南京大学学报(自然科学版) ›› 2016, Vol. 52 ›› Issue (5): 879.
徐泰华1*,张清华2
Xu Taihua1*,Zhang Qinghua2
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.
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