{"id":2499,"date":"2025-06-23T10:37:39","date_gmt":"2025-06-23T09:37:39","guid":{"rendered":"http:\/\/newskbncran.ru\/?page_id=2499"},"modified":"2026-04-13T09:34:50","modified_gmt":"2026-04-13T08:34:50","slug":"27-2-1-en","status":"publish","type":"page","link":"https:\/\/izvestiyakbncran.ru\/index.php\/en\/27-2-1-en\/","title":{"rendered":"27.2.1 en"},"content":{"rendered":"\n<h1 class=\"wp-block-heading has-lora-font-family\" style=\"font-size:24px\"><strong>Building a machine learning model for predicting fraudulent transactions<\/strong><\/h1>\n\n\n\n<p class=\"has-foreground-color has-text-color has-link-color has-lora-font-family has-extra-small-font-size wp-elements-75118cf8c808fd811e1ff9841d5acae5\" style=\"margin-top:0;margin-bottom:0;padding-top:0;padding-bottom:0\"><strong><strong><strong><strong><strong><strong><strong><strong><strong><strong><strong><strong><strong><strong>A.F. Konstantinov, L.P. Dyakonova<\/strong><\/strong><\/strong><\/strong><\/strong><\/strong><\/strong><\/strong><\/strong><\/strong><\/strong><\/strong><\/strong><\/strong><\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity is-style-wide\" style=\"margin-top:var(--wp--preset--spacing--20);margin-bottom:var(--wp--preset--spacing--20)\"\/>\n\n\n\n<div class=\"wp-block-group is-nowrap is-layout-flex wp-container-core-group-is-layout-24a27e19 wp-block-group-is-layout-flex\" style=\"margin-top:0;margin-bottom:0;padding-top:0;padding-bottom:0\">\n<p class=\"has-text-color has-link-color has-lora-font-family has-extra-small-font-size wp-elements-fa99f84d8051eb763ab85c3007cdb1c2\" style=\"color:#5b1919;text-decoration:underline\"><strong><strong>Upload the full text<\/strong><\/strong><\/p>\n\n\n\n<div class=\"wp-block-group is-vertical is-layout-flex wp-container-core-group-is-layout-9151b400 wp-block-group-is-layout-flex\" style=\"min-height:0px;margin-top:0;margin-bottom:0;padding-top:0;padding-bottom:0\">\n<div class=\"wp-block-buttons is-content-justification-left is-layout-flex wp-container-core-buttons-is-layout-15bf754d wp-block-buttons-is-layout-flex\" style=\"margin-top:0;margin-bottom:0;padding-top:0;padding-right:0;padding-bottom:0;padding-left:0\">\n<div class=\"wp-block-button has-custom-width wp-block-button__width-100 is-style-outline is-style-outline--1\"><a class=\"wp-block-button__link has-background-background-color has-text-color has-background has-link-color has-border-color has-small-font-size has-custom-font-size wp-element-button\" href=\"http:\/\/izvestiyakbncran.ru\/wp-content\/uploads\/2025\/06\/konstantinov-dyakonova-1.pdf\" style=\"border-color:#5b1919;border-style:solid;border-width:2px;border-radius:8px;color:#5b1919;padding-top:0.4rem;padding-right:var(--wp--preset--spacing--40);padding-bottom:0.4rem;padding-left:var(--wp--preset--spacing--40)\">PDF<\/a><\/div>\n<\/div>\n\n\n\n<div style=\"height:0px;width:0px\" aria-hidden=\"true\" class=\"wp-block-spacer wp-container-content-273e683f\"><\/div>\n<\/div>\n<\/div>\n\n\n\n<p class=\"has-foreground-color has-text-color has-link-color has-lora-font-family has-extra-small-font-size wp-elements-4d24838cc8cf2f63f15d8755d82a4252\" style=\"line-height:1.4\"><span><strong style=\"font-weight: bold;\"><em>Abstract<\/em><\/strong><\/span><strong>.