系统管理学报2013，Vol.22Issue(3)：379-384,6.
商业银行资金异常识别研究
Suspicious Transaction Recognition in Commercial Banks
摘要
Abstract
This paper focuses on the original source in anti-money laundering working process-commercial banks.To deal with the difficulty in extracting Suspicious Transaction Reports (SARs) based on the administrative rules for reporting large-value and suspicious activities,we propose a scan statistic based suspicious sequence recognition algorithm.Using real financial data from commercial banks we evaluate our algorithm and demonstrate its efficiency.The experimental results show that thealgorithm can effectively quantify the fuzzy rules in the regulations and reduce the first type error.关键词
反洗钱/扫描统计/商业银行/交易片段/异常识别Key words
anti-money laundering/scan statistics/commercial banks/transaction sequences/abnormal activity recognition分类
管理科学引用本文复制引用
刘璇,张朋柱,李嘉,陈智高..商业银行资金异常识别研究[J].系统管理学报,2013,22(3):379-384,6.基金项目
国家自然科学基金资助项目(71273159,71101053) （71273159,71101053）
教育部人文社科基金资助项目(10YJCZH097) （10YJCZH097）
中央高校基本科研业务费专项基金资助项目(WN1022011) （WN1022011）
