Yavuz's MS Thesis

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Credit Card Fraud Detection Systems

Transcript of Yavuz's MS Thesis

  • 1. T.C.GEBZE YKSEK TEKNOLOJ ENSTTS SOSYAL BLMLER ENSTTSKRED KARTI KULLANIMINDA SAHTECLK TESPT SSTEMLERYavuz Selim KERESTEC YKSEK LSANS TEZSTRATEJ BLM ANABLM DALI GEBZE2008

2. T.C.GEBZE YKSEK TEKNOLOJ ENSTTS SOSYAL BLMLER ENSTTSKRED KARTI KULLANIMINDA SAHTECLK TESPT SSTEMLERLSANS BTRME TEZYavuz Selim KERESTECSTRATEJ BLM ANABLM DALI TEZ DANIMANIYrd.Do.Dr. Hseyin NCEGEBZE 2008 3. iiZETTEZN BALII: KRED KARTI KULLANIMINDA SAHTECLK TESPTSSTEMLERYAZAR ADI: YAVUZ SELM KERESTEC Gelien teknolojiler her geen gn byk bir hzla hayatmza girerekyaamn her alannda insan hayatn kolaylatrmaktadr. Bilgisayar ve iletiimalanndaki teknolojik gelimeler gnmzde insanlk tarihi acsndan ok nemli birdevrim olarak kabul edilmektedir. Bu teknolojik gelimelerle beraber insanlarnharcamalarnn artmas parann yerini alan kredi kart kullanmnnda ok byk biroranda artmasna sebep olmakta, btn bunlarla beraber bu kadar ok artan kredikart kullanmyla birlikte kredi kart sahtecilii de doru orantl olarak artmaktadr.Kredi kart sahteciliinin artmas etkin ve verimli ekilde kullanabilen sahteciliksistemlerini gndeme getirmektedir. almann birinci blmnde kredi kart tanm, kredi kart sahtecilii,yaplm almalar, sahtecilik ve sahtecilik tespit yntemlerinde kullanlan tekniklerhakknda genel bilgiler verilmeye allmtr. kinci blmde genel olaraksahtecilik terimi zerinde durulmu olup sahtecilik tanm, sahtecilik ile ilgilikavramlar, yllk kredi kart rakamlar, kredi kart sahtecilik trleri, sahtecilikmetodlar, sahtecilik eitleri ve sahte bilgi elde etme yntemleri hakknda geni bilgisunulmutur. nc blmde sahtecilik tespitinde kullanlan veri madencilii,yapay zeka ve istatistiksel teknikler ayrntl bir ekilde incelenmitir. Drdncblmde bir finans kurumdan elde ettiimiz kredi kart harcamalarnn olduu veriseti, yapay zeka ve istatistiksel teknikler ile incelenerek test edilmi veyorumlanmtr. Sonu olarak, kullanm olduumuz veri madencilii teknikleri (Yapay Zeka,Uyarlanabilir A-Tabanl Bulank karm Sistemleri, Destek Vektr Makineleri,Kural Tabanl renme, Lojistik Regresyon ve Diskriminant Analizi) ile eldeettiimiz sonular doru snflandrma oran, birinci tip hata ve ikinci tip hatakriterleri ile yorumlanmtr. 4. iii SUMMARYTITLE : CREDIT CARD FRAUD DETECTION SYSTEMSAUTHOR NAME : YAVUZ SELM KERESTEC Technological evolutions, spreading into our life on an increasing scale witheach passing day, are making human life simpler in many aspects. Technologicalimprovements in computer and communication areas are currently being consideredas the most essential revolution in history of civilization. The increase inexpenditures, a by-product of these technological developments generalizes the useof credit cards as a medium of payment, superseding the cash money, also causes aproportionally expansion in number of credit cards fraud cases. Hence, an increase incredit cards fraud cases brings efficient and productive falsification systems intosharp relief. In the first section, the definition and falsification of credit cards, literaturereview, fraud and falsification detection methods are explained by giving generalinformation. Second section, by and large, concentrates on the term of fraud andhighlights the definition of frauds as well as concepts, annual credit cards figures,fraud types of credit cards, methods and sorts of frauds in addition to the approachesof gaining fake information. In the third section, data mining methods used in frauddetection, artificial intelligence and statistical techniques are examined in detail. Inthe fourt section, a database regarding a set of credit cards expenditures, compiled bya financial institution, are submitted to an examination and interpreted throughartificial intelligence and statistical techniques. As a consequence, results derived through data mining techniques (NeuralNetwork, Adaptive Network Based Fuzzy Inference System, Support VectorMachine, Rule Based Learning, Logistic Regression, Discriminant Analysis ) arecommented with the criteria of correct classification rate, Type I Error and Type IIError. 5. iv TEEKKR Kredi kart kullanmnda sahtecilik tespit sistemleri isimli bu tez almamhazrlamamda desteini esirgemeyen ok deerli eime ve aileme, eletirileri,nerileri, yol gstericilii ile birlikte tezimi hazrlamama olanak salayan saynhocam Yrd. Do. Dr. Hseyin NCEye teekkrlerimi sunarm. Yksek lisans renimim boyunca desteklerini benden esirgemeyen MehmetFatih Keresteci ve Mehmet Tahir Zazaoluna teekkr bir bor bilirim. Verdiidestekten dolay TUBTAKa da teekkr ederim. 