I am an AML consultant who is eager to learn Featuretools.
I am very much interested in how features are created for transaction monitoring rules using Featuretools. I went through the documentation and some examples on Kaggle; however, I was not able to find a way to create some domain specific features.
Let's assume there might be couple of transaction types(cash, wire, check, etc.) and transactions could either be deposit or withdrawal.
Feature example could be number of days(within the training window) with daily aggregate total amount of cash deposit transactions is greater than $10K. Another example could be percentage of incoming transaction total divided by outgoing transaction total over 3 day sliding window, assuming beginning and ending of the sliding window changes for everyday within the training window
Would you be kind to provide me some examples or codes for creating such features?