Configuration of Detection Software: A Comparison of Decision and Game Theory Approaches

Abstract

F are increasingly relying on software to detect fraud in domains such as security, financial services, tax, and auditing. A fundamental problem in using detection software for fraud detection is achieving the optimal balance between the detection and false-positive rates. Many firms use decision theory to address the configuration problem. Decision theory… (More)
DOI: 10.1287/deca.1040.0022

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