Fraud detection exploration

[misilva73]

Workplan:

• [x] Design and test simple heuristics we could use on Saturn to detect fraudulent logs. This includes the parameter tuning for each heuristic.
• [ ] Test anomaly detection techniques on ARC data and explore anomalies. Since we don’t expect to see any anomalies, this will be a good test for false positives (i.e. data points we predict to be anomalous that in reality correspond to valid exchanges).
• [x] Design the final proposal for the fraud detection module and document.

DD: September 9

[misilva73]

The log detection module proposal can be found here. It only includes heuristics atm.

[misilva73]

Note that we decided to leave the multivariate anomaly detection analysis for another issue, to be tackled after the presentation at FIL-Singapore.