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
| Identifer | oai:union.ndltd.org:CHENGCHI/G0090356039 |
| Creators | 張憶賢 |
| Publisher | 國立政治大學 |
| Source Sets | National Chengchi University Libraries |
| Language | 中文 |
| Detected Language | English |
| Type | text |
| Rights | Copyright © nccu library on behalf of the copyright holders |
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