Extraction of Fraud Schemes from Trade Series


Autoria(s): Moussas, Charalambos; Noncheva, Veska
Data(s)

23/01/2014

23/01/2014

2007

Resumo

2000 Mathematics Subject Classification: 62H30, 62M10, 62M20, 62P20, 94A13.

It is very often the case that the patterns of a fraudulent activity in trade are hidden within existing trade data time series. Furthermore, with the advent of powerful and affordable computing hardware, relatively big amounts of available trade data can be quickly analyzed with a view to assisting antifraud investigations in this field. In this paper, based on the availability of such import/export data series, we present a statistical method for the identification of potential fraud schemes, by extracting and highlighting those cases which lend themselves to further investigation by anti-fraud domain experts. The proposed method consists in applying time series analysis for prediction purposes, calculating the resulting significant deviations, and finally clustering time series with similar patterns together, thus identifying suspect or abnormal cases.

Identificador

Pliska Studia Mathematica Bulgarica, Vol. 18, No 1, (2007), 271p-292p

0204-9805

http://hdl.handle.net/10525/2262

Idioma(s)

en

Publicador

Institute of Mathematics and Informatics Bulgarian Academy of Sciences

Palavras-Chave #Fraud Detection #Time Series Analysis #Forecasting #Cluster Analysis
Tipo

Article