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Reducing Fraud
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Perkembangan Teknologi Untuk

Mendeteksi Fraud - Studi Literatur

DIAZ PRIANTARA - BINCANG ANTI FRAUD

15 Oktober 2022
Mengapa pendeteksian fraud adalah kunci penting?

• Pendeteksian fraud yang efektif adalah yang:

1. CEPAT (the speed with which fraud is detected) &
2. AMPUH (the way it is detected)
• Ukuran efektif: efek jera yang substansial kepada calon pelaku untuk
1. TIDAK BERPIKIR MENCOBA melakukan fraud &
2. MENEKAN FRAUD agar tidak menjadi massif dan kerugian tidak lebih besar;
• Pendeteksian fraud yang efektif berarti mendukung dan bagian dari
Pencegahan Fraud;
• Persoalannya: (1) BAGAIMANA & (2) KAPAN FRAUD TERDETEKSI
• Tergantung pada (1) METODOLOGI/CARA & (2) KAPABILITAS

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Sumber: RTTN
ACFE 2022

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Metodologi pendeteksian fraud

Contoh fraudulent behaviour MANUAL TEKNOLOGI Contoh teknologi

a. Groupthink • FRAUDULENT • DATA a. Data query & extract
b. Work deviance behaviour BEHAVIOR ELEKTRONIK (CAAT)
c. Organizational injustice b. Data mining
d. Hypocrisy c. CA/CM
e. Moral disengagement d. Big data
f. Criminogenic e. AI / ML

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 Sumber: Madhuri et al (2021). Big-data driven approaches in materials science
for real-time detection and prevention of fraud

Fraud analytics is the combination of analytical tools and fraud detection with human
interaction that helps identify potential incorrect transactions

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 SNA: valuable insights into broad network
datasets based on the relationship between the
topics examined

Adhoc analysis: identify fundamental knowledge

on the field of operation by evaluating possible
trx of malicious activity

Connected analysis process unstructured data,

numbers, text/words, pictures, incl mouse
movement, gyro sensors etc. which represents
behaviour

Advanced behavioural analysis: analyses each

customer’s behaviour trends (dispenses,
settlement, average balance, location, etc.)

Sumber: Madhuri et al (2021). Big-data driven approaches in materials science for real-time detection and prevention of fraud

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DETEKSI DG DATA MINING (Ngai et al., 2011)
1. Asosiasi (metode berbasis aturan yang digunakan untuk menemukan asosiasi
dan hubungan variabel dalam satu set data)
2. Klasifikasi
3. Clustering
4. Regresi
5. Deteksi outlier
6. Prediksi
7. Visualisasi
Data mining: proses pengumpulan dan pengolahan data dalam jumlah besar (big
data) yang bertujuan untuk mengekstrak informasi penting pada data dengan tiga
tujuan yaitu untuk explanatory, confirmatory, exploratory.
Data mining dapat menerapkan statistic, analisa kuantitatif, s/d CT

