In recent years, financial fraud detection systems have become very efficient
at detecting fraud, which is a major threat faced by e-commerce platforms. Such
systems often include machine learning-based algorithms aimed at detecting and
reporting fraudulent activity. In this paper, we examine the application of
adversarial learning based ranking techniques in the fraud detection domain and
propose FRAUDability, a method for the estimation of a financial fraud
detection system's performance for every user. We are motivated by the
assumption that "not all users are created equal" -- while some users are well
protected by fraud detection algorithms, others tend to pose a challenge to
such systems. The proposed method produces scores, namely "fraudability
scores," which are numerical estimations of a fraud detection system's ability
to detect financial fraud for a specific user, given his/her unique activity in
the financial system. Our fraudability scores enable those tasked with
defending users in a financial platform to focus their attention and resources
on users with high fraudability scores to better protect them. We validate our
method using a real e-commerce platform's dataset and demonstrate the
application of fraudability scores from the attacker's perspective, on the
platform, and more specifically, on the fraud detection systems used by the
e-commerce enterprise. We show that the scores can also help attackers increase
their financial profit by 54%, by engaging solely with users with high
fraudability scores, avoiding those users whose spending habits enable more
accurate fraud detection.