# Dataset shift quantification for credit card fraud detection

arXiv: https://arxiv.org/abs/1906.06977 · HTML: https://mlsanity.com/paper/1906.06977/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 17 Jun 2019.

## Built on by (most cited first, 2 of 2)

- [Drift-Resilient TabPFN: In-Context Learning Temporal Distribution Shifts on Tabular Data](https://mlsanity.com/paper/2411.10634/) (2024)
- [A unified framework for dataset shift diagnostics](https://mlsanity.com/paper/2205.08340/) (2022)

## Abstract (arXiv)

Machine learning and data mining techniques have been used extensively in order to detect credit card frauds. However purchase behaviour and fraudster strategies may change over time. This phenomenon is named dataset shift or concept drift in the domain of fraud detection. In this paper, we present a method to quantify day-by-day the dataset shift in our face-to-face credit card transactions dataset (card holder located in the shop) . In practice, we classify the days against each other and measure the efficiency of the classification. The more efficient the classification, the more different the buying behaviour between two days, and vice versa. Therefore, we obtain a distance matrix characterizing the dataset shift. After an agglomerative clustering of the distance matrix, we observe that the dataset shift pattern matches the calendar events for this time period (holidays, week-ends, etc). We then incorporate this dataset shift knowledge in the credit card fraud detection task as a new feature. This leads to a small improvement of the detection.