<\/strong> The article presents development of a machine learning model for predicting fraudulent transactions using transactional data from a bank. It discusses the features of encoding categorical variables related to the presence of time in the transactional data to avoid information leakage. Additionally, experiments were conducted on the application of bagging and the creation of additional variables based on their contribution to the final prediction using Shapley values. The quality metrics of the machine learning model are examined and analyzed.<\/p>\n\n\n\n<p class=\"has-foreground-color has-text-color has-link-color has-lora-font-family has-extra-small-font-size wp-elements-9ad6483c9fb2bfa9dc03a9dcd32c2879\" style=\"line-height:1.4\"><strong><strong><em>Keywords<\/em><\/strong>:<\/strong> fraudulent transactions, catboost, encoding categorical variables, catboost_encoder, target_encoder, bagging, variables creation, Shapley values<\/p>\n\n\n\n<p class=\"has-foreground-color has-text-color has-link-color has-lora-font-family wp-elements-497d4a7bba2848c372b6c253a022fb9a\" style=\"font-size:12px;line-height:1.4\"><strong><strong>For citation<\/strong>.<\/strong> Konstantinov A.F., Dyakonova L.P. Building a machine learning model for predicting fraudulent transactions. &nbsp;<em>News &nbsp;of &nbsp;the &nbsp;Kabardino-Balkarian &nbsp;Scientific &nbsp;Center &nbsp;of &nbsp;RAS.<\/em><strong> &nbsp;<\/strong>2025. &nbsp;Vol. 27. &nbsp;No. 2. &nbsp;Pp. 11\u201322. DOI: 10.35330\/1991-6639-2025-27-2-11-22<\/p>\n\n\n\n<details class=\"wp-block-details has-foreground-color has-text-color has-link-color has-lora-font-family has-extra-small-font-size wp-elements-b47be8f60c339245c889c7b30ad37d98 is-layout-flow wp-container-core-details-is-layout-0ab540ad wp-block-details-is-layout-flow\" style=\"font-style:normal;font-weight:700;line-height:1.5\"><summary><strong>R<\/strong>eferences<\/summary>\n<ol style=\"margin-top:0;margin-bottom:0\" class=\"wp-block-list\">\n<li style=\"font-style:normal;font-weight:400\">Mashrur &nbsp;A., &nbsp;Luo &nbsp;W., &nbsp;Zaidi &nbsp;N.A., &nbsp;Robles-Kelly &nbsp;A. &nbsp;Machine &nbsp;Learning &nbsp;for &nbsp;Financial Risk Management: A Survey. <em>IEEE Access.<\/em> 2020. Vol. 8. Pp. 203203\u2013203223. DOI: 10.1109\/ACCESS.2020.3036322<\/li>\n\n\n\n<li style=\"font-style:normal;font-weight:400\">Awosika T., Shukla R.M., Pranggono B. Transparency and Privacy: The Role of Explainable &nbsp;AI &nbsp;and &nbsp;Federated &nbsp;Learning &nbsp;in &nbsp;Financial &nbsp;Fraud &nbsp;Detection. <em>&nbsp;IEEE Access.&nbsp;<\/em>2024. Vol. 12. Pp. 64551\u201364560. DOI:&nbsp;10.1109\/ACCESS.2024.3394528<\/li>\n\n\n\n<li style=\"font-style:normal;font-weight:400\">McMahan B., Moore E., Ramage D. et al. Communication-efficient learning of deep networks from decentralized data<em>. <\/em><em>Proceedings of the 20 th International Conference on Artificial Intelligence and Statistics<\/em>. 2017. Vol. 54. Pp. 1273\u20131282. DOI: 10.48550\/arXiv.1602.05629<\/li>\n\n\n\n<li style=\"font-style:normal;font-weight:400\">Ali A.A., Khedr A.M., El-Bannany M., Kanakkayil S. A Powerful Predicting Model for Financial Statement Fraud Based on Optimized XGBoost Ensemble Learning Technique. <em>Applied Sciences<\/em>. 