南京大学学报(自然科学版) ›› 2016, Vol. 52 ›› Issue (5): 879–.

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基于启发式有向圈查询的可疑交易识别研究

徐泰华1*,张清华2   

  • 出版日期:2016-09-25 发布日期:2016-09-25
  • 作者简介: 1.西南交通大学信息科学与技术学院,成都,610031;2.重庆邮电大学计算智能重庆市重点实验室,重庆,400065
  • 基金资助:
    基金项目:国家自然科学基金(61572091,61472056)
    收稿日期:2016-09-06
    *通讯联系人,E­mail:xth19890410@163.com

Research on suspicious transaction recognition based on heuristic listing of directed primary circuit

Xu Taihua1*,Zhang Qinghua2   

  • Online:2016-09-25 Published:2016-09-25
  • About author: 1.School of Information Science and Technology,Southwest Jiaotong University,Chengdu,610031,China;2.Chongqing Key Laboratory of Computational Intelligence,Chongqing University of Posts and Telecommunications,Chongqing,400065,China

摘要: 可疑交易监测分析是反洗钱研究的一个重要分支.图中存在一种非常重要的结构—有向圈.金融交易数据可以用有向图表示,称为金融交易图,金融交易图中的有向圈是一种可疑交易结构.提出了一种启发式有向圈查询算法,其基本思想是首先求得图中的强连通分量,然后针对每个强连通分量,进行启发式的深度优先搜索,与一般的深度优先搜索不同,该算法利用两个启发式信息来控制深度优先搜索的方向以及要访问的节点.还对节点数至少为3的强连通分量中一定存在有向圈做出了证明.并且对该算法的时间复杂度作了相关分析.该算法降低了论域的规模,从另一个侧面提高了算法性能.实验证明了算法的有效性,及使用启发式信息的必要性.该算法可检测出金融交易图中的有向圈这一可疑交易结构,为反洗钱研究提供技术支持.

Abstract: An important topic of anti­money laundering is recognition of suspicious financial transaction.Directed primary circuit(DPC)is a very important structure in graph.Financial transaction data can be expressed by directed graphs,called financial transaction graphs,and it is obviously that DPC is suspicious if it exists in financial transaction graphs,because it means that money may return to starter.In this paper,we design a heuristic listing of DPC algorithm to help us to recognize these suspicious structures.The basic idea of the algorithm is to calculate strongly connected components(SCC)by using Tarjan’s strongly connected components algorithm at first,and then to conduct heuristic depth­first search(DFS)on every SCC which has been found.Differ to normal DFS,in the process of heuristic DFS,two heuristic information are utilized,one is parameter of direction to control the direction of DFS,and the other is in­degree and out­degree in SCC that are newly defined to choose visiting vertex by descending in­degree or out­degree.Also,we prove that there must be a DPC in a SCC which has 3 vertexes at least,and this proof provides theory basis to proposed algorithm.Certainly the time complexity of proposed algorithm is analyzed.Proposed algorithm reduces the size of query space,which leads to enhancement of algorithm performance.In order to test proposed algorithm,we choose several datasets of University of Florida Matrix Collection,and collect several practical datasets.All of datasets can be transformed to directed graphs.We design two experiments,one is for testing effectiveness of proposed algorithm,and the other is for validating necessity of two heuristic information.Experimental results show that our algorithm is effective,and utilization of two heuristic information is necessary.Thus,suspicious financial transactions,DPC,can be listed in financial transaction graphs,and technical assistance can be provided for anti­money laundering.

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