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Title: | 信用卡偽卡偵測之研究 |
Authors: | 張憶賢 |
Contributors: | 陳春龍 諶家蘭
張憶賢 |
Keywords: | 偽卡偵測 |
Date: | 2003 |
Issue Date: | 2009-09-14 09:11:00 (UTC+8) |
Abstract: | 檢視以往在偽卡偵測的研究上,均是以能找出最多偽卡交易的方法為研究目標,再以該方法應用在所有持卡人身上。這些研究中的確找出了許多的好方法,但卻也有著以大多數人的行為模式套用在個人行為模式上的盲點,雖然也有研究是依據個人行為模式來偵測偽卡,但仍然沒有做到完全以個人為研究單位。
為解決上述的問題,本研究採用事件歷史分析法(Event History analysis) ,此方法用於觀察一段時間內某一事件的發生與否,探討事件的發生原因,並據以產生預測模型(hazard function)來預測事件發生的可能性。[王仕茹,民82] [林欣美,民84] [張佩惠,民85] 應用此方法於偽卡交易偵測上,可以得知造成該卡人偽卡交易產生的因素為何?是地點、特店別還是其他因素;更甚而可以建立個人預測偽卡的模型(hazard function),利用此模型判斷某筆交易是偽卡交易的百分比。
本研究應用此方法找出造成偽卡交易產生的因素,但限於所使用的軟體未提供當時間相關變數存在時,建構危機函數 (hazard function) 的功能,因此本研究採用決策樹來彌補這方面的不足。 When reviewing the researches about fraud cards detecting in the past, most of them focus on how to enhance the probabilities to detect fraud cards. Then,they applied the methods they found to detect all the cardholders’ credit cards. The shortcoming is it’s easy to treat the fraud transactions as the normal transactions because every cardholder has different consuming behavior. Even some researchers try to detect fraud cards by personal consuming behavior. In fact,they still don’t detect fraud cards by personal consuming behavior completely.
To resolve the problems described as above,this research adapt Event History analysis. Event history analysis revolves around two concepts: the risk set and the hazard rate(Allison 1984). The risk set comprises the number of dyads subject to event occurrence at a particular point in time. “The hazard rate is the probability that an event will occur at a particular time to a particular individual, given that the individual is at risk at that time” (Allison 1984, 16). We applied this method on fraud cards detecting to find the factors which cause fraud cards happened. Besides that,we can build the hazard function and use it to know the fraud opportunity of the transaction.
This research applied the method to find the factors which cause fraud cards happened successfully. The software this research used doesn’t provide the function to create hazard function when the time dependent variables exist,so this research replaced it with decision tree |
Reference: | Ø 中文部份 [劉秀玲,民90] 劉秀玲,「英國晶片信用卡推動及發展情形」,財政部金融局,出國報告書,民國90年。 [黃琮聖,民90] 黃琮盛,「以個人消費行為預測信用卡詐欺事件之研究」,國立中央大學資訊管理研究所,碩士論文,民國90年。 [張佩惠,民85] 張佩惠,信用卡持卡期間長短之研究 : 以事件歷史分析法分析之,國立台灣大學國際企業學研究所,碩士論文,民國85年。 [林欣美,民84] 林欣美,事件分析法探討廣告代理關係的不穩定性,國立台灣大學國際企業學研究所,碩士論文,民國84年。 [王仕茹,民82] 王仕茹,以事件歷史分析法探討中外合資事業之不穩定性,國立台灣大學國際貿易研究所,碩士論文,民國82年。 [聯合信用卡處理中心,民91] 聯合信用卡處理中心,「聯合信用卡中心會員銀行詐欺損失形態分析圖」,民國91年,http://www.nccc.com.tw [聯合晚報,民91] 蔡政諺、曹敏吉,「利誘入黑幫 偽卡當零用錢」,聯合晚報,2002/09/18。 蔡政諺,「財金員工盜賣密碼 追查偽造金融卡」,聯合報,2002/09/20。 [中央社,民92] 吳顯申,「駭客入侵美電腦星國銀行未發現未獲授權交易」,中央社,2003/02/21。 [顏志義,民88] 顏志義,「信用卡犯罪問題之研究」,中央警察大學刑事警察研究所,碩士論文,民國88年。 [Michael J. A. Berry, Gordon S. Linoff,2001] Michael J. A. Berry, Gordon S. Linoff,譯者 : 彭文正博士,Data Mining 資料採礦 顧客關係管理暨電子行銷之應用,2001/06。 Ø 英文部份 [Joseph F. Hair,Jr. Rolph E. Anderson Ronald L. Tatham,1987] Joseph F. Hair,Jr. Rolph E. Anderson Ronald L. Tatham,”Multivariate Data Analysis with Readings”,Macmillan,Second Edition,1987。 [Kevin J. Leonard,1993] Kevin J. Leonard “The development of a rule based expert system model for fraud alert in consumer credit”, European Journal of Operational Research,Received Novermber;revised June 1993. [Lori MacVittie,2002] Lori MacVittie,’Online fraud detection takes diligence’,Network Computing,Feb 18, 2002. [Paul D. Allison, 1995] Paul D. Allison, Survival Analysis Using SAS Systems: A Practical Guide. SAS Institute Inc. Cary, NC, USA, 1995. [Wheeler,R., Aitken,S,2000] Wheeler,R., Aitken,S., “Mutilple Algorithms for Fraud Detection”, Knowledge-Based System, Volume: 13, Issue: 2-3,April, 2000. [W Kim; M Kim,1999] W Kim; M Kim; ‘Performance and scalability in knowledge engineering: Issues and solutions’, Journal of Object - Oriented Programming; New York; Nov/Dec 1999. |
Description: | 碩士 國立政治大學 資訊管理研究所 90356039 92 |
Source URI: | http://thesis.lib.nccu.edu.tw/record/#G0090356039 |
Data Type: | thesis |
Appears in Collections: | [資訊管理學系] 學位論文
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