The invention discloses a method for detecting the fraud behavior of merchant
category code cloning, comprising the steps as follows: first, acquiring and preprocessing
transaction data of normal merchants, and carrying out
hierarchical clustering to acquire the standard behavior pattern; then, randomly extracting transaction flow data of normal merchants and cloned merchants according to the rule that the ratio of the number of normal merchants to the number of cloned merchants is 1:1, acquiring an 86-dimension
transaction data vector of each merchant, acquiring a 9-dimension feature through
Euclidean distance calculation, carrying out superposition to obtain 95-dimension feature vectors, and carrying out training constantly by a batch
gradient descent method to obtain the parameters of a
logistic regression model and to obtain a classifier; and finally, constructing a 95-dimension
feature vector according to the one-year transaction flow data of a new user, sending the 95-dimension
feature vector to the classifier for classification, and detecting whether the new user is a cloned merchant. By using a computer
system, a merchant behavior can be identified from multiple dimensions, and therefore, merchant
cloning can be detected efficiently and accurately.