图 书 馆
用于改进证券欺诈检测的关系数据预处理技术Relational Data Pre-Processing Techniques for Improved Securities Fraud Detection |
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| 课程网址: | http://videolectures.net/kdd07_fast_rdppt/ |
| 主讲教师: | Andrew Fast |
| 开课单位: | 马萨诸塞大学 |
| 开课时间: | 2007-08-14 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | Commercial datasets are often large, relational, and dynamic. They contain many records of people, places, things, events and their interactions over time. Such datasets are rarely structured appropriately for knowledge discovery, and they often contain variables whose meanings change across different subsets of the data. We describe how these challenges were addressed in a collaborative analysis project undertaken by the University of Massachusetts Amherst and the National Association of Securities Dealers (NASD). We describe several methods for data preprocessing that we applied to transform a large, dynamic, and relational dataset describing nearly the entirety of the U.S. securities industry, and we show how these methods made the dataset suitable for learning statistical relational models. To better utilize social structure, we first applied known consolidation and link formation techniques to associate individuals with branch office locations. In addition, we developed an innovative technique to infer professional associations by exploiting dynamic employment histories. Finally, we applied normalization techniques to create a suitable class label that adjusts for spatial, temporal, and other heterogeneity within the data. We show how these pre-processing techniques combine to provide the necessary foundation for learning high-performing statistical models of fraudulent activity. |
| 关 键 词: | 商业数据; 数据预处理; 美国证券业 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2020-07-13：yumf |
| 阅读次数: | 61 |