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 Cognitive technology
Artificial intelligence (AI) Technology that has been programmed to replicate human behaviour such as participating in natural-seeming dialogue,
making decisions, understanding complexities within content and substituting for people in tasks. It can be used around
the clock and in processing large volumes of information quickly.
Algorithm A series of instructions to carry out a task. Algorithms can be created either explicitly by humans or other computer
processes, or developed through trial-and-error processes such as machine learning.
Cognitive capture solution A program that applies rules to a set of data taken from images of text and uses natural language processing (NLP) and
machine learning to replicate human ‘reading’ by recognising the context of a document, such as an HR form.
Machine learning The ability of a computational device to learn from large volumes of training data and improve upon a given task
without having been explicitly programmed to do so.
Neural networks A system of artificial neurons whose performance is inspired by the biological networks of the brain and which
recognises that information can be categorised according to specifications.
Natural language generation NLG refers to systems that generate human-seeming speech or written language.
Natural language processing NLP is an analysis of speech patterns and written language by computer to gain meaningful information.
Optical character recognition Reading handwritten or typed text electronically to create machine-encoded text that can be used in a different format
(for example, text captured from a photograph).
Robotic process automation A solution to replicate a business process, designed to do a task that would otherwise be performed manually. It is
programmed to follow “if this, then that” instructions. It runs with other programs rather than replacing them
Deep learning Algorithms that extract complex representations in layers, emulating the human brain’s ability to observe, analyse,
learn and make decisions.
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TEKNIK DETEKSI DG ML (Bolton & Hand, 2002)
• Deep learning
• Meniru struktur otak manusia (neural network)
• DL mampu belajar dan beradaptasi terhadap sejumlah besar data, menyelesaikan
berbagai permasalahan yang sulit diselesaikan dengan algoritma machine learning
• Supervised
• record of dataset/ informasi pada data yang sudah ada diberi label tertentu seperti
label fraud atau non fraud
• teknik ini bisa memberikan target terhadap output yang dilakukan dengan cara
membandingkannya melalui learning process di masa lalu
• Unsupervised
• record of dataset tidak diberi label fraud atau non fraud
• jika class of observasion tidak dapat diketahui
• Teknik ini mampu mendeteksi perilaku fraudulent yang baru / berkembang

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Penelitian deteksi fraud dengan teknologi

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Penelitian deteksi fraud dengan teknologi
• Sciencedirect dipilih untuk mendapatkan papers yang lebih andal
• Tahun 2015-2022 ditetapkan agar mendapat riset yang kekinian
• Search menghasilkan 107 papers, review baru dilakukan terhadap 31
papers untuk fraud telekomunikasi, kartu kredit, KKB, healthcare,
identity fraud, insurance fraud, dan blockchain.
• Para peneliti berupaya mengembangkan deteksi fraud dengan
AI/ML/DL yang menerapkan (uji) berbagai varian ML-DL dan mencari
model mana yang lebih powerful mendeteksi.
• Penelitian didominasi oleh peneliti yang memahami data science,
analisa kuantitatif, walau penelitian melibatkan disiplin ilmu terkait

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METODE AI/ML
No No
1 Decision trees 2 Neural network
3 Self-organizing maps 4 Signal processing on graphs
5 Hidden markov chains 6 Random forests
7 Fuzzy association rules 8 Genetic algorithms
9 Artificial immune systems 10 Network based approaches
11 Deep learning 12 Support vector machine
13 Bayesian belief network 14 Logistic regression
15 K-nearest neighbor 16 Fischer discriminant analysis
17 Dominance-based rough set approach 18 Entity relation network

Mendeteksi fraud finansial adalah pekerjaan menantang, tidak ada single method yang berlaku dan
cocok untuk semua varian fraud.
DalPazzolo et al. (2014): dalam membuat fraud modelling, ukuran yang lebih tepat adalah bukan
pada akurasi klasifikasi tetapi focus pada transaksi yang probabilita fraudnya tinggi sehingga lebih
tepat menggunakan prioritas/ranking
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Sumber: Al-Hashedi & Magalingam (2021). Financial fraud detection applying data mining techniques: A comprehensive review from 2009 to
2019. Computer Science Review

Referensi lain yang menarik :

Zhu et al. (2021). Intelligent financial fraud detection practices in post-pandemic era. The Innovation
Hilai et al. (2022). Financial Fraud: A Review of Anomaly Detection Techniques and Recent Advances. Expert Systems with Applications 15
Kesimpulan

1. Deteksi fraud melibatkan pendekatan manual dan teknologi.

2. Deteksi dengan bantuan teknologi diterapkan terhadap dataset
digital yang terstruktur atau tidak;
3. Deteksi fraud dengan teknologi berevolusi dan terupdate memakai
AI/ML/DL yang dapat di-embed-kan di data mining atau CA-CM;
4. Deteksi fraud keuangan dengan teknologi didominasi AI/ML/DL;
5. Praktisi wajib memiliki pengetahuan & ketrampilan deteksi fraud
secara manual dan teknologi dibantu data scientist yang paham
data & berbagai algoritma ML

Terima Kasih
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