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Example with financial data #195
Example with financial data #195
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Plot is ok now, but it seems that there is no ERP...
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Ok. I think I found the problem. We include loans from different clients in the epochs. Probably better to only consider the customer history. The bad news is that there are not a lot of loans by customers in the dataset.
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I will try to find something. If you have an idea, feel free :)
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I spent a little bit of time on this. This is the best I can obtain to date, by creating a "fake" customer history by taking the "closest" loans:
https://github.com/gcattan/pyRiemann-qiskit/blob/financial_data_with_KNN/examples/other_datasets/plot_financial_data.py
In the current example (without KNN), if I remove the fraudulent loan itself from the epoch, the score is lower.
But interestingly, it is still able to grab something using only the past loans, even if they are owned by different customers:
This might indicate, for example, that some scams imply a collusion between different customers.
One possible, and practical implication, is that we can raise a warning before a fraudulent transaction actually occurs, while the random forest can only say afterward if a loan was fraudulent or genuine.
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For the ERP, can you check that ScandarScaler is applied on the correct dimension?
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Yes!
With standard scaler:
With robust scaler:
Ok, the
ownership
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So, I am starting to doubt the presence of an ERP in the data...
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Yes, but I don't think they detect the same kind of fraud.
ERP method can potentially detect fraudulent behavior over time, while RF is not able to do so.
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We can put this example on hold, time to think of a better way (or data) to show this.
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Yes, it will be very interesting to have an example on another type of data than biosignals.