AegisRisk — Real-Time Financial Fraud & Risk Detection Engine
End-to-end production ML system for ultra-imbalanced transaction fraud scoring (<0.18% skew). Combines Deep Tabular ResNets with Focal Loss, LightGBM, and XGBoost into a Platt-calibrated meta-ensemble, served via a sub-millisecond FastAPI microservice and minimalist obsidian glassmorphism web dashboard.
Client
Machine Learning & Fintech Systems
Services
Imbalanced Learning, Deep Tabular ResNet, Probability Calibration, Real-Time Microservice
Year
2026
Challenges
- — Tackling extreme class imbalance (0.17% fraud prevalence across 284,807 transactions) where standard cross-entropy and accuracy metrics fail
- — Minimizing Expected Calibration Error (ECE < 0.0002) via Platt Sigmoid Scaling to ensure predicted probabilities match empirical risk
- — Balancing severe asymmetric business costs: preventing chargeback loss while eliminating 96.8% of false positive review overhead ($50/case)
- — Meeting strict sub-millisecond inference SLAs (<1.0ms) with high-throughput batch stream processing (139k+ tx/sec)
Learnings
- — Engineered a Platt-calibrated soft-voting meta-ensemble achieving 0.8384 PR-AUC and 96.77% Precision on 42,722 unseen test transactions (only 2 false positives)
- — Designed a custom PyTorch Deep Tabular ResNet with skip-connections and Binary Focal Loss (γ=2.0) to suppress easy-negative gradient dominance
- — Built an asynchronous FastAPI microservice with automated schema validation and dynamic localhost collision resolution
- — Developed an interactive minimalist obsidian glassmorphic dashboard with autonomous client Edge ML simulation for zero-downtime static deployments