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All Journal Journal of Applied Data Sciences Journal of Digital Market and Digital Currency
Almasre, Miada
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Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance

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An Explainable Credit Card Fraud Detection Model using Machine Learning and Deep Learning Approaches Alkhozae, Mona; Almasre, Miada; Almakky, Abeer; Alhebshi, Reemah M.; Alamri, Amani; Hakami, Widad; Alshahrani, Lamia
Journal of Applied Data Sciences Vol 6, No 4: December 2025
Publisher : Bright Publisher

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47738/jads.v6i4.962

Abstract

This study proposes an adaptive, interpretable real-time fraud detection and prevention system designed for high-risk financial environments, capable of processing over 1.6 million imbalanced credit card transactions with low latency. The objective is to build a unified framework that integrates predictive accuracy, explainability, and adaptability. The methodology follows four phases: exploratory data analysis to reveal structural and behavioral fraud patterns, feature engineering with domain-informed attributes and ADASYN oversampling to mitigate the 1:174 imbalance, training of multiple models (XGBoost, LightGBM, Random Forest, Gradient Boosting, and MLP), and an ensemble architecture evaluated with SHAP-based explainability. The system introduces three key contributions: stability-aware SHAP caching that reduces explanation latency to 41.2 ms, reinforcement learning–based threshold tuning that dynamically adapts to evolving fraud patterns, and out-of-distribution detection to enhance resilience against data drift. Results demonstrate strong performance, with XGBoost achieving 99.86% accuracy, 96.36% precision, 80.59% recall, F1-score of 0.878, and ROC-AUC of 0.9988, outperforming other models. The full system attained 93.2% accuracy, 90.2% F1-score, and 96.1% AUC at the system level, successfully blocking 91% of fraudulent transactions while maintaining a false positive rate of 7.8%. Novelty lies in combining explainability and adaptivity in a production-ready architecture, where reinforcement learning enables continuous threshold self-regulation and SHAP stability analysis validates interpretability across models. These findings show that high fraud detection accuracy and transparency are not mutually exclusive, offering a scalable blueprint for financial institutions and other critical domains requiring real-time, explainable, and adaptive decision-making.
Volatility and Risk Assessment of Blockchain Cryptocurrencies Using GARCH Modeling: An Analytical Study on Dogecoin, Polygon, and Solana Alkhoze, Mona; Almasre, Miada
Journal of Digital Market and Digital Currency Vol. 2 No. 4 (2025): Regular Issue December 2025
Publisher : Bright Publisher

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47738/jdmdc.v2i4.44

Abstract

This study analyzed the volatility and risk profiles of three prominent blockchain-based cryptocurrencies—Dogecoin, Polygon, and Solana—using the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model. Volatility, a key risk metric for cryptocurrencies, was modeled through the GARCH(1,1) framework, which effectively captured the time-varying nature of price fluctuations. The analysis revealed that Dogecoin exhibited the highest volatility and risk, primarily driven by its speculative market behavior and social media influence. Polygon and Solana, while also volatile, demonstrated more stability, with their risk profiles reflecting the technological advancements and broader use cases within their respective blockchain ecosystems. The study also incorporated Value at Risk (VaR) and Conditional Value at Risk (CVaR) metrics to assess the potential downside risks for each cryptocurrency. Dogecoin had the highest potential for extreme losses, followed by Polygon and Solana. The GARCH model successfully identified the volatility persistence in these assets, showing that past market conditions heavily influenced future volatility. This research contributes to the literature on cryptocurrency volatility by applying the GARCH(1,1) model to analyze digital assets with varying market characteristics. The findings emphasize the need for robust risk management strategies tailored to the unique behaviors of individual cryptocurrencies. Limitations of the study included the use of historical data and the focus on only three cryptocurrencies, suggesting opportunities for future research. Potential areas for further study include the incorporation of additional variables, such as macroeconomic indicators, and the exploration of alternative volatility models, such as EGARCH or TGARCH, to better capture the complexities of cryptocurrency markets. These insights provide valuable guidance for investors, risk managers, and policymakers navigating the volatile and evolving landscape of blockchain-based digital assets.
Co-Authors Alamri, Amani Alhebshi, Reemah M. Alkhozae, Mona Alkhoze, Mona Almakky, Abeer Alshahrani, Lamia Hakami, Widad