Table 2 RFM and FBADT features from the literature that are applicable to our dataset.
From: Feature generation and contribution comparison for electronic fraud detection
Feature Categories | Feature description |
|---|---|
Recency | Transactions made in the last 24 hours |
Recency | The average of the sum of deposits and withdrawals in the past 30 days |
Recency | The average of the daily sum of the deposit and withdrawal amounts in the past 30 days |
Recency | The average daily transaction amount for a specific account within 30 days. |
Recency | The average weekly remittance amount in the past 60 days |
Recency | The average weekly transaction amount for a specific account within 60 days. |
Frequency | Assume that the suspicious behavior with the most occurrences of the account in nine days is S. This feature counts the occurrences of S. |
Frequency | (Date of the ninth transaction minus date of the first transaction)/9. |
Frequency | Least frequent type of transaction. |
Frequency | Most frequent type of transaction. |
Frequency | Second most frequent type of transaction |
Monetary | Standard deviation of the withdrawal amount. |
Monetary | Standard deviation of the deposit amount. |
Monetary | Is the withdrawal amount the same as the withdrawal amount that fraudsters are accustomed to? |
Monetary | The total transaction amount |
Monetary | The total amount of consecutive transaction types being conducted. |
Monetary | The median absolute deviation of the transaction amount of each account. |
Monetary | The average number of occurrences of the number “0” in the transaction amount. |
Monetary | Maximum daily transaction amount of the account. |
Monetary | The maximum sum of the number of withdrawals and deposits of the account on the same day. |
Monetary | The number of times the withdrawal amount of an account is greater than the maximum transaction amount minus the maximum fast transfer amount. |
Monetary | The number of times the withdrawals of an account in a single day are greater than the maximum transaction amount minus the maximum fast transfer amount. |
Monetary | The number of times that the withdrawal amount of an account is lower than the minimum fast transfer amount. |
Monetary | The number of times the transaction amount of an account is greater than 95% of all transaction amounts. |
Monetary | The number of times that an account has withdrawn all its balances. |
FBADT | Whether the Mahalanobis distance of an account’s features exceeds the threshold set by the bank |
FBADT | The average distance between the feature vector of an account and the feature vectors of the five closest accounts. |
FBADT | The average density of the neighborhood of the five closest accounts divided by the average density of the neighborhood of the account. |
FBADT | Take the group of isolation trees with the highest degree of isolation of observation to calculate the average standard path length of all tree |
FBADT | Whether the first digit of the transaction amount satisfies the distribution of Newcomb-Benford law |
FBADT | The number of account transactions in which the Z-score of the amount is greater than 3 |
