We propose a system for mobile‐phone fraud detection based on a bidirectional artificial neural network (bi‐ANN). The key advantage of such a system is the ability to detect fraud not only by offline processing of call detail records (CDR), but also in real time. The core of the system is a bi‐ANN that predicts the behavior of individual mobile‐phone users. We determined that the bi‐ANN is capable of predicting complex time series (Call_Duration parameter) that are stored in the CDR.
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