2023. Vol. 13. No. 4. P. 2272. DOI: 10.3390\/app13042272<\/li>\n\n\n\n<li style=\"font-style:normal;font-weight:400\">He K., Yang Q., Ji L. et al. Financial Time Series Forecasting with the Deep Learning Ensemble Model. <em>Mathematics<\/em>. 2023. Vol. 11. No. 4. P. 1054. DOI: 10.3390\/math11041054<\/li>\n\n\n\n<li style=\"font-style:normal;font-weight:400\">Prokhorenkova L., Gusev G., Vorobev A. et al. CatBoost: unbiased boosting with categorical features. <em>NIPS&#8217;18: Proceedings of the 32nd International Conference on Neural Information Processing Systems<\/em>. 2018. Pp. 6639\u20136649. DOI: 0.48550\/arXiv.1706.09516<\/li>\n\n\n\n<li style=\"font-style:normal;font-weight:400\">Micci-Barreca D. A Preprocessing Scheme for High-Cardinality Categorical Attributes in Classification and Prediction Problems. <em>ACM SIGKDD Explorations Newsletter.<\/em> Vol. 3. No. 1. Pp. 27\u201332. DOI: 10.1145\/507533.507538<\/li>\n\n\n\n<li style=\"font-style:normal;font-weight:400\">Dorogush A.V., Ershov V., Gulin A. CatBoost: gradient boosting with categorical features support. <em>Workshop on ML Systems at NIPS.<\/em> 2017. DOI: 10.48550\/arXiv.1810.11363<\/li>\n\n\n\n<li style=\"font-style:normal;font-weight:400\">Breiman &nbsp;L. Bagging predictors. <em>Machine Learning.<\/em> 1996. Vol. &nbsp;24. No. 2. Pp. &nbsp;123\u2013140. DOI: 10.1007\/BF00058655<\/li>\n\n\n\n<li style=\"font-style:normal;font-weight:400\">&nbsp;Official website Catboost. Common parameters. \u0422\u043e\u0447\u043a\u0430 \u0434\u043e\u0441\u0442\u0443\u043f\u0430: https:\/\/catboost.ai\/en\/docs\/ references\/training-parameters\/common#bagging_temperature (\u0434\u0430\u0442\u0430 \u043e\u0431\u0440\u0430\u0449\u0435\u043d\u0438\u044f: 10 \u044f\u043d\u0432\u0430\u0440\u044f 2025)<\/li>\n\n\n\n<li style=\"font-style:normal;font-weight:400\">Shapley L. Notes on the n-person game, ii: the value of an n-person game. 1951.<\/li>\n\n\n\n<li style=\"font-style:normal;font-weight:400\">Official website SHAP library. \u0422\u043e\u0447\u043a\u0430 \u0434\u043e\u0441\u0442\u0443\u043f\u0430: https:\/\/shap.readthedocs.io\/en\/latest\/ example_notebooks\/tabular_examples\/tree_based_models\/Catboost%20tutorial.html (\u0434\u0430\u0442\u0430 \u043e\u0431\u0440\u0430\u0449\u0435\u043d\u0438\u044f: 10 \u044f\u043d\u0432\u0430\u0440\u044f 2025)<\/li>\n\n\n\n<li style=\"font-style:normal;font-weight:400\">Brier Glenn W. Verification of forecasts expressed in terms of probability. <em>Monthly Weather Review.<\/em> 1950. Vol. 78. No. 1. Pp. 1\u20133. Bibcode:1950MWRv&#8230;78&#8230;.1B. DOI: 10.1175\/1520-0493(1950)078 &lt;0001:VOFEIT&gt; 2.0.CO<\/li>\n\n\n\n<li style=\"font-style:normal;font-weight:400\">Akiba T., Sano S., Yanase T. et al. Optuna: A Next-generation Hyperparameter Optimization Framework. <em>KDD &#8217;19: Proceedings of the 25th ACM SIGKDD International Conference on Knowledge Discovery &amp; Data Mining<\/em>. Pp. 2623\u20132631. DOI: 10.1145\/3292500.3330701<\/li>\n<\/ol>\n<\/details>\n\n\n\n<details class=\"wp-block-details has-foreground-color has-text-color has-link-color has-lora-font-family has-extra-small-font-size wp-elements-111d4b013c10df5df37ecab0eab16aaa is-layout-flow