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Modelagem de fraude em cartão de crédito

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Date
2008-09-02
Author
Moraes, Dalila de
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Abstract
The transactions volume increase brought the fraud increase, which result in a annual loss of billions of reais to all .nancial institutions in the world. Therefore, it.s very important the development of detection methods and fraud prevention. The di¢ cult in modeling this kind of data due the fact the data sets are extremely unbalanced. In this work, a bounded logit model will be proposed for fraud detection. It will also be discussed state- dependent sampling and compared with logit and bounded logit model performances. Two applications, one with a simulated data set and another with a real data set, will be presented. The Bayesian approach to these models will also be discussed. The data set analyses will be implemented in SAS and Winbugs software.
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https://repositorio.ufscar.br/handle/ufscar/4557
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UFSCar
Universidade Federal de São Carlos - UFSCar
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UFSCar
Universidade Federal de São Carlos - UFSCar
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UFSCar

IBICT