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Bayesian Variable Selection with Shrinkage Priors and Generative Adversarial Networks for Fraud Detection

This research paper focuses on fraud detection in the financial industry using Generative Adversarial Networks (GANs) in conjunction with Uni and Multi Variate Bayesian Model with Shrinkage Priors (BMSP). The problem addressed is the need for accurate and advanced fraud detection techniques due to the increasing sophistication of fraudulent activities. The methodology involves the implementation of GANs and the application of BMSP for variable selection to generate synthetic fraud samples for fraud detection using the augmented dataset. Experimental results demonstrate the effectiveness of the BMSP GAN approach in detecting fraud with improved performance compared to other methods. The conclusions drawn highlight the potential of GANs and BMSP for enhancing fraud detection capabilities and suggest future research directions for further improvements in the field.

Identiferoai:union.ndltd.org:ucf.edu/oai:stars.library.ucf.edu:etd2023-1169
Date01 January 2024
CreatorsIssoufou Anaroua, Amina
PublisherSTARS
Source SetsUniversity of Central Florida
LanguageEnglish
Detected LanguageEnglish
Typetext
Formatapplication/pdf
SourceGraduate Thesis and Dissertation 2023-2024
RightsIn copyright

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