Search Results for author: Olivier Caelen

Found 3 papers, 2 papers with code

Towards automated feature engineering for credit card fraud detection using multi-perspective HMMs

1 code implementation3 Sep 2019 Yvan Lucas, Pierre-Edouard Portier, Léa Laporte, Liyun He-Guelton, Olivier Caelen, Michael Granitzer, Sylvie Calabretto

Our multiple perspectives HMM-based approach offers automated feature engineering to model temporal correlations so as to improve the effectiveness of the classification task and allows for an increase in the detection of fraudulent transactions when combined with the state of the art expert based feature engineering strategy for credit card fraud detection.

Automated Feature Engineering Feature Engineering +1

Multiple perspectives HMM-based feature engineering for credit card fraud detection

1 code implementation15 May 2019 Yvan Lucas, Pierre-Edouard Portier, Léa Laporte, Olivier Caelen, Liyun He-Guelton, Sylvie Calabretto, Michael Granitzer

In this article, we model a sequence of credit card transactions from three different perspectives, namely (i) does the sequence contain a Fraud?

Feature Engineering Fraud Detection

Cannot find the paper you are looking for? You can Submit a new open access paper.