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Gestion des règles basée sur l'indice de puissance pour la détection de fraude : Approches supervisées et semi-supervisées

Abstract : This thesis deals with the detection of credit card fraud. According to the European Central Bank, the value of frauds using cards in 2016 amounted to 1.8 billion euros. The challenge for institutions is to reduce these frauds. In general, fraud detection systems consist of an automatic system built with "if-then" rules that control all incoming transactions and trigger an alert if the transaction is considered suspicious. An expert group checks the alert and decides whether it is true or not. The criteria used in the selection of the rules that are kept operational are mainly based on the individual performance of the rules. This approach ignores the non-additivity of the rules. We propose a new approach using power indices. This approach assigns to the rules a normalized score that quantifies the influence of the rule on the overall performance of the group. The indexes we use are the Shapley Value and Banzhaf Value. Their applications are 1) Decision support to keep or delete a rule; 2) Selection of the number k of best-ranked rules, in order to work with a more compact set. Using real credit card fraud data, we show that: 1) This approach performs better than the one that evaluates the rules in isolation. 2) The performance of the set of rules can be achieved by keeping one-tenth of the rules. We observe that this application can be considered as a task of selection of characteristics: We show that our approach is comparable to the current algorithms of the selection of characteristics. It has an advantage in rule management because it assigns a standard score to each rule. This is not the case for most algorithms, which focus only on an overall solution. We propose a new version of Banzhaf Value, namely k-Banzhaf; which outperforms the previous in terms of computing time and has comparable performance. Finally, we implement a self-learning process to reinforce the learning in an automatic learning algorithm. We compare these with our power indices to rank credit card fraud data. In conclusion, we observe that the selection of characteristics based on the power indices has comparable results with the other algorithms in the self-learning process.
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Submitted on : Thursday, July 16, 2020 - 2:27:10 PM
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Leopold Ghemmogne Fossi. Gestion des règles basée sur l'indice de puissance pour la détection de fraude : Approches supervisées et semi-supervisées. Systèmes et contrôle [cs.SY]. Université de Lyon; Università degli studi (Milan, Italie), 2019. Français. ⟨NNT : 2019LYSEI079⟩. ⟨tel-02900816⟩



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