Detecting credit card fraud by Modified Fisher Discriminant Analysis
作者：
Highlights：
• We introduce Fisher Linear Discriminant Analysis (FLDA).
• We modify it to be sensitive toward profitable instances.
• We applied them together in credit card fraud detection problem.
• The results are compared in terms of total obtained profit with three well-known models.
• Modified fisher outperforms the other models in attaining high profit.
摘要
•We introduce Fisher Linear Discriminant Analysis (FLDA).•We modify it to be sensitive toward profitable instances.•We applied them together in credit card fraud detection problem.•The results are compared in terms of total obtained profit with three well-known models.•Modified fisher outperforms the other models in attaining high profit.
论文关键词：Credit card fraud,Linear discriminant,Fisher linear discriminant function,Modified Fisher Discriminant,Profitability
论文评审过程：Available online 6 November 2014.
论文官网地址：https://doi.org/10.1016/j.eswa.2014.10.037
