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Development of a Credit Card Fraud Detection Model

Student: Kistkin Anton

Supervisor: Alexey Los

Faculty: HSE Tikhonov Moscow Institute of Electronics and Mathematics (MIEM HSE)

Educational Programme: Cyber Security (Specialist)

Final Grade: 9

Year of Graduation: 2020

This work is concerned with solving the classification problem for clients’ money transfers of a bank into legal and fraudulent ones using machine learning techniques. Basing on real transactions, the features characteristic for each type of money transfer were engineered, and an ensemble of algorithms was developed which includes 8 basic classifiers. The ensemble showed the following values of quality metrics on the test set: False Positive Rate – 0.0006, Precision – 0.83.

Full text (added January 14, 2020)

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