wp-container-core-details-is-layout-5dafc681 wp-block-details-is-layout-flow\" style=\"font-style:normal;font-weight:700;line-height:1.5\"><summary><strong>Information about the authors<\/strong><\/summary>\n<div class=\"wp-block-group is-vertical is-layout-flex wp-container-core-group-is-layout-b291ae12 wp-block-group-is-layout-flex\" style=\"min-height:0px;margin-top:0;margin-bottom:0;padding-top:var(--wp--preset--spacing--20);padding-right:var(--wp--preset--spacing--40);padding-bottom:var(--wp--preset--spacing--20);padding-left:var(--wp--preset--spacing--40)\">\n<p style=\"font-style:normal;font-weight:400\"><strong>Alexey F. Konstantinov<\/strong>, Post-graduate Student, Department of Informatics, Plekhanov Russian University of Economics;<\/p>\n\n\n\n<p style=\"font-style:normal;font-weight:400\">115054, Russia, Moscow, 36 Stremyannyy lane;<\/p>\n\n\n\n<p style=\"font-style:normal;font-weight:400\">konstantinovaf@gmail.com, ORCID: https:\/\/orcid.org\/0009-0000-9591-3301<strong>, <\/strong>SPIN-code: 3088-3121<\/p>\n\n\n\n<p style=\"font-style:normal;font-weight:400\"><strong>Lyudmila P. Dyakonova<\/strong>, Candidate of Physical and Mathematical Sciences, Associate Professor, Department of Informatics, Plekhanov Russian University of Economics;<\/p>\n\n\n\n<p style=\"font-style:normal;font-weight:400\">115054, Russia, Moscow, 36 Stremyannyy lane;<\/p>\n\n\n\n<p style=\"font-style:normal;font-weight:400\">Dyakonova.LP@rea.ru, ORCID: https:\/\/orcid.org\/0000-0001-5229-8070,SPIN-code: 2513-8831<\/p>\n<\/div>\n<\/details>\n","protected":false},"excerpt":{"rendered":"<p>Building a machine learning model for predicting fraudulent transactions A.F. Konstantinov, L.P. Dyakonova Upload the full text Abstract. The article presents development of a machine learning model for predicting fraudulent transactions using transactional data from a bank. It discusses the features of encoding categorical variables related to the presence of time in the transactional data [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"wp-custom-template-home","meta":{"footnotes":""},"class_list":["post-2499","page","type-page","status-publish","hentry"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v27.5 - https:\/\/yoast.com\/product\/yoast-seo-wordpress\/ -->\n<title>27.2.1 en - \u0418\u0417\u0412\u0415\u0421\u0422\u0418\u042f \u041a\u0410\u0411\u0410\u0420\u0414\u0418\u041d\u041e-\u0411\u0410\u041b\u041a\u0410\u0420\u0421\u041a\u041e\u0413\u041e \u041d\u0410\u0423\u0427\u041d\u041e\u0413\u041e \u0426\u0415\u041d\u0422\u0420\u0410 \u0420\u0410\u041d\u00bb<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/izvestiyakbncran.ru\/index.php\/en\/27-2-1-en\/\" \/>\n<meta property=\"og:locale\" content=\"ru_RU\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"27.2.1 en - \u0418\u0417\u0412\u0415\u0421\u0422\u0418\u042f \u041a\u0410\u0411\u0410\u0420\u0414\u0418\u041d\u041e-\u0411\u0410\u041b\u041a\u0410\u0420\u0421\u041a\u041e\u0413\u041e \u041d\u0410\u0423\u0427\u041d\u041e\u0413\u041e \u0426\u0415\u041d\u0422\u0420\u0410 \u0420\u0410\u041d\u00bb\" \/>\n<meta property=\"og:description\" content=\"Building a machine learning model for predicting fraudulent transactions A.F. 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