전자금융거래의 이상징후 탐지 규칙 개선을 통한 효과성 향상에 관한 연구

Abstract

This paper proposes new methods and examples for improving fraud detection rules based on banking customer`s transaction behaviors focused on anomaly detection method. This study investigates real example that FDS(Fraud Detection System) regards fraudulent transaction as legitimate transaction and figures out fraudulent types and transaction patterns. To understanding the cases that FDS regard legitimate transaction as fraudulent transaction, it investigates all transactions that requied additional authentications or outbound call. We infered additional facts to refine detection rules in progress of outbound calling and applied to existing detection rules to improve. The main results of this study is the following: (a) Type I error is decreased (b) Type II errors are also decreased. The major contribution of this paper is the improvement of effectiveness in detecting fraudulent transaction using transaction behaviors and providing a continuous method that elevate fraud detection rules.