning techniques for financial fraud detection.
method Systematic literature review of 57 studies using performance metrics.
result Deep learning models enhance fraud detection across various financial domains.

The paper examines how insurers can select claims for fraud investigation, proposing a randomized approach.

problem Inconsistent learning from biased claim selection.
method Formalizes selection in binary regression, proposes a randomized alternative, and defines consistency.
result The randomized selection strategy is consistent, while the traditional strategy is not.