6. vNDEKLER DZNZET .......................................................................................................................iiSUMMARY ........................................................................................................... iiiTEEKKR ............................................................................................................ivNDEKLER DZN ............................................................................................vSMGELER VE KISALTMALAR DZN ............................................................viiEKLLER DZN ...............................................................................................viiiTABLOLAR DZN...............................................................................................ix1. GR ...................................................................................................................12. SAHTECLK LE LGL KAVRAMLAR..........................................................4 2.1 Kredi Kart......................................................................................................5 2.2 Kredi Kart Sahtecilik eitleri .....................................................................10 2.2.1 Kayp / alnt Kart Yntemi..................................................................10 2.2.2 Kredi Kartn Usulsz Kullanma / Kullandrma Yntemi........................11 2.2.3 Sahte Bavuru Yntemi ..........................................................................12 2.2.4 nternetten Alveri Yntemi.................................................................13 2.2.5 ATM Dolandrcl Yntemi ................................................................13 2.3 Kredi Kart Bilgisi Elde Etmede Sahtecilik Yntemleri .................................14 2.3.1 Sahte E-Posta Yntemi...........................................................................14 2.3.2 Kart Bilgilerini Kopyalama Yntemi ......................................................15 2.3.3 Uzak Bilgisayardan Haklama Yntemi ...................................................15 2.3.4 Yerel Bilgisayardan Veri Transferi Yntemi...........................................163. SAHTECLKTE KULLANILAN TEKNKLER ...............................................17 3.1. Yapay Zeka..................................................................................................18 3.1.1 Yapay Sinir Alar .................................................................................20 3.1.1.1 Yapay Sinir Alarnn Tarihesi.......................................................21 3.1.1.2 Yapay Sinir Alarna Giri ..............................................................23 3.1.1.3 Yapay Sinir Alarnn Snflandrlmas ...........................................25 3.1.1.3 ok Katmanl Perseptron Algoritmas .............................................28 3.1.2. ANFIS (Uyarlamal Alara Dayanan Bulank karm Sistemi).............33 3.1.3. Kural Tabanl renme .........................................................................36 3.1.4. Destek Vektr Makineleri......................................................................39 7. vi3.1.4.1 Dorusal Destek Vektr Makineleri .................................................413.1.4.2 Dorusal Olmayan Destek Vektr Makineleri..................................42 3.2. Klasik statistiksel Teknikler ........................................................................433.2.1. Lojistik Regresyon Analizi ....................................................................443.2.2. Diskriminant Analizi .............................................................................474. KRED KARTI SAHTECLK TESPT SSTEMLER ZERNE BRUYGULAMA.........................................................................................................52 4.1 Aratrmann Amac......................................................................................52 4.2 Aratrmann Snrlar....................................................................................52 4.3 rneklem ......................................................................................................53 4.4 Yntem .........................................................................................................53 4.5 Veri Analizi ..................................................................................................54 4.6 Bulgular ........................................................................................................554.6.1 Yapay Sinir Alar (ok Katmanl Perseptron Algoritmas) ...................554.6.2 Destek Vektr Makineleri.......................................................................574.6.3 Lojistik Regresyon .................................................................................584.6.4 Diskriminant Analizi ..............................................................................594.6.5 Analizlerin Karlatrlmas ...................................................................605. SONU VE NERLER ....................................................................................63KAYNAKA .........................................................................................................65ZGEM ...........................................................................................................70 8. vii SMGELER VE KISALTMALAR DZNADALINE : Adaptif Lineer Neuron.ANFIS : Adaptive Neural Fuzzy Inference Systems.ANOVA : Analysis Of Variance.ART : Adaptive Resonance The