Fraud detection in the banking sector : a multi-agent approach

Fraud is an increasing phenomenon as shown in many surveys carried out by leading international consulting companies in the last years. Despite the evolution of electronic payments and hacking techniques there is still a strong human component in fraud schemes. Conflict of interest in particular is the main contributing factor to the success of internal fraud. In such cases anomaly detection tools are not always the best instruments, since the fraud schemes are based on faking documents in a context dominated by lack of controls, and the perpetrators are those ones who should control possible irregularities. In the banking sector audit team experts can count only on their experience, whistle blowing and the reports sent by their inspectors. The Fraud Interactive Decision Expert System (FIDES), which is the core of this research, is a multi-agent system built to support auditors in evaluating suspicious behaviours and to speed up the evaluation process in order to detect or prevent fraud schemes. The system combines Think-map, Delphi method and Attack trees and it has been built around audit team experts and their needs. The output of FIDES is an attack tree, a tree-based diagram to ”systematically categorize the different ways in which a system can be attacked”. Once the attack tree is built, auditors can choose the path they perceive as more suitable and decide whether or not to start the investigation. The system is meant for use in the future to retrieve old cases in order to match them with new ones and find similarities. The retrieving features of the system will be useful to simplify the risk management phase, since similar countermeasures adopted for past cases might be useful for present ones. Even though FIDES has been built with the banking sector in mind, it can be applied in all those organisations, like insurance companies or public organizations, where anti-fraud activity is based on a central anti-fraud unit and a reporting system.

Exits - Pääomasijoittajan irtautumisvaihtoehtojen juridista tarkastelua

Pääomasijoittaminen on Suomessa verrattain uusi ilmiö. Tutkielman tarkoitus on ollut tarkastella pääomasijoittajan irtautumista kohdeyhtiöstä juridisesta näkökulmasta. Tutkielman ydin on ollut selvittää pääomasijoittamisen toimijoiden roolien ja niistä johtuvien intressien ristiriitojen vaikutusta irtautumiseen sekä sitä, miten intressiristiriitoja vähennetään erityisesti pääomasijoittajan näkökulmasta. Teoreettisena viitekehyksenä on käytetty päämies-agenttiteoriaa sekä teoriaa asymmetrisestä tiedosta ja moraalisesta uhkapelistä. Toisena tutkimusongelmana on selvitetty pääomasijoittamisen sijoittumista eri oikeudenalojen yhtymäkohtaan sekä luotu katsaus yleisesti pääomasijoittamista koskevaan lainsäädäntöön. Keskeisenä tavoitteena on ollut selvittää, aiheuttaako amerikkalaiseen sopimusmalliin perustuva sopimuskäytäntö ongelmia suomalaisessa juridisessa ympäristössä. Tutkimus on oikeustaloustieteellinen ja tutkimuskohteeseen on tutustuttu alan koti- ja ulkomaisen tutkimuksen ja kirjallisuuden lisäksi teemahaastatteluin. Tutkielman loppupäätelmä on, että pääomasijoittajan irtautumisen turvaamiseksi käytetään juridisesti tehokkaita menetelmiä, joista osakassopimuksen ehdot ovat ennemminkin ennaltaehkäiseviä kuin korjaavia. Intressiristiriitaa vähentämään käytetään myös kannustinjärjestelmä (osakeomistusta, optio-oikeuksia). Tutkimuksessa ei havaittu merkittäviä ongelmia amerikkalaisen sopimusmallin soveltamisessa suomalaiseen käytäntöön.

Development of a measuring-control system for energy monitoring in low power

In this thesis a control system for an intelligent low voltage energy grid is presented, focusing on the control system created by using a multi-agent approach which makes it versatile and easy to expand according to the future needs. The control system is capable of forecasting the future energy consumption and decisions making on its own without human interaction when countering problems. The control system is a part of the St. Petersburg State Polytechnic University’s smart grid project that aims to create a smart grid for the university’s own use. The concept of the smart grid is interesting also for the consumers as it brings new possibilities to control own energy consumption and to save money. Smart grids makes it possible to monitor the energy consumption in real-time and to change own habits to save money. The intelligent grid also brings possibilities to integrate the renewable energy sources to the global or the local energy production much better than the current systems. Consumers can also sell their extra power to the global grid if they want.

A simulation model of the optimal maintenance strategy: conceptual agent-based approach

In this Master’s thesis agent-based modeling has been used to analyze maintenance strategy related phenomena. The main research question that has been answered was: what does the agent-based model made for this study tell us about how different maintenance strategy decisions affect profitability of equipment owners and maintenance service providers? Thus, the main outcome of this study is an analysis of how profitability can be increased in industrial maintenance context. To answer that question, first, a literature review of maintenance strategy, agent-based modeling and maintenance modeling and optimization was conducted. This review provided the basis for making the agent-based model. Making the model followed a standard simulation modeling procedure. With the simulation results from the agent-based model the research question was answered. Specifically, the results of the modeling and this study are: (1) optimizing the point in which a machine is maintained increases profitability for the owner of the machine and also the maintainer with certain conditions; (2) time-based pricing of maintenance services leads to a zero-sum game between the parties; (3) value-based pricing of maintenance services leads to a win-win game between the parties, if the owners of the machines share a substantial amount of their value to the maintainers; and (4) error in machine condition measurement is a critical parameter to optimizing maintenance strategy, and there is real systemic value in having more accurate machine condition measurement systems.

Data Collection Agent Framework

Ohjelmistoteollisuudessa pitkiä ja vaikeita kehityssyklejä voidaan helpottaa käyttämällä hyväksi ohjelmistokehyksiä (frameworks). Ohjelmistokehykset edustavat kokoelmaa luokkia, jotka tarjoavat yleisiä ratkaisuja tietyn ongelmakentän tarpeisiin vapauttaen ohjelmistokehittäjät keskittymään sovelluskohtaisiin vaatimuksiin. Hyvin suunniteltujen ohjelmistokehyksien käyttö lisää suunnitteluratkaisujen sekä lähdekoodin uudelleenkäytettävyyttä enemmän kuin mikään muu suunnittelulähestymistapa. Tietyn kohdealueen tietämys voidaan tallentaa ohjelmistokehyksiin, joista puolestaan voidaan erikoistaa viimeisteltyjä ohjelmistotuotteita. Tässä diplomityössä kuvataan ohjelmistoagentteihin (software agents) perustuvaa ohjelmistokehyksen suunnittelua toteutusta. Pääpaino työssä on vaatimusmäärittelyä vastaavan suunnitelman sekä toteutuksen kuvaaminen ohjelmistokehykselle, josta voidaan erikoistaa erilaiseen tiedonkeruuseen kykeneviä ohjelmistoja Internet ympäristöön. Työn kokeellisessa osuudessa esitellään myös esimerkkisovellus, joka perustuu työssä kehitettyyn ohjelmistokehykseen.

Agent-based management systems for many-core platforms : rigorous design and efficient implementation

Due to various advantages such as flexibility, scalability and updatability, software intensive systems are increasingly embedded in everyday life. The constantly growing number of functions executed by these systems requires a high level of performance from the underlying platform. The main approach to incrementing performance has been the increase of operating frequency of a chip. However, this has led to the problem of power dissipation, which has shifted the focus of research to parallel and distributed computing. Parallel many-core platforms can provide the required level of computational power along with low power consumption. On the one hand, this enables parallel execution of highly intensive applications. With their computational power, these platforms are likely to be used in various application domains: from home use electronics (e.g., video processing) to complex critical control systems. On the other hand, the utilization of the resources has to be efficient in terms of performance and power consumption. However, the high level of on-chip integration results in the increase of the probability of various faults and creation of hotspots leading to thermal problems. Additionally, radiation, which is frequent in space but becomes an issue also at the ground level, can cause transient faults. This can eventually induce a faulty execution of applications. Therefore, it is crucial to develop methods that enable efficient as well as resilient execution of applications. The main objective of the thesis is to propose an approach to design agentbased systems for many-core platforms in a rigorous manner. When designing such a system, we explore and integrate various dynamic reconfiguration mechanisms into agents functionality. The use of these mechanisms enhances resilience of the underlying platform whilst maintaining performance at an acceptable level. The design of the system proceeds according to a formal refinement approach which allows us to ensure correct behaviour of the system with respect to postulated properties. To enable analysis of the proposed system in terms of area overhead as well as performance, we explore an approach, where the developed rigorous models are transformed into a high-level implementation language. Specifically, we investigate methods for deriving fault-free implementations from these models into, e.g., a hardware description language, namely VHDL.