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Permalink Reply by Tomas Keller (formerly Ohlson) on March 3, 2011 at 9:42am

Hi,

when I used SVM in SAS there were only two different kernel functions, is it still?
If I remember correctly I transformed all variable values into the interval [0,1].

I worked in a project where we didn't have any confirmed cases of fraud but wanted to monitor transactions that could be fraudulent. I successfully used peer-group clustering to observe behavioural changes among the accounts.

 

Regards

Tomas Keller

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Permalink Reply by Mark on March 3, 2011 at 10:58pm

thanks Tomas,

    there is no support vector machine procedure in SAS at the moment. Many SAS users believe it should be released sometime this year.

 

Tomas, I have just started doing research on the classification methods,the bank i work has never implemented these methods before and my plan is try and cover peer group analysis at some point in time. at the moment at working on the regression approach, then will look to work with non parametric methods.

 

do you still remember how you went about peer group analysis? i have read an atical by David Hand and his research team. let me have your approach on how you went about doing peer group analysis. thanks in advance.

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Permalink Reply by Tomas Keller (formerly Ohlson) on March 4, 2011 at 1:18am

Hi Mark,

SVM should be accssible in SAS EM not sure if you can find it in Base SAS.

 

I used the ideas from the article Unsupervised profiling methods for fraud detection

by Bolton and Hand and derived my own method to compare the difference between the peer-group and the target.

 

 

/Tomas

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Permalink Reply by Mark on March 4, 2011 at 1:47am

thanks Tomas, ill go through the paper and  give you some feedback.I am using Base SAS, i will try access EM and explore the SVM node

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