Detección de fraude bancario en tiempo real utilizando tecnologías de procesamiento distribuido

En este Trabajo de Fin de Máster se desarrollará un sistema de detección de fraude en pagos con tarjeta de crédito en tiempo real utilizando tecnologías de procesamiento distribuido. Concretamente se considerarán dos tecnologías: TIBCO, un conjunto de herramientas comerciales diseñadas para el procesamiento de eventos complejos, y Apache Spark, un sistema abierto para el procesamiento de datos en tiempo real. Además de implementar el sistema utilizando las dos tecnologías propuestas, un objetivo, otro objetivo de este Trabajo de Fin de Máster consiste en analizar y comparar estos dos sistemas implementados usados para procesamiento en tiempo real. Para la detección de fraude en pagos con tarjeta de crédito se aplicarán técnicas de aprendizaje máquina, concretamente del campo de anomaly/outlier detection. Como fuentes de datos que alimenten los sistemas, haremos uso de tecnologías de colas de mensajes como TIBCO EMS y Kafka. Los datos generados son enviados a estas colas para que los respectivos sistemas puedan procesarlos y aplicar el algoritmo de aprendizaje máquina, determinando si una nueva instancia es fraude o no. Ambos sistemas hacen uso de una base de datos MongoDB para almacenar los datos generados de forma pseudoaleatoria por los generadores de mensajes, correspondientes a movimientos de tarjetas de crédito. Estos movimientos posteriormente serán usados como conjunto de entrenamiento para el algoritmo de aprendizaje máquina.

US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries

The paper explores the trade competitiveness of seven major shrimp exporting countries, namely Vietnam, China, Thailand, Ecuador, India, Indonesia and Mexico, to the USA. Specifically, we investigate whether the United States (US) antidumping petitions impact upon the bilateral revealed comparative advantage (RCA) indexes for each of the seven shrimp exporting countries with the USA. Monthly data from January 2003 to December 2014 and the panel data model are used to examine the determinants of the RCA for the shrimp exporting countries. The empirical results show the shrimp exporting countries have superior competitiveness against the shrimp market in the USA. Moreover, the RCA indexes are significantly negatively influenced by shrimp prices, and are positively affected by US income per capita. However, the EMS (Early Mortality Syndrome) shrimp disease, domestic US shrimp quantity, exchange rate, and US antidumping laws are found to have no significant impacts on the RCA indexes. In terms of policy implications, the USA should try to reduce production costs of shrimp in the US market instead of imposing antidumping petitions, and the shrimp exporting countries should maintain their comparative advantage and diversify into new markets.

Standardized environmental management systems as an internal management tool

In a principal-agent model we analyze the firm’s decision to adopt an informal or a standardized Environmental Management System (EMS). Our results are consistent with empirical evidence in several respects. A standardized EMS increases the internal control at the cost of introducing some degree of rigidity that entails an endogenous setup cost. Standardized systems are more prone to be adopted by big and well established firms and under tougher environmental policies. Firms with standardized EMS tend to devote more effort to abatement although this effort results in lower pollution only if public incentives are strong enough, suggesting a complementarity relationship between standardized EMS and public policies. Emission charges have both a marginal effect on abatement and a qualitative effect on the adoption decision that may induce a conflict between private and public interests. As a result of the combination of these two effects it can be optimal for the government to distort the tax in a specific way in order to push the firm to choose the socially optimal EMS. The introduction of standardized systems can result in win-win situations where firms, society and the environment get better off.