Sequential fraud detection for prepaid cards using hidden Markov model divergence
作者：
Highlights：
• Novel stored-value card fraud detection system.
• Novel use of hidden Markov model for modeling merchant transactions.
• Findings on data from a large stored-value card transaction processor.
• Findings on experiments evaluating the model quality under various conditions.
摘要
•Novel stored-value card fraud detection system.•Novel use of hidden Markov model for modeling merchant transactions.•Findings on data from a large stored-value card transaction processor.•Findings on experiments evaluating the model quality under various conditions.
论文关键词：Stored value cards,Transaction processing,Fraud detection,Hidden Markov model,KL divergence,Security
论文评审过程：Received 14 March 2017, Revised 23 August 2017, Accepted 24 August 2017, Available online 12 September 2017, Version of Record 12 September 2017.
论文官网地址：https://doi.org/10.1016/j.eswa.2017.08.043
