Hidden Markov Model using transaction patterns for ATM card fraud detection
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- Foster D.P. & Stine R.A., 2004. "Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 303-313, January.
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Keywords
Hidden Markov Model; Gaussian distribution; generalized Poisson; optimal detection; forward-backward algorithm; estimation; simulation.;All these keywords.
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