Champion-challenger analysis for credit card fraud detection: Hybrid ensemble and deep learning

作者:

Highlights:

• We conducted a comparative study between deep learning and hybrid ensemble.

• We introduced the champion-challenger framework to compare the models.

• We exploited various realistic metrics considering real-world constraints.

• The models were compared through two stages of off-line and post-launch tests.

• The winner model is now in operation in our partner’s system.

摘要

•We conducted a comparative study between deep learning and hybrid ensemble.•We introduced the champion-challenger framework to compare the models.•We exploited various realistic metrics considering real-world constraints.•The models were compared through two stages of off-line and post-launch tests.•The winner model is now in operation in our partner’s system.

论文关键词:Credit card fraud detection,Deep learning,Hybrid ensemble,Model evaluation,Class imbalance

论文评审过程:Received 3 October 2018, Revised 7 March 2019, Accepted 23 March 2019, Available online 25 March 2019, Version of Record 1 April 2019.

论文官网地址:https://doi.org/10.1016/j.eswa.2019.03.042