基于XGBoost与LR融合模型的信用卡欺诈检测OA北大核心CSTPCD

With the continuous development of bank card business, a variety of credit card frauds pose serious threats to financial institutions. Thus, the early detection of credit card fraud is an urgent task. This paper proposes a fusion model of XGBoost and LR. The model first employs XGBoost algorithm to automatically combine and discretize features, and then applies the newly constructed feature vector to the Logistic Regression model for classification prediction. Our experimental results show, the proposed XGBoost and LR fusion model delivers better fraud detection performance and improves the accuracy of the detection of credit card frauds.