计算机应用与软件2024，Vol.41Issue(12)：376-383,8.DOI:10.3969/j.issn.1000-386x.2024.12.052
基于频繁项集和高效用项集挖掘的银行间市场对倒交易检测
THE DETECTION OF WASH SALES IN INTERBANK MARKET BASED ON FREQUENT ITEMSETS AND HIGH UTILITY ITEMSETS MINING
摘要
Abstract
The traditional detection of wash sale in interbank market ignores the strongly planning,cooperation of wash sale and the difference between transaction subjects,and has the limitations of long running time,low efficiency and lag.In view of the problems,this paper introduced frequent itemsets and high utility itemsets to find out the trading groups who have participated in transaction together in many times,and detected the wash sale chain combining with its mode.The experiments show that the proposed method can recognize more than 97%of all wash sales and the detection time is reduced by 45%.The efficiency of detection is significantly improved.This work has a certain guiding significance for the detection of wash sale.关键词
对倒交易/数据挖掘/高效用项集/频繁项集/市场操纵Key words
Wash sale/Data mining/High utility itemsets/Frequent itemsets/Market manipulation分类
信息技术与安全科学引用本文复制引用
刘丹,金天成,窦亮,肖春芸,詹杭龙,卢艳民..基于频繁项集和高效用项集挖掘的银行间市场对倒交易检测[J].计算机应用与软件,2024,41(12):376-383,8.基金项目
上海市科学技术委员会科研计划项目(18511103802). （18511103802）
