We present a data mining approach for profiling bank clients in order to support the process of detection of anti-money laundering operations. We first present the overall system architecture, and then focus on the relevant component for this paper. We detail the experiments performed on real world data from a financial institution, which allowed us to group clients in clusters and then generate a set of classification rules. We discuss the relevance of the founded client profiles and of the generated classification rules. According to the defined overall agent-based architecture, these rules will be incorporated in the knowledge base of the intelligent agents responsible for the signaling of suspicious transactions.
Considering the data transformation process, which was especially critical in our work, in @cite_6 , a discretization process was also applied to data set in order to find a more adequate set of clusters. Resources are mapped to n+2 dimensional Euclidean space, n being the customer’s attributes, one dimension for time and another for transactions. Customers’ transactions are projected according to time, accumulating transactions and its frequency to create a histogram. Clusters are created based on segments of the histogram. Analyses of local and global correlations are then applied to detect suspicious patterns. A good way to analyze individual behavior and or group behavior is to examine their operations to detect suspicious behaviors related to abnormal peaks on the histogram. However, when it is necessary to analyze a big number of clients and transactions over a long period of time, it may become difficult to detect suspicious cases, since there might be few peaks or none at all in the histogram.
@cite_6
2170891749
We propose a new approach to appearance-based loop detection for mobile robots, using three-dimensional (3D) laser scans. Loop detection is an important problem in the simultaneous localization and mapping (SLAM) domain, and, because it can be seen as the problem of recognizing previously visited places, it is an example of the data association problem. Without a flat-floor assumption, two-dimensional laser-based approaches are bound to fail in many cases. Two of the problems with 3D approaches that we address in this paper are how to handle the greatly increased amount of data and how to efficiently obtain invariance to 3D rotations. We present a compact representation of 3D point clouds that is still discriminative enough to detect loop closures without false positives (i.e., detecting loop closure where there is none). A low false-positive rate is very important because wrong data association could have disastrous consequences in a SLAM algorithm. Our approach uses only the appearance of 3D point clouds to detect loops and requires no pose information. We exploit the normal distributions transform surface representation to create feature histograms based on surface orientation and smoothness. The surface shape histograms compress the input data by two to three orders of magnitude. Because of the high compression rate, the histograms can be matched efficiently to compare the appearance of two scans. Rotation invariance is achieved by aligning scans with respect to dominant surface orientations. We also propose to use expectation maximization to fit a gamma mixture model to the output similarity measures in order to automatically determine the threshold that separates scans at loop closures from nonoverlapping ones. We discuss the problem of determining ground truth in the context of loop detection and the difficulties in comparing the results of the few available methods based on range information. Furthermore, we present quantitative performance evaluations using three real-world data sets, one of which is highly self-similar, showing that the proposed method achieves high recall rates (percentage of correctly identified loop closures) at low false-positive rates in environments with different characteristics. © 2009 Wiley Periodicals